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CTFF

It stands for cash-to-first futures; a short cash rate that is observed from current day to the maturity date of...

Cash-To-First Futures

A short cash rate that is observed from current day to the maturity date of the first (nearest) futures contracts....

Cash Stub

Also CTFF or cash-to-first futures. It is a short cash rate that is observed from current day to the maturity...