Suppose you were long in a June T-bond futures contract at 92-16. What would you have to

Question:

Suppose you were long in a June T-bond futures contract at 92-16. What would you have to pay at the futures expiration for a delivered T-bond if the bond’s conversion factor was 1.2 and the accrued interests on the deliverable bond were

$1.50 per $100 face value?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: