Ask Experts Questions for FREE Help !
Ask
    khooker911's Avatar
    khooker911 Posts: 1, Reputation: 1
    New Member
     
    #1

    Apr 2, 2013, 09:27 AM
    Suppose the December CBOT Treasury bond futures contract has a quoted price of 80-
    . Suppose the December CBOT Treasury bond futures contract has a quoted price of 80-07. If annual interest rates go up by 1.00 percentage point, what is the gain or loss on the futures contract? (Assume a $1,000 par value, and round to the nearest whole dollar.) show your work
    Curlyben's Avatar
    Curlyben Posts: 18,514, Reputation: 1860
    BossMan
     
    #2

    Apr 2, 2013, 09:42 AM
    What do YOU think ?
    While we're happy to HELP we won't do all the work for you.
    Show us what you have done and where you are having problems..

Not your question? Ask your question View similar questions

 

Question Tools Search this Question
Search this Question:

Advanced Search

Add your answer here.


Check out some similar questions!

Futures contract [ 0 Answers ]

Suppose the September CBT Treasury bond futures contract has a quoted price of 11.2-09. What is the implied annual interest rate inherent in this futures contract?

Suppose the September CBOT Treasury bond futures contract has a quoted price of 89-09 [ 2 Answers ]

Suppose the September CBOT Treasury bond futures contract has a quoted price of 89-09. The T-bond is a 20-year 6% coupon bond and the interest is paid semi-annually. What is the implied annual interest rate inherent in this futures contract? A 6.32% B 6.65% C 7.00% D 7.35% ...

Min. Price to be quoted/relevant costing [ 1 Answers ]

I would be thankful if you could through some more light on concepts of relevant costing. Actually I am getting confused in a case of min. price is to be quoted for special order, wherein our firm has not reached Break-even point i.e. our normal operations have not covered our fixed cost. My...


View more questions Search