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Every cash note or bond that is eligible for delivery into a Treasury futures contract Every cash note or bond that is eligible for delivery into a Treasury futures contract

Every cash note or bond that is eligible for delivery into a Treasury futures contract - PDF document

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Uploaded On 2015-01-19

Every cash note or bond that is eligible for delivery into a Treasury futures contract - PPT Presentation

A conversion factor is the approximate decimal price at which 1 par of a security would trade if it had a six percent yieldtomaturity A common misconception is that the DV01 of a Treasury security remains 64257xed as the yield of the instrument chan ID: 33133

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