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- Calculation of interest rate futures
Calculation of interest rate futures
Because of the US Treasury bond contract, 1000 USD per point. The quotation is: point 1: 132, and the minimum price change is $65438 +0/32.
97-02 equals 90 2/32 points, compared with the original 96-2 1
(32+2)-2 1= 13 point
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