Forum: Treasury Notes and Bonds
April 13th, 2012, 04:17 PM
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Replies: 465
Views: 123,499
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Forum: Treasury Notes and Bonds
April 11th, 2012, 11:33 AM
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Replies: 465
Views: 123,499
question
Dano-
Thanks for the feedback. Is there a way to do a back-of-the-envelope and calculate the approximate DV01 for a futures contract ZN/ZB without going thru the DV01 and conversion factor calc on...
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Forum: Treasury Notes and Bonds
April 5th, 2012, 09:58 PM
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Replies: 465
Views: 123,499
question
Dano -
Do you have a site where you can get or confirm DV01 for different contracts or do you calculate them yourself? I'm relatively new to zn/zb and look forward to any feedback, insights, etc....
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