Recent content by iago

well, when I charted it, putting more weigh on the Bund than on the 10s was more stable, but in terms of interest rates it should be the opposite... happy holidays

I don't only look at the ratio that bloomberg gives, I also use an excel sheet that calculates the ratio using historical prices, the mix of both ends up with that 8-5 ratio, it doesn't changes much... the important thing is to have the trade in the correct direction... Regards

I receive daily from Lehman brothers the differential in yield between the Ten years and Bund spread... about the correct hedge, bloomberg gives a hedge of 100 TY to 58 Bunds (10-6), I actually use 8 to 5... hope this helps. regards.

Hi all, i am new on the forum, been trading for a prop trading firm for two years and now I would like to make a move from the spreads 2-5s, 5-10s... Now I would like to start trading the 10 years against the Bund, which is a much volatile spread, what technical instruments would be...