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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