Government Bond Futures: Basics
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Government Bond Futures: Basics

Intuition Publishing Pty Ltd
Updated Sep 24, 2020

Government bond futures contracts exist for many of the world's largest nations, but here we focus on the characteristics of US Treasury bond and note futures contracts. We outline the underlying securities associated with each contract, give an example of the delivery choices available, and then discuss the invoice price for Treasury bond and note futures contracts.

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