7
BOND AND STOCK INDEX FUTURES
7.1 Definition of bond futures contracts
7.2 The cheapest-to-deliver bond
7.3 Cash-and-carry pricing for bond futures
7.6 Basic hedging with bond futures
7.7 Stock indices and stock index futures
7.8 Definition of stock index futures contracts
7.9 Advantages of using stock index futures
7.10 Cash-and-carry pricing for stock index futures
7.11 Stock index futures prices in practice
7.12 Turning cash into share portfolios and share portfolios into cash
As Table 5.1 showed, while short-term interest rate futures are the most important futures contracts when ranked by trading volume, stock index futures – like the E-mini S&P 500 – and bond futures – like the ...
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