The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs

by Galen Burghardt, Terrence Belton

The Treasury Bond Basis provides a comprehensive and detailed discussion of the relationship between the Treasury Bond market and Treasury bond futures. Vital information such as analysis of the basis relationship between shorter term Treasure securities and Treasury bill and note futures is all here in one source. In-depth coverage includes: The forces that influence the basis; Practical considerations associated with the basis; Basis-related strategies; Strategies to enhance treasury bond yields.

Genres: Finance

225 pages, Hardcover

First published January 1, 1989

Reviews

[Catherine Taylor · Rating 3 out of 5]

Very thorough and detailed. Some parts a bit out of date. Interesting case studies from history (eg short squeeze of 1986)

[Manish Pathak · Rating 5 out of 5]

One of the simplest , the most effective and excellent books to learn. The language and explanations are so clear and explained in such easy language ..it's incredible!!!