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most volatile treasury note


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most volatile treasury note

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 TickedOff 
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out of all the treasury notes which is the most volatile?

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drm7
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For U.S. Treasuries, it is typically the longest duration bond.

The futures contract that best maps to the longest duration bond is the Ultrabond (UB).

The T-Bond futures (ZB) is the next longest duration, and slightly less volatile than the Ultra, but it is also more liquid.

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Last Updated on June 18, 2019


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