Recent content by pratti

This might be a rudimentary question, but I am trying to understand how Gilt forwards are priced and how does the repo market come into play into the pricing. Example. Bond: Gilt 3.750% 7 Sep 2019 The spot price (T+1) for the Gilt 3.750% 7 Sep 2019 is 98.90 The forward price (T+7) is 98.82...