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Fut CTD Enhancement | Weekly Release 3/3/2023

Enhancement: Added flag to include/exclude bonds based on the 5B issue size requirement for the BTS Future, also available in Future NetBasis Forecast Sheet

Traders can now include or exclude bonds with issue size less than $5B to the delivery basket by checking/unchecking the “BTS CTD Include < 5B Bonds” option.

Note: The option only applies to BTS future contracts at this time.


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