A8 Intro to Treasury Futures

A8 Intro to Treasury Futures - 2) Carefully read the...

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A8 Introduction to Treasury Futures. Go to the following URL and look at the 30 year Treasury Futures quotes. URL for 30 Year Treasury Futures: http://www.cmegroup.com/trading/interest-rates/us-treasury/30-year-us-treasury-bond.html 1) Click on the tab for Contract specifications and read the definition of a futures contract.
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Unformatted text preview: 2) Carefully read the section in Chapter 9 on Arbitrage and the determinants of Futures Prices. 3) Click on the Performance Bonds/Margins tab and find the margins for the Long Bond and write down the initial and maintenance margins....
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