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Identify the underlying asset in a treasury note futures contract?

Identify the underlying asset in a treasury note futures contract?

A.

Any long term US Treasury bond with a maturity of more than 10 years and not callable within 10 years

B.

Any long term US Treasury note with a maturity between 6.5 years and 10 years from the date of delivery

C.

Any long term US Treasury bond with a maturity of more than 15 years and not callable within 15 years

D.

Any of the above, with the price adjusted with the coupon and maturity date of the bond delivered

PRMIA 8006 Summary

  • Vendor: PRMIA
  • Product: 8006
  • Update on: Jul 29, 2025
  • Questions: 287
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