Hi guys
I am having some trouble following the DV01 (or a close approximation) for the following products:
1. German 10-year Bund
2. Swiss 10-year Bond
3. British 10-year Long Gilt Bond
4. Canadian 10-year Bond
I understand that you can find it for the U.S. Treasury Notes here (http://www.cmegroup.com/trading/interest-rates/duration.html)
But I cannot find any of these? Could somebody please walk me through in how to calculate the DV01 and where I could find the information/data to use implied forward rate or something?
I can use the CQG charting function to plot a 'yield' of any Bond so it can automatically tell me the correct yield, but that's about all I have.
Thanks very much for anyones help.
I am having some trouble following the DV01 (or a close approximation) for the following products:
1. German 10-year Bund
2. Swiss 10-year Bond
3. British 10-year Long Gilt Bond
4. Canadian 10-year Bond
I understand that you can find it for the U.S. Treasury Notes here (http://www.cmegroup.com/trading/interest-rates/duration.html)
But I cannot find any of these? Could somebody please walk me through in how to calculate the DV01 and where I could find the information/data to use implied forward rate or something?
I can use the CQG charting function to plot a 'yield' of any Bond so it can automatically tell me the correct yield, but that's about all I have.
Thanks very much for anyones help.
