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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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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 ...
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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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Treasury Bond Clean Price - Quantlib

The clean price of the Treasury 10 year bond on 6/30/22 is 98.8046 according to Bloomberg. The settlement day for treasury bonds is 1 day. I think this still means the clean price of bond is 98.8046 ...
Sarat Muppana's user avatar