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You have a short position on a Treasury bond futures contract. The most recent settlement price is 1 0 1 - 0 6 . The
You have a short position on a Treasury bond futures contract. The most recent settlement price is The bond you have chosen to deliver is a coupon bond with years, months and days left until maturity, with accrued interest of $ What will you receive at delivery? Reminder: Treasury bond futures contract size is $
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