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As you all know, they are switching the Bond futures to a 6% coupon instead
of the previous 8% that we have been trading.
I would like to do some research to see if there might be any difference in
trading the new 6% coupon bonds. I once saw a chart that showed 6%
historical price data plotted Vs the 8% bond data. Even though this data was
theoretical it might be helpful.
Does anyone know where I might find data that was constructed by converting
the 8% prices to what they might have been on the 6% bonds? I just need
historical end of day data. (I've got a call into the CBT and I'm waiting to
hear back.)
As an alternative is there any simple way to convert my historical 8% price
data to what might accurately represent 6% data?
Chuck LeBeau
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