Search results

  1. F

    Short term U.S. T-Note Futures Yield

    Hi everyone, Just wondering, how can I calculate yield values for, say, 2 Year T-Note Futures? There is a contract specification on CME, but nothing about yield model to be used. http://www.cmegroup.com/trading/interest-rates/us-treasury/2-year-us-treasury-note_contract_specifications.html...
Back
Top