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Ask the Tutor ACCA AFM

IR Hedging

Former userFormer user5y ago

[Content removed at user request]

John MoffatJohn MoffatTutor5y ago#1
The tick value is calculated using the 3/12 which is because they are always 3 month futures. I do explain this in my free lectures on interest rate hedging (and as I explain in my lectures you never actually need to use ticks - it is your choice :-) )
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