globalarbtrader Sep 15, 2021 #1 Can't find this with google and I've long since forgotten. Does anyone remember what the hypothetical coupon on US 10 year futures used to be (now 6%) before 2000? Was it 8%? GAT
Can't find this with google and I've long since forgotten. Does anyone remember what the hypothetical coupon on US 10 year futures used to be (now 6%) before 2000? Was it 8%? GAT
K KevinBB Sep 15, 2021 #2 Have a look at this page. A PDF document. It talks about CBOT being forced to change the bond coupon rate from 8% to 6% for contracts expiring before March 2000. See note 5 on page 5.
Have a look at this page. A PDF document. It talks about CBOT being forced to change the bond coupon rate from 8% to 6% for contracts expiring before March 2000. See note 5 on page 5.
globalarbtrader Sep 15, 2021 #3 KevinBB said: Have a look at this page. A PDF document. It talks about CBOT being forced to change the bond coupon rate from 8% to 6% for contracts expiring before March 2000. See note 5 on page 5. More... Thanks Kevin. GAT
KevinBB said: Have a look at this page. A PDF document. It talks about CBOT being forced to change the bond coupon rate from 8% to 6% for contracts expiring before March 2000. See note 5 on page 5. More... Thanks Kevin. GAT
