On Monday morning you sell one June T-bond futures contract at $97,843.75. The contract's face value is $100,000. The initial margin requirement is $2,700, and the maintenance margin requirement is $2,000 per contract. Use the following price data to calculate your cumulative rate of return on your investment at the close of day on Tuesday.     Day   Settle   Monday $ 97,406.25   Tuesday $ 98,000.00   Wednesday $ 100,000.00       16.2%     −5.8%     −0.16%     −2.2%     10%

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Treasury Market

On-the-run securities are the most recently issued securities in the market depth and are therefore traded at some premium. The off-the-run securities are the ones issued just before the most recent ones. The on-the-run securities have a lower yield to the investor than the off-the-run securities.