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Questions tagged [treasury]

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high coupon and low coupon treasury

for treasury off the run bonds, in general, does the market prefer high coupon or low coupon bonds ? How about for credit bonds ?
Peaceful's user avatar
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1 vote
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Explanation for a Data from Treasury Direct

I am dealing with a treasury data from TreasuryDirect. Due to the lack of documentation, I am having a hard time understand the meaning of the variables. It would be great help if anyone can share any ...
leeway00's user avatar
1 vote
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Gross Basis - Bond Futures

Just want to confirm - Gross Basis for Bond A, deliverable into a Future: Gross Basis [A] = Clean Price [A] - Futures Price x CF [A] where CF [A] = Conversion factor of Bond A. Is this due to: Gross ...
user65739's user avatar
1 vote
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Why is Bloomberg showing difference yields than US Dept of Treasury

I am using historical 30yr US treasury rates for a project. When I downloaded the rates from Bloomberg by queuing the history of the USGG30YR index, I found the numbers different from what US ...
LeonC's user avatar
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Expected return on treasury basis trades

There have been a lot of articles on Treasury basis trades. What types of levels are targeted in this trade? Am I correct in seeing that the basis seems to be less than 10 cents in the dollar so ...
wer_asd24's user avatar