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Yes there is lengthy formula contact CBOT. They will fax to you the
laborious formula.
James Semmons http://members.sockets.net/~jsemmons
At 03:04 PM 2/7/98 -0900, Michael Ferguson wrote:
>DR: Thanks for that info. My question is more specific: can bond yields be
>computed from futures contract prices? Does the price of USH8 relate to
>the yield of the underlying bonds?
>Michael
>
>
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