Dictionnaire anglais - français

cheapest-to-deliver

libre circulation des capitaux - iate.europa.eu
The euro-area government securities markets. recent developments and implications for market functioning... Market microstructure factors, such as relative market liquidity and the cheapest-to-deliver status of bonds, are also found to play a part in determining relative prices in addition to differences in credit risk....
général - core.ac.uk - PDF: www.bde.es
Are european corporate bond and default swap markets segmented?... In this paper, we argue that the liquidity premium, the cheapest-to-deliver (CTD) option and actual market segmentation explain the pricing differences....
Sovereign cds and bond pricing dynamics in emerging markets: does the cheapest-to-deliver option matter?... In particular, CDS premiums tend to move more than one-for-one with yield spreads, which we show is broadly consistent with the presence of a significant "cheapest-to-deliver" (CTD) option....
Sovereign cds and bond pricing dynamics in emerging markets: does the cheapest-to-deliver option matter?... In particular, CDS premiums tend to move more than one-for-one with yield spreads, which we show is broadly consistent with the presence of a significant "cheapest-to-deliver" (CTD) option....
An investigation of cheapest-to-deliver on treasury bond futures contractsthis paper we reconsider the problem of the cheapest-to-deliver (CTD) on a Treasury bond (T-bond) futures contract....
libre circulation des capitaux - iate.europa.eu

Synonymes et termes associés anglais

Traductions en contexte anglais - français

Bond future Number of contracts * notional contract size * market price of the cheapest-to-deliver reference bond

Contrat à terme sur obligations (bond future) nombre de contrats * notionnel du contrat * prix de marché de lobligation de référence la moins chère à livrer

droit civil - eur-lex.europa.eu
— Bond future: Number of contracts * notional contract size * market price of the cheapest-to-deliver reference bond

— Contrat à terme sur obligations (bond future): nombre de contrats * notionnel du contrat * prix de marché de l’obligation de référence la moins chère à livrer

général - CCMatrix (Wikipedia + CommonCrawl)
This situation would have been inconsequential if three other conditions were not simultaneously present, ensuring that this single bond will most probably be the cheapest-to-deliver during the next five years.

Cette situation n'aurait pas été préoccupante si trois autres conditions ne s'étaient pas réalisées simultanément, impliquant que cette obligation demeurera vraisemblablement l'unique moins chère à livrer au cours de cette période.

général - CCMatrix (Wikipedia + CommonCrawl)


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