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US treasury price conversion eg 123'18.5 to 123.536
Hi Friends I look forward to your email / help Thanks
- Thank you all for your time and input.
Hans Vogelaar : your setout with reverse calculation was a winner ..... I tested all 100% ..... excellent
Sergei Baklan : your set out to part of the question ... again worked well ... thank you
0.5625 corresponds to 18/32, so it ignores the .5 at the end...
You are right. Strange, why do we need it if so?
Too complex for me Microsoft Word - Treasury Futures Price Rounding Conventions _March 2010.docx (cmegroup.com)
I think the OP will have to tell us what they really need.