The Futures Bond Basis

The Futures Bond Basis,  audiobook. ISDN43485472

Collection 43485472

Genre:financial management

Language:English

Type:PDF book

Publisher:John Wiley & Sons Limited

Publication date:09.12.2022

Price:$74.78

Views:44

The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhrys succinct but in-depth look at the government bond futures contract basis. It includes essential background on contract specifications and the theory of the basis. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.

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