The Misleading Notion of Notionals : Why Market Value Might Be a More Meaningful Measure in the Treasury Futures Market, No. 467
Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "The Misleading Notion of Notionals : Why Market Value Might Be a More Meaningful Measure in the Treasury Futures Market, No. 467" in Chicago Fed Letter (June 2022). https://fraser.stlouisfed.org/title/5287/item/660751, accessed on May 20, 2024.
- doi: https://doi.org/10.21033/cfl-2022-467