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the trades a borrower would make in the BAB futures market when hedging the interest rate risk arising from a $20 million one-year bill facility

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the trades a borrower would make in the BAB futures market when hedging the interest rate risk arising from a $20 million one-year bill facility using 90-day bills starting in March 2019 calculate the forward using the data Expiry Jun 19 Sep 19 Price 98.81 98.55 Dec 1998.40 Mar 20 98.16 Jun 20 | 97.84 97.56 Sep 20 the trades a borrower would make in the BAB futures market when hedging the interest rate risk arising from a $20 million one-year bill facility using 90-day bills starting in March 2019 calculate the forward using the data Expiry Jun 19 Sep 19 Price 98.81 98.55 Dec 1998.40 Mar 20 98.16 Jun 20 | 97.84 97.56 Sep 20

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