The US Treasury market day-count convention is
A) Actual/365.
B) Actual/360.
C) Actual/Actual.
D) 30/360.

Name: The US Treasury market day-count convention is A) Actual/365. B) Actual/360. C) Actual/Actual. D) 30/360.
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The US Treasury market uses the Actual/Actual day-count convention, which means that the actual number of days in the month and the actual number of days in the year are used to calculate interest.

The US Treasury Market Day-Count Convention Is