Chart of interest rates/yields as opposed to a bond price

Questions about MultiCharts and user contributed studies.
Dug
Posts: 31
Joined: 26 Aug 2009
Location: London

Chart of interest rates/yields as opposed to a bond price

Postby Dug » 08 Jan 2010

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.

SUPER
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Postby SUPER » 08 Jan 2010

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.

Dug
Posts: 31
Joined: 26 Aug 2009
Location: London

Postby Dug » 10 Jan 2010

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.....

glen demarco
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Postby glen demarco » 13 Jan 2010

Depending on what data feed you use you should be able to get the interest rates. In the esignal data feed you need to subscribe to an additional service called GovPIX then you can acccess the int rate version of the chart.

btrader2
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Postby btrader2 » 14 Jan 2010

The symbols for the 10 year and 30 year treasury yield indexes are TNX and TYX from the CBOE. I this what you need or you want actual price/yield conversion EL code?

glen demarco
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Postby glen demarco » 20 Jan 2010

In the eSignal Datafeed $FVX is the 5 year, $TNX is the 10 year and $TYX is the 30 year.

zukkaweb
Posts: 125
Joined: 08 Feb 2008

Postby zukkaweb » 20 Jan 2010

Interactivebroker or Zen is it possible?


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