The Treasury Bond Basis

The Treasury Bond Basis has grown to become a mandatory reference book for every professional trader of Treasury bond and note futures. Reflecting the numerous market changes, this book has been updated to cater explanations of valuing the short’s delivery alternatives. Including new discussions of global bond futures trading and applications for portfolio managers, Treasury Bond Analysis provides insightful analysis of the complex relationship between the cash market and futures market. The Treasury Bond Basis explores in detail how those opportunities have changed, and provides trading professionals with the updated knowledge and techniques to profit from, and manage exposure to, constantly occurring interest rate fluctuations.