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DV01, Yield and the Deliverable Basket

DV01, Yield and the Deliverable Basket

by nhoward | Sep 15, 2015 | News, QuikStrike Help, QuikStrike News

QuikStrike now displays the current and settle values for yield and DV01 (dollar value of a basis point) on the Futures Information page. The four callout boxes on the following graphic highlight the new treasury specific information. The DV01 has always been a...

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