Suppose the december cbot treasury bond futures contract


Suppose the December CBOT Treasury bond futures contract has a quoted price of 80-07. If annual interest rates go up by 1.00 percentage point, what is the gain or loss on the futures contract? (Assume a $1,000 par value, and round to the nearest whole dollar.)

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Finance Basics: Suppose the december cbot treasury bond futures contract
Reference No:- TGS0618803

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