Question
The quoted price of a January CBOT Treasury bond features contract 78-07. The par value is $1,000 with 5% coupon rate (Semi Annual payment), and
The quoted price of a January CBOT Treasury bond features contract 78-07. The par value is $1,000 with 5% coupon rate (Semi Annual payment), and the maturity is 10 years. If the annual interest rates increase by 1%, please calculate the gain or loss on the future contracts.
44.66
55.08
71.37
78.39
82.61
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee
5th Edition
0910944008, 978-0910944007
