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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures

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To: Louis V. Lambrecht who wrote (2337)	2/11/2002 2:16:44 PM
From: OX	Read Replies (2) of 12411

I got the ticks, yield and all that. but when you buy a cash Tbond, u accrue interest. when u sell it u get said interest payments for the time u hold the bond. (and if u buy the bond while there's accrued interest, u pay the interest accrued up to that point to the seller--your broker takes care of all this). so my question is, what happens w/ accrued interest w/ bond futures? you meant TYX (not tVx) right? (30yr treasury Yield)

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