Sat 7 Apr, 2018 06:08 pm - Too late to edit.
I suppose, for a comparison, subtract the current value of the Treasury Strip from the Treasury Strip redemption value. That allows for a gain in value without actually... (view)
Sat 7 Apr, 2018 05:18 pm - For comparison I looked at the Nov 15 2018 Treasury Strip.
I subtracted the 98.94 Treasury Strip quote from the 104.26 Treasury Bond quote.
The result is 5.32 * 100 or $532 value for each... (view)
Sat 7 Apr, 2018 03:26 pm - What is the actual portfolio value of a leveraged derivative bond whereby the derivative bond does not receive dividends or redemptions ?
For instance, a Two-Year Treasury Note future has a... (view)