Paul Koch 1-1 Chapter 6: Interest Rate Futures This chapter discusses: I. Mechanics of interest rate futures; II. Duration; and III. Hedging strategies. - ppt download
Interest Rate Futures Chapter ppt download
Treasury Bond Futures Contract - YouTube
Bond Futures Pricing and Valuation | FinPricing
Question re: accrued interest on bond futures - Fixed Income - AnalystForum
US T-bond futures conversion factor (CF, FRM T3-25) - YouTube
𝐄𝐟𝐟𝐢𝐜𝐢𝐞𝐧𝐭 𝐌𝐚𝐫𝐤𝐞𝐭 𝐇𝐲𝐩𝐞 on Twitter: "So in simple terms, the implied repo rate is the implied money market return from a cash and carry trade. And for a treasury futures seller, that
US T-bond futures conversion factor (CF, FRM T3-25) - YouTube
Bond Future Option Pricing and Valuation | FinPricing