Web“DSFs”) provide capital‐efficient tools for market participants to implement their views on the level and shape of the interest rate swap curve. Deliverable Swap Futures are U.S. Dollar‐denominated quarterly contracts expiring on IMM dates for key benchmark interest rate swap tenors. Webeffect of a DSFS system on Minnesota State Highway 54, which is a two-lane rural roadway with a speed limit of 55 mph and an annual average daily traffic (AADT) of 3,250 vpd. The curve had an advisory speed of 40 mph. The DSFS system had a changeable message sign and radar unit. The researchers conducted a field test over a four-day
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