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Re: Converting Bond Prices to Yields



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<x-html><html><head></head><BODY bgcolor="#FFFFFF"><p><font size=2 color="#000000" face="Arial">to rt &nbsp;<br>Does somebody have any formula to put in ts in order to get price in % &nbsp;interest and &nbsp;the price as Q on the ex.???<br>thank u &nbsp;<br>----------<br>&gt; From: Devereux,MG &lt;<u>DevereuxM@xxxxxxxxxxx</u>&gt;<br>&gt; To: RealTraders Discussion Group &lt;<u>realtraders@xxxxxxxxxxxxxx</u>&gt;<br>&gt; Subject: Re: Converting Bond Prices to Yields<br>&gt; Date: Wednesday, August 06, 1997 6:52 AM<br>&gt; <br>&gt; With respect to your thoughts of significant support and resistances in<br>&gt; bond yields, they do<br>&gt; exist. The South African bond market trades on yield alone and all<br>&gt; charts reflect this.<br>&gt; &nbsp;----------<br>&gt; From: Denise Beebe Throntveit<br>&gt; To: RealTraders Discussion Group<br>&gt; Subject: Re: Converting Bond Prices to Yields<br>&gt; Date: Wednesday, 06 August, 1997 15:39PM<br>&gt; <br>&gt; <br>&gt; Chicago Board of Trade has them -- yield calculators. Fits in your<br>&gt; pocket.<br>&gt; Call the CBOT bookstore at 312-435-3558. &nbsp;Pretty sure they're free.<br>&gt; <br>&gt; Denise<br>&gt; <br>&gt; <br>&gt; At 09:44 PM 8/5/97 -1000, Daniel wrote:<br>&gt; &gt;This is maybe a simple question, but is there a formula for converting<br>&gt; &gt;the 30 year bond futures prices as normally expressed in points and<br>&gt; &gt;32nds such as 114^15, into yield percentages such as 6.43%, etc.? &nbsp;I am<br>&gt; &gt;interested in looking to see if there are noticeable intraday support<br>&gt; &gt;and resistance effects as the yields approach new significant levels<br>&gt; &gt;upwards or downwards.<br>&gt; &gt;<br>&gt; &gt;Thanks, Daniel<br>&gt; &gt;<br>&gt; Denise Beebe Throntveit<br>&gt; President<br>&gt; FOREMOST FUTURES. LTD.<br>&gt; 223 West Jackson &nbsp;Suite 600<br>&gt; Chicago, IL &nbsp;60606<br>&gt; 800-227-0335<br>&gt; EMail: <u>foremost@xxxxxxxxxxxx</u></p>
</font></body></html></x-html>From ???@??? Fri Aug 08 17:04:02 1997
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Subject: November Beans
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Rick,

My charts show November Soybeans for August 1 reached a high of 660.500.
However, I have noticed that sometimes the price that was posted is NOT the
high or low where a trade actually occurred.  I have found that many times,
the trading may have gotten to that point, but there were no buyers /
sellers so the price was offered but there were not transactions.  

I have found that going to the cbot website (www.cbot.com) and getting the
time of sales is the BEST way to find out what the EXACT high for the day was.

Thanks for your help on FDATES.

Mark 
mdivis@xxxxxxxxxx