Question: What is the implied nominal interest rate on a Treasury bond ($100,000) futures contract that settled at 10016.0 (or 100-160)? If interest rates increased by

What is the implied nominal interest rate on a Treasury bond ($100,000) futures contract that settled at 100’16.0 (or 100-160)? If interest rates increased by 1%, what would be the contract’s new value?

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Futures contract settled at 100 16 32 of 100000 contract value so PV 1005 1000 1005 100 bo... View full answer

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