Long-term Interest-rate Futures

Brendan Brown and Charles R. Geisst

Chapter 4 in Financial Futures Markets, 1983, pp 101-139 from Palgrave Macmillan

Abstract: Abstract The American Treasury bond market is the largest single fixed income market in the world, followed closely by the United Kingdom gilt market. Both are also considered to be the most efficient fixed income capital markets as well. By efficient is meant the relative ease with which new issues may be brought to market, as well as the ability of the secondary market to facilitate large trades without serious price disruption. It is almost natural, therefore, that fixed income futures instruments would necessarily be based upon instruments from these markets.

Keywords: Interest Rate; Yield Curve; Future Market; Future Price; Future Contract (search for similar items in EconPapers)
Date: 1983
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DOI: 10.1007/978-1-349-17217-7_4

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