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to make it easier just input tyx or $tyx for signal since it is an index it
should be free then you can read the yield on the 30 year.
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> From: richard tobiassen <rtobiass@xxxxxxx>
> To: Yuri K <ure1@xxxxxxxxxxx>
> Cc: omega-list@xxxxxxxxxx
> Subject: Re: How to calculate Bond Yields
> Date: Monday, October 05, 1998 2:34 PM
>
> hi,
> if you have a hewlett packard 19b.......the function is in there.......
> if you are doing this a lot............a monroe bond calculator........
> the formula is in the book"yield curve analysis"
> cbot has a little book conversion factors.publication 765,revised which
might
> be of use...
> call the cbot at 800 the-cbot....or 312-4353558
> good trading
> rich t
>
> Yuri K wrote:
>
> > >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/
> >
> > Really, what about the spread between actual and implied yield then?
>
>
>
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