![SOLVED: If a 12-year, 6.5 percent semi-annual 100,000 T-bond, currently yielding 4.10 percent, is used to deliver against a 6-year, 5 percent T-bond at 110-17/32, what is the conversion factor? What would SOLVED: If a 12-year, 6.5 percent semi-annual 100,000 T-bond, currently yielding 4.10 percent, is used to deliver against a 6-year, 5 percent T-bond at 110-17/32, what is the conversion factor? What would](https://cdn.numerade.com/ask_images/d6615f9340d1438bb2b6e1108f6c0283.jpg)
SOLVED: If a 12-year, 6.5 percent semi-annual 100,000 T-bond, currently yielding 4.10 percent, is used to deliver against a 6-year, 5 percent T-bond at 110-17/32, what is the conversion factor? What would
![ππππ’ππ’ππ§π πππ«π€ππ ππ²π©π on Twitter: "This brings us to the Cheapest to Deliver concept and the page on Bloomberg (DLV<GO>) When you short a fut, you will deliver a bond. You must ππππ’ππ’ππ§π πππ«π€ππ ππ²π©π on Twitter: "This brings us to the Cheapest to Deliver concept and the page on Bloomberg (DLV<GO>) When you short a fut, you will deliver a bond. You must](https://pbs.twimg.com/media/E4ImjGkVoAQz0mn.png)
ππππ’ππ’ππ§π πππ«π€ππ ππ²π©π on Twitter: "This brings us to the Cheapest to Deliver concept and the page on Bloomberg (DLV<GO>) When you short a fut, you will deliver a bond. You must
![Intuition and reasoning behind conversion factor calculation for bond futures - Quantitative Finance Stack Exchange Intuition and reasoning behind conversion factor calculation for bond futures - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/Gpnmy.png)