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Synthetic

An artificially created security that combines a financial security (such as a bond, stock, etc) with another asset such as…

    Implied Duration

    The duration of the deliverable or underlying bond of a futures contract that is used as an estimate of the…

      Bond Futures

      A futures contract which is entered into by an investor willing to buy or sell a specified bond for a...

        Buying The Basis

        Going long the basis, or more specifically the purchase of a cash-market investment instrument such as cash bonds or index...

          Return To Hedged Portfolio

          It is the rate which results from a cash/futures arbitrage. More specifically, it is the rate of return that an...

            Cash-and-Carry Trade

            Going long the basis, or more specifically the purchase of a cash-market investment instrument such as cash bonds or index...

              Notional Bond

              A standardized bond (in terms of its coupon and maturity) that is used as the basis for bond futures contracts....

                Round-Trip Arbitrage

                A type of arbitrage that involves attempting to profit from specific deviations from interest rate parity by entering into a...

                  Bond Futures Option

                  A futures option in which the underlying of the underlying futures is a bond. In more specific terms, a bond...