Recent content by iporingzhiming

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    US treasury DV01

    Hi traders!!! I am new to interest rate futures. I wanted to test out a DV01 strategy where I use the correlation to trade. I decided to make my own spread sheet to calculate the DV01 for 10 year and 30 years. But I could not find the coupon rate online, is there a fixed coupon rate? The CME...
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