Hello, I have had a search for this but cant seem to find anywhere it appears. (or possibly I am using the wrong search words).
Does any body know of a way to view a bond chart as the yield or interest rate it represents as opposed to it normally being quoted as the price.
eg; ten year bonds at 116.00 = 3.8% (this calculation is not correct I know)
Thus the chart can be viewed as the current rate. As the inverse of the price.
thanks.
Chart of interest rates/yields as opposed to a bond price
Are you able to derive or calculate correct values( the one you are looking for) from the available bond price, if so, then you should be able to create an indicator to plot what you are looking for...I may be compeletely on wrong track here but this is what I could think off from my understanding of your question.
While its easy to plot the prices of the ten year bond note from the CME - code ZN.
I was wondering if there is an existing way to be able to view this as the equivalent yield chart, for the ten year futures.
ie; as bond prices rise, the yield falls as they are the inverse of it.
I wish to be able to chart this as I was wanting to be able to quickly say - if the price of the ten year bond future is currently 116, then this translates at an equivalent 3.85% for the ten year bond.
That way I find it an easier way to visualise what it would look like if I wanted to look at the charts in a yield basis - to say what would happen if rates went from 3.8% to 2.5% or to 4.5% etc;
I hope this makes more sense.....
I was wondering if there is an existing way to be able to view this as the equivalent yield chart, for the ten year futures.
ie; as bond prices rise, the yield falls as they are the inverse of it.
I wish to be able to chart this as I was wanting to be able to quickly say - if the price of the ten year bond future is currently 116, then this translates at an equivalent 3.85% for the ten year bond.
That way I find it an easier way to visualise what it would look like if I wanted to look at the charts in a yield basis - to say what would happen if rates went from 3.8% to 2.5% or to 4.5% etc;
I hope this makes more sense.....
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- Posts: 35
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