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The Futures Bond Basis, Second Edition by Moorad Choudhry

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AppendixC

LIFFE LONG GILT DELIVERY HISTORY

(March 1996 to June 2001)

Table C.1 Long gilt contract delivery notices: delivery month – March 1996

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Table C.2 Long gilt contract delivery notices: delivery month – June 1996

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Table C.3 Long gilt contract delivery notices: delivery month – September 1996

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Table C.4 Long gilt contract delivery notices: delivery month – December 1996

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Table C.5 Long gilt contract delivery notices: delivery month – March 1997

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Table C.6 Long gilt contract delivery notices: delivery month – June 1997

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Table C.7 Long gilt contract delivery notices: delivery month – September 1997

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Table C.8 Long gilt contract delivery notices: delivery month – December 1997

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Table C.9 Long ...

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