How is the conversion factor of a bond calculated by the CME Group? How is it used?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 11:10 AM

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How is the conversion factor of a bond calculated by the CME Group? How is it used?

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The conversion factor for a bond is equal to the quoted price the b...View the full answer

Options Futures and Other Derivatives

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