how to calculate yield of 10 year and 2 year treasury futures.... in TT they ask for these things to calculate yield of future prinicipal coupan settlement date maturity date conversion factor day count convention coupan payment frequency and some more stufff... will any body give me from where i can get these things if i want to calculate yield of mar08 2 year and 10 year treasury futures
You'll need to figure out the cheapest to deliver and use that. The conversion, coupon, maturity, etc is available on the cbot wepbage. I imagine somewhere on cmegroup.com as well. http://www.cbot.com/cbot/pub/cont_detail/0,3206,1413+20356,00.html