Cheapest to deliver issue

The acceptable Treasury security with the highest implied repo rate; the rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • cheapest to deliver issue — The acceptable Treasury security ( Treasury securities) with the highest implied repo rate; the rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Bloomberg Financial Dictionary …   Financial and business terms

  • Implied repo rate — The rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Related: cheapest to deliver issue …   Financial and business terms

  • implied repo rate — The rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Related: cheapest to deliver issue. Bloomberg Financial Dictionary The rate of return before financing costs implied by a… …   Financial and business terms

  • Ценные бумаги с дешевой поставкой — процент, который может получить продавец фьючерсного контракта при покупке ценных бумаг и последующей их поставке в день расчетов. По английски: Cheapest to deliver issue См. также: Цены фьючерсных контрактов Финансовый словарь Финам …   Финансовый словарь

  • Quality option — Also called the swap option, the seller s choice of deliverables in Treasury Bond and Treasury note futures contract. Related: cheapest to deliver issue …   Financial and business terms

  • quality option — Gives the seller choice of deliverables in Treasury bond and Treasury note futures contracts. Also called the swap option. Related: cheapest to deliver issue. Bloomberg Financial Dictionary …   Financial and business terms

  • Качественный опцион — Также называется swap option ( своп опцион). Выбор продавцом ценных бумаг, поставляемых по фьючерсному контракту на казначейские облигации или налоговые сертификаты. См. также cheapest to deliver issue (ценные бумаги с дешевой поставкой) …   Инвестиционный словарь

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

  • United States Postal Service — This article is about the government agency. For individual post offices, see U.S. Post Office (disambiguation). For the cycling team, see Discovery Channel Pro Cycling Team. USPS redirects here. For the non profit boating safety and education… …   Wikipedia

  • United States — a republic in the N Western Hemisphere comprising 48 conterminous states, the District of Columbia, and Alaska in North America, and Hawaii in the N Pacific. 267,954,767; conterminous United States, 3,022,387 sq. mi. (7,827,982 sq. km); with… …   Universalium

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