05-22-2009, 05:17 AM
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Join Date: Mar 2008 Location: London Thanks: 3
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| 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
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