- cheapest-to-deliver
- The bond, deliverable against a futures contract, for which delivery is most attractive in terms of cost from the short position holder's point of view. Exchange Handbook Glossary
Financial and business terms. 2012.
cheapest-to-deliver
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cheapest to deliver — A method to determine which particular cash debt instrument is most profitable to deliver against a futures contract. Chicago Board of Trade glossary The cash market instrument that is the least expensive instrument to acquire and deliver into an … Financial and business terms
Cheapest to Deliver - CTD — The least expensive underlying product that can be delivered upon expiry to satisfy the requirements of a derivative contract. Certain derivative products provide contract holders the right to deliver different grades of underlying stocks, bonds … Investment dictionary
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
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 — IRR is the rate of return of borrowing money to buy an asset in the spot market and delivering it in the futures market where the notional is used to repay the loan. Simplified closed form IRR = ( frac ext{InvoicePrice} ext{PurchasePriceOfBond} 1 … Wikipedia
CTD — See cheapest to deliver. Dresdner Kleinwort Wasserstein financial glossary * * * Cheapest to Deliver. The security or commodity available in the cash market can be delivered most economically against a futures position. ► See also Futures … Financial and business terms
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
Wild Card Option — An option associated with treasury bond or treasury note futures contracts that permits the short position to delay the delivery of the underlying. This provision allows the short futures contract holder to announce his or her intention to… … Investment dictionary
CTD — may stand for: In medicine: Comparative Toxicogenomics Database, a scientific database describing chemical gene disease interactions Common Technical Document, in pharmaceuticals, a drug approval document Connective tissue disease, any disease… … Wikipedia
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
