Welcome to the Traders Laboratory Forums.
Futures Trading Laboratory Trading commodities and currency futures

Reply
Old 05-22-2009, 05:17 AM   #1

Join Date: Mar 2008
Location: London
Posts: 8
Ignore this user

Thanks: 3
Thanked 0 Times in 0 Posts



Treasury futures prices to yields

Hi there,

I was wondering if anyone would know the answer to the following:

I have charts set up of 30yr, 10yr, 5yr and 2yr treasury bond futures (24hour). I also have yields charts (day session) corresponding to the relevant bond next to my futures charts.

If you know the current futures prices for each bond, is there a way of converting the futures prices into the approximate yields so I can view yields during the night session??

Replies would be much appreciated.

Thanks,

J
jfutures is offline  
Reply With Quote
Old 05-27-2009, 03:32 AM   #2

Join Date: Jan 2007
Location: Bris
Posts: 11
Ignore this user

Thanks: 1
Thanked 0 Times in 0 Posts



Re: Treasury futures prices to yields

i'd be interested in this also
wiseguy is offline  
Reply With Quote

Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes


Similar Threads
Thread Thread Starter Forum Replies Last Post
List of Stock Prices dww400 Beginners Forum 6 03-14-2009 12:10 AM
How is Index Futures Prices Determined? AbeSmith Beginners Forum 1 09-07-2008 11:42 PM
US Treasury Bond james_gsx The Candlestick Corner 4 04-08-2008 06:44 PM
Daily Settlement Prices Minetoo Market Analysis 2 01-27-2008 03:18 PM
Smaller profits yields better results? brownsfan019 Technical Analysis 33 06-11-2007 12:44 PM

All times are GMT -4. The time now is 02:47 AM.
Copyright ©2000 - 2012, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
©2006-2011 Traders Laboratory, All Rights Reserved.