Price Face value DV01
US 30 year zeros 21.00 $10 million .061
Dec T-bond future 110.00 $100,000 .132
How many futures contracts should you trade?
Price Face value DV01
US 30 year zeros 21.00 $10 million .061
Dec T-bond future 110.00 $100,000 .132
How many futures contracts should you trade?