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# Bobl Future, Yield

Discussion in 'Index Futures' started by hiddy, Mar 15, 2010.

1. ### hiddy

Hey

is there a way to calculate the implied yield from a bobl future?

thx

2. ### Martinghoul

Yes... Take the price of the futures, multiply by the conversion factor and use this price to obtain the fwd yield of the current CTD.

3. ### hiddy

but where do i get the conversion factor, basically i just have the price of the future over a specific time period for my calculations.

6. ### Martinghoul

It's the fwd price (i.e. assuming settlement on 10-Jun-2010) of the Bund Jan15 bond, which is the current CTD for the Jun bobl contract.

7. ### Bernard111

Great, now that we have the forward price, how can we obtain the yield, please?

8. ### Martinghoul

Well, that's just basic bond math, innit? Assuming you have Excel, you can use its handy YIELD function.

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