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    • Dec 13, 2019
    • 1 min read

Swap Box Enhancement | Weekly Release 11/1/19

Enhanced Bond/Bond Future trades to default the CTD Bond’s repo rate with the CTD Implied Repo Rate


In the example below, the CTD implied repo rate for the TYZ9 contract is now used as the repo rate for the 1.875 June 26 CTD bond.


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