Risk free rate proxy for ASX options pricing

  1. basketofcat
    22 Posts.
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    28/07/20
    13:15
    Post #: 46124527
    What is the best proxy or contract to use when pricing options on the ASX? eg for US options, I could use $TNX (US 10 year treasury note) or $IRX (US 13 week T-bill).

    Thanks!
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    lightbulb Created with Sketch.  Great analysis
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