Interest rate futures contracts may be written on the prices of debt securities (as in the case

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Interest rate futures contracts may be written on the prices of debt securities (as in the case of Treasury-bond futures contracts) or on interest rates directly (as in the case of Eurodollar or SOFR contracts). P-63

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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