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Should I take in count future which are used to lower the duration to calculate the portfolio's YTM ? (Bloomberg calculate portfolio's YTM without Future)

Im currently doing the weighted average. I also take in count future.

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If the calculation change with future, what would be the correct formula ?

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Yes. Take the implied yield to maturity of the future (field on BBG: FUT_CTD_EQV_YLD ) and put it in the formula, with the relevant weight.

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