The Futures Bond Basis 2e: 1 (Securities Institute)

After I started my career as government bond trader at a bank, my first step was to find "valuable" literature to build up some knowledge in trading the bond basis, but I was astonished how little material is available for this topic. Finally I stumbled over this book and it gave me deep insights how Repo-, Futures- and Cashmarkets are interconnected. Also with loads of practical Bloomberg examples for your daily doing. It helped me to improve our trading sheets and my way to understand the basis trading in detail. I strongly recommended it to most of my clients, colleagues and juniors who are dealing with basis trading. This book is a "must have" for for people trading Gilts, Bunds, US-Treasuries and other government bonds!

This is a great book by Dr Choudhry and an essential read for any practitioner that wants to know how to trade bonds vs bond futures. What is more it's a great book to have close by for 'on the spot' questions.