Question: Chinese Government Bond (CGB) futures are traded on China Financial Futures Exchange (CFFEX). a) CFFEX defines the formula to calculate the conversion factor as

Chinese Government Bond (CGB) futures are traded on China Financial Futures Exchange(CFFEX). a) CFFEX defines the formula to calculate the conversion factor as

Chinese Government Bond (CGB) futures are traded on China Financial Futures Exchange (CFFEX). a) CFFEX defines the formula to calculate the conversion factor as follows: 1 1 {2)

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