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Hedging Repo Exposure in the Treasury Basis with One-Month SOFR Futures

27 February 2019

Learn how CME One-Month SOFR futures can be used as an effective tool for hedging Treasury overnight repo exposure.

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CME Group Inc.

Hedging Repo Exposure in the Treasury Basis with One-Month SOFR Futures

This is premium content

Asset Owners

Asset Managers

CME Group Inc.

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