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    Exam 22: Futures and Forwards
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    If Treasury Bond Futures Prices Are Currently 89-00/32<sup>nds</sup>, What Is
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If Treasury Bond Futures Prices Are Currently 89-00/32nds, What Is

Question 112

Question 112

Multiple Choice

If Treasury bond futures prices are currently 89-00/32nds, what is the value of the Treasury bond futures hedge position?


A) $30,000,000.
B) $28,387,500.
C) $26,700,000.
D) $89,000,000.
E) $890,000.

Correct Answer:

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