met with the cme group this afternoon. Their data shows that the 2-5-10yr markets have rebounded since december but the liquidity in the 30y has flatlined since then. They are curently interviewing all market participants and putting this decesion on a "fasttrack". We should know their answer in a month. They are interested in meeting with anyone who traded medium to large size in the past. They want to see the 30Y full tick be deaper than 125 contracts. 50+75 current average I guess
I was wondering if there exists a simple & approximate method of converting treasury futures prices (30yr, 10yr, 5yr & 2yr) to treasury yields?? That way I can link my treasury yields charts to my futures charts in order to analyse the night session using approximate yields.