FUTURES CONTRACT ON THE AVERAGE RATE OF ONE-DAY REPURCHASE AGREEMENTS (OC1) BACKED BY FEDERALFutures Contract on the Average Rate of One-Day Repurchase Agreements (Oc1) Backed by Federal Securities • August 3rd, 2015
n = number of reserve days for the period as of and including the date of the transaction up to and excluding the contract’s expiration date.
