Cheapest to Deliver Issue
It refers to the least expensive underlying product that can be delivered upon expiry to satisfy the requirements of a derivative contract.
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Cheapest to deliver issue
Definition:
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. ...
Cheapest to Deliver - A method to determine which particular cash debt instrument is most profitable to deliver against a futures contract.
Cheapest to Deliver (finance term)
Mandance (1996 Album by Various Artists)
Implied repo rate
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Cheapest to Deliver
Usually refers to the selection of bonds deliverable against an expiring bond futures contract.
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cheapest to deliver A technique used to decide which debt instrument is most profitable to deliver against a futures contract. check A negotiable instrument drawn against deposited funds, to pay a specified amount...
Related: Cheapest to deliver issue Implied volatility The expected volatility in a stock's return derived from its option price, using an option-pricing model.
ChartistsRelated: Technical analysts Cheapest to deliver issueThe acceptable Treasury security with the highest implied repo rate, ...
Quality option
Gives the seller choice of deliverables in Treasury bond and Treasury note futures contracts. Also called the swap option. Related: Cheapest to deliver issue.
Usually refers to the selection of a class of bonds or notes deliverable against an expiring bond or note futures contract. The bond or note that has the highest implied repo rate is considered cheapest to deliver.
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that can be obtained from selling a debt instrument futures contract and simultaneously buying a bond or note deliverable against that futures contract with borrowed funds. The bond or note with the highest implied repo rate is cheapest to deliver.
 See also: Contract, Future, Futures, Futures contract, Trading
  
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