Bond Future Price Calculator – Fixed Income Tools – Multi-Tools

Bond Future Price Calculator

Calculate bond futures prices and analyze delivery options, conversion factors, and basis risk. Essential for futures trading and hedging strategies.

Futures Contract Details
Nominal value of the futures contract
Contract delivery date
Current risk-free interest rate
Initial margin requirement
Deliverable Bond Details
Current clean price of the bond
Annual coupon rate
Bond maturity date
Bond conversion factor

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How to Use
  1. Enter futures contract details
  2. Input deliverable bond information
  3. Specify conversion factor
  4. Add market rates and dates
  5. Click Calculate to analyze futures price

Key Terms:

  • • Futures Price: Theoretical price of the bond future
  • • Conversion Factor: Standardizes bonds for delivery
  • • Basis: Difference between futures and spot price
  • • Implied Repo: Financing rate implied by futures

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