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03-06-2023
Business

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•16. and 17 (double-weight). This is about accrued interest on a bond. A. Does it enter into the "haircut" (margin) calculation for a repo? B. How is accrued interest reflected, if at all, in the quoted price of a bond or note? yield? Explain. C. How is it taken into account when bonds are notes are delivered under a futures contract?

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