Understanding treasury bond futures salomon
CBOT Treasury futures are standardized contracts for the purchase and sale of U.S. government notes or bonds for future delivery. The U.S. government bond market offers the greatest liquidity, security (in terms of credit worthiness), and diversity among the government bond markets across the globe. Koenigsberg, Mark. “The Salomon Brothers Delivery Option Model: Understanding Treasury Bond Futures.” Salomon Brothers Bond Portfolio Analysis Group (1991). Koenigsberg, Mark. “Deciding Between Futures and Cash: A Closer Look at the Basis.” Salomon Brothers Bond Portfolio Analysis Group (1991). LONDON One London Wall, London, EC2Y 5EA United Kingdom +44 207 139 1600 NEW YORK 41 Madison Avenue, New York, NY 10010 USA +1 646 931 9045 pm-research@pageantmedia.com