Sample Questions on Treasury Hedges

Sample Questions on Treasury Hedges - The tables below...

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The tables below pertain to this question. Maintenance  Margin (per  contract) Initial Margin Mark  Up Percentage Initial Margin  (per contract) Treasury Bonds $1,250 135% $1,688 10 Year T-Note $750 135% $1,013 5 Year T-Note $550 135% $743 2 Year T-Note $450 135% $608 30 Year U.S. Treasury Bonds Futures  as of October 27, 2004 15:40 CDT Exp Last Net Chg Open High Low Close Settle Prev Settle Hi/Lo Limit 04Dec      113'02 -1'04 114'08  114'18 112'31 113'01  113'02  114'06  05Mar      112'01 -1'04 113'09  113'17 112'00 112'01  112'01  113'05  Table generated October 27, 2004 15:40 CDT         = Chart     = Option  30 Year U.S. Treasury Bonds Futures (US)   as of March 09, 2005 12:10 CST  Exp Last Net Chg Open High Low Close Settle Prev Settle Hi/Lo Limit 05Mar     111'15 -1'23 113'01 113'05 111'15 111'15 113'06  05Jun      110'23 -1'23 112'11 112'14 110'22 110'23 112'14  Table generated March 09, 2005 15:51 CST         = Chart     = Option  A) The data show Treasury Futures on two dates: 27 October 2004 and March 9, 2005. What happened to Treasury yields over the time that has lapsed? (2pts)
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Sample Questions on Treasury Hedges - The tables below...

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