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Jay,
There really isn't a way. There is a cheapest to delivered bond that can
be used, but since a variety of securities can be delivered the futures
price alone isn't enough.
At 12:44 PM 10/5/98 -0600, Jay Becker wrote:
>Does anyone know the formula to calculate the yeild, on the 30 yr bond,
>based on the trading price?
>
>Jay Becker
>
>
Stewart Taylor
Taylor Fixed Income Outlook
Voice: 501-219-9774
Fax: 501-228-0963
E-Mail: staylor@xxxxxxx
Web Site: http://www.cei.net/~staylor/
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