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Search: Posts Made By: blackgrey45
Forum: Treasury Notes and Bonds July 24th, 2023, 06:19 PM
Replies: 9
Views: 868
Posted By blackgrey45
SMCJB, how do you calculate the price of ZN? Do...

SMCJB, how do you calculate the price of ZN? Do you work backwards from a price of 100 @6%?
Forum: Treasury Notes and Bonds July 19th, 2023, 04:40 PM
Replies: 9
Views: 868
Posted By blackgrey45
Thanks wolf, that was exactly what I needed. I...

Thanks wolf, that was exactly what I needed. I have to study up on all the AI stuff.
Forum: Treasury Notes and Bonds July 19th, 2023, 01:38 PM
Replies: 9
Views: 868
Posted By blackgrey45
Price calculation for ZN

Hi,

I am interested in how the price of the ZN contract is calculated using the 10yr note yield. I am sure it has been explained on FIO before. Could anyone point me toward a thread or article or...
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