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Old 05-22-2009, 04:17 AM   #1

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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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Old 05-27-2009, 02:32 AM   #2

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Re: Treasury futures prices to yields

i'd be interested in this also
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