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deliverable bonds and to deliver such debt securities on the delivery day. ( subsection ...
Euro-Bund-Futures. webtrekk count pixel. Welcome to the Eurex Frankfurt AG ...
... to consider when analysing a Eurex Bond Futures fair value calendar
16 April 2012, with a delivery window of 8.5 to 10.5 years. • The French government bond futures offer market participants a listed futures ...
Eurex fixed income derivatives are based upon the delivery of an underlying bond which has a remaining maturity in accordance with a predefined range.
Use conversion factors to normalize the price of a particular bond for delivery in a ... For example, conversion factors for Euro-Bund futures on Eurex are listed at ...
For Eurex bond futures (which are quoted in decimals and quoted with
In this paper we will take a look at one specific feature of the Eurex-offered futures contracts on German government bonds, namely the delivery ...
On the other hand a notional bond cannot be delivered. Delivery nonetheless takes place using a basket consisting of similar bonds. Settlement: A delivery ...