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Bond Futures why CTD driven by yields?
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<blockquote data-quote="mark resen" data-source="post: 739922"><p>Can you please explain with a numerical example why long duration bonds (low coupon, long maturity) are CTD when yields are significantly greater than the contract standard coupon and when yields fall below the contract standard coupon short-duration bonds (high coupon, short maturity) become the CTD?</p></blockquote><p></p>
[QUOTE="mark resen, post: 739922"] Can you please explain with a numerical example why long duration bonds (low coupon, long maturity) are CTD when yields are significantly greater than the contract standard coupon and when yields fall below the contract standard coupon short-duration bonds (high coupon, short maturity) become the CTD? [/QUOTE]
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