Forum: Treasury Notes and Bonds
July 25th, 2023, 11:20 AM
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Replies: 9
Views: 868
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Forum: Treasury Notes and Bonds
July 24th, 2023, 01:38 PM
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Replies: 9
Views: 868
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Forum: Treasury Notes and Bonds
July 24th, 2023, 12:13 PM
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Replies: 9
Views: 868
Huh??
7/24 1104am 10yr yield is 3.843/3.844...
Huh??
7/24 1104am 10yr yield is 3.843/3.844 (per the CME 10yr yield contract) and ZN is 112-04/112-045 which is 112+4.25/32 or 112.1328
Using the quoted formula
Price = 100 * exp(-yield * (365...
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