Question: What is the implied interest rate on a Treasury bond (%100,000) futures contract that settled at 10016? If interest rates increased by 1% what would

What is the implied interest rate on a Treasury bond (%100,000) futures contract that settled at 100’16? If interest rates increased by 1% what would be the contract’s new value?

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Futures contract settled at 100 1632 of 100000 contract value so PV 1005 1000 1005 100 bo... View full answer

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