A trader enters into a long position in one Eurodollar futures contract. How much does the trader gain when the futures price quote increases by 6 basis points?
A. $6
B. $150
C. $60
D. $600
查看答案
The bonds that can be delivered in a Treasury bond futures contract are
Assets that provide no income
B. Assets that provide a known cash income
C. Assets that provide a known yield
D. None of the above
How much is a basis point?
A. 1.0%
B. 0.1%
C. 0.01%
D. 0.001%
Which of the following day count conventions applies to a US Treasury bond?
Actual/360
B. Actual/Actual (in period)
C. 30/360
D. Actual/365
The conversion factor for a bond is approximately
A. The price it would have if all cash flows were discounted at 6% per annum
B. The price it would have if it paid coupons at 6% per annum
C. The price it would have if all cash flows were discounted at 8% per annum
D. The price it would have if it paid coupons at 8% per annum
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