At Any Rate cover image

U.S. Rates - The March – June Treasury futures roll

At Any Rate

CHAPTER

Understanding Wildcard Optionality in Ultra Long Bond Contracts

This chapter explores the intricacies of wildcard optionality in ultra long bond contracts, focusing on how delivery ratios and timing affect trading strategies and pricing. It provides a market outlook with contrasting bullish and bearish perspectives on bond calendar spreads as the first delivery day approaches.

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