On 25 February 2020 a bond portfolio manager sells 150 June 2020 three-year treasury bond futures contracts at a quoted price of 99.50. On 20 March she buys 150 June 2020 three-year treasury bond futures contracts at a quoted price of 99.70. 

What profit (or loss) has she made in the three-year bond futures contract?

Answer rating: 100% (QA)

To calculate the profit or loss on the threeyear treasury bond futures contract we need to consider ... View the full answer