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22 These special timing rules are overridden and do not apply to any dealer that is required by Code section 475 to account for NPCs under the mark-to-market method at the end of each year (or any trader in securities that elects a mark-to-market treatment) [Treas Reg 1446-3(c)(iii)] Further, significant nonperiodic payments under an NPC may be deemed to constitute payments on an embedded loan, the interest income or expense of which would be accounted for under the interest accrual rules..

Exhibit 5.5 illustrates the operation of factor bias graphically, using the information in Exhibit 5.4. The CTD, the bond with the lowest net basis, is the 8% of July 2002 when the market is above a price of 102.83, but the CTD changes to the 4.5% of August 2002 as market prices fall. Note not only the change in CTD, but the relative changes in the net bases of all the bonds in the basket, some quite extreme. Bear in mind that these changes occur simply because of factor bias; this example assumes no changes in supply, in the yield curve, or in the repo rate. Exhibit 5.6, based on information from Exhibit 5.4, shows how a change in CTD can affect the value of a basis trade consisting of a long futures position and a short cash bond position. Assume the German ve-year futures contract is trading at 103.85. At this price, the CTD is the 8% of July 2002. Hedging this bond requires a futures position of 42 contracts. Now assume the bond market rallies and the futures price rises to 105.22. The CTD now becomes the 4.5% of August 2002. Hedging this shorter-duration bond requires a futures position of just 38 contracts. The trader will gain by liquidating the futures contracts in a rising market. In the above examples, the change in CTD is mathematically predictable from a change in one factor the price level. Changes in supply, variability in the repo rate, and changes in the yield curve were not considered. Yet it stretches probability to assume that market prices can change substantially without some underlying change in either the repo rate, the shape of the yield curve, or even issuance patterns. Introducing

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At this point, the UserTransaction s begin() method is invoked in order to start the transaction. After transferring $100 from account2 to account1, the UserTransaction s commit() method is invoked. If anything fails during this process, JTA will throw a RollbackException, indicating that the transfer failed and was rolled back.

where Jk (t) is a continuous nonzero function of t. Proof. For k distinct values t1 , t2 , . . . , tk , let Z = (Z1 , . . . , Zk )T be a random vector having the conditional distribution of (X (t1 ), . . . , X (tk ))T given

If the weights wi are equal and T = 1, then X2 reduces to the HL statistic for the case of HL one time point and simple random sampling. In the latter case, Hosmer and Lemeshow (1980) approximated the null distribution by a 2 with 10 2 = 8 degrees of freedom, 2 . 8 This result is not applicable in the survey context and we make corrections to Equation (20.23) using the Rao Scott (1981) method. Rao and Scott (1981) proposed a first-order correction and a more accurate secondorder correction to a chi-squared statistic for categorical data. Roberts, Rao and Kumar (1987) applied the method to logistic regression of estimated cell proportions, ^ ^ and their results are now applied to our grouped proportions pwl ; pwl ; l 1; . . .10. Let ^ ^ ^ ^ ^ ^ p pw pw1 ; . . .pw;10 0 ; pw ^w1 ; . . . pw;10 0 and V r be the estimated covariance matrix of ^ ^ ^ r pw pw ^w . We used the Rao Wu bootstrap method to get an estimator V r using the b ^ ^ one-step Newton Raphson iteration. Let pw be the bth bootstrap version of pw and let ^ b ^ ^w p b be the corresponding bootstrap version of pw using w obtained from solving P P b PT b PT t 1 yit pit 0; t 1 xit yit pit 0. Then, i2s wi i2s wi vBOOT ^w r 0 1 XB b ^w ^w ^ b ^w r r r rw b 1 B 20:24

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