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hi,
there is a little booklet put out by the cbot called 'conversion
factors.'.publication 765..........i think it's free.......if not, it's
probably a buck......
i think it will help you.
good trading
rich t
JAMES SEMMONS wrote:
> 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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