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1. www.iotafinance.com › en › Bond-Conversion-Factor-CalculatorCalculation of the conversion factor for a bond - iotafinance.com

   www.iotafinance.com › en › Bond-Conversion-Factor-Calculator

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   11 lis 2024 · With this calculator, you can calculate the conversion factor of a bond. The conversion factor is a key element in hedge calculations and, more generally, in the analysis of all market operations including bonds and futures.

2. breakingdownfinance.com › finance-topics › bond-valuationConversion factor Cheapest To Deliver Bond (CTD) - Breaking Down...

   breakingdownfinance.com › finance-topics › bond-valuation

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   The conversion factor (CF) for the cheapest to deliver bond (CTD) is an important concept used to price fixed income futures. The conversion factor is needed to determine the principal invoice price. This is the price that the short party of a fixed income futures will receive upon settlement.

3. www.cmegroup.com › 2024 › calculating-us-treasury-futures-conversion-factorsCalculating U.S. Treasury Futures Conversion Factors

   www.cmegroup.com › 2024 › calculating-us-treasury-futures-conversion-factors

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   19 sty 2024 · Long-Term “Ultra” U.S. Treasury Bond futures contract (UB/UBE) Calculate the conversion factor for the 2 3/8s of November 15, 2049, (i.e., 912810SK5) for the December 2023 expiry. The first day of the December 2023 delivery month is Friday, December 1, 2023.

4. www.eurex.com › clearing-files › notified-deliverable-bonds-conversion-factorsNotified Bonds | Deliverable Bonds and Conversion Factors - Eurex

   www.eurex.com › clearing-files › notified-deliverable-bonds-conversion-factors

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   Watch now! Notified Bonds for all Fixed Income Futures , Deliverable Bonds and Conversion Factors. Conversion factor calculation for Euro-BTP Future Conversion factor calculation for EUR-denominated bonds Conversion factor calculation for CHF-denominated bonds.

5. calculator.academy › conversion-ratio-calculatorConversion Ratio Calculator

   calculator.academy › conversion-ratio-calculator

   8 sie 2024 · Enter the par value of the convertible bond and the share price into the calculator to determine the conversion ratio.

6. quant.stackexchange.com › questions › 14553Conversion factor for bonds - Quantitative Finance Stack Exchange

   quant.stackexchange.com › questions › 14553

   CME provides a spreadsheet that you can use to compute the exact conversion factor for each bond and each contract (http://www.cmegroup.com/trading/interest-rates/us-treasury-futures-conversion-factor-calculator.html). The main reason for the discrepancy comes from rounding of term to maturity.

7. www.investopedia.com › terms › cCheapest to Deliver (CTD): Definition and Calculation Formula

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   31 sie 2024 · The calculation to determine the cheapest to deliver is: CTD = Current Bond Price – Settlement Price x Conversion Factor The current bond price is determined based on the current market...