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Cheapest to deliver issue

• The acceptable Treasury security with the highest implied repo rate; the rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date.

 
 Embedded terms in definition
 Contract
Futures contract
Futures
Implied repo rate
Issue
Repo
Security
Settlement date
Settlement
 
 Related Terms
 

<< Cheap Checcs >>

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