Forum: Treasury Notes and Bonds
January 22nd, 2020, 10:48 AM
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Replies: 12
Views: 7,621
Great Answer josh on the pro-rata.
And...
Great Answer josh on the pro-rata.
And excellent resource for questions like this is CME's 'epicsandbox'!
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Supported+Matching+Algorithms
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