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등록일 | 2023-05-08 오후 1:27:00 | 조회수 | 369 | ||
An analyst has been asked to calculate the theoretical futures price for a Treasury bond futures contract without any convexity adjustment. It is a 3-month Eurodollar futures contract, $25 movement per "tick", or basis point. The contract is a $1 million contract. If the quoted price for the Eurodollar futures price is 97.1, what is the theoretical price? |
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