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jfutures

Treasury futures prices to yields

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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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