Question
How to do the Repo Arbitrage. (BORROWING money is NOT Available, but Borrowing T-bill for short-selling is always available.) 292day T-bill cash 202-day T-bill cash
How to do the Repo Arbitrage. (BORROWING money is NOT Available, but Borrowing T-bill for short-selling is always available.)
| 292day T-bill cash | 202-day T-bill cash | 292-day T-bill(90 days) T-bill future |
| $71 | $70 | $90 |
Is there any arbitrage, if yes, show your strategy to get arbitrage profits.
| Operation | Now | 202 day | 292 day |
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Environmental Finance And Investments
Authors: Marc Chesney, Jonathan Gheyssens, Anca Claudia Pana, Luca Taschini
2nd Edition
366248174X, 978-3662481745
