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Lecture Financial derivatives - Lecture 19: Interest rate futures

A futures contract with an underlying instrument that pays interest. An interest rate future is a contract between the buyer and seller agreeing to the future delivery of any interest-bearing asset. This chapter presents the following content: To day count conventions, treasury bond price quotes in the U.S, treasury bonds futures, cheapest to deliver bonds, exercises & problems. | 6. Interest Rate Futures Lecture #19 6. Cheapest-to-Deliver Bonds 6. 6. 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6. | 6. Interest Rate Futures Lecture #19 6. Cheapest-to-Deliver Bonds 6. 6. 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 . | 6. Interest Rate Futures Lecture #19 6. Cheapest-to-Deliver Bonds 6. 6. 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 . | 6. Interest Rate Futures Lecture #19 6. Cheapest-to-Deliver Bonds 6. 6. 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6. | 6. Interest Rate Futures Lecture #19 6. Cheapest-to-Deliver Bonds 6. 6. 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6. | 6. Interest Rate Futures Lecture #19 6. Cheapest-to-Deliver Bonds 6. 6. 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6.