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    Why the ratio for 2/10 curve trade is 3:1 on the CME website rather than >4:1?

    Thanks for your answers. Where can I find the appropriate hedge ratios for later contracts for example the June 10yr vs June 2yr contract (or where I can find the CTD for these contracts? I can calculate the ratios)? I want to get into a 2/10 flattener trade but the March contracts are...
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    How to register on Wilmott forum?

    I tried a few times to register for a user name on the forum on Wilmott.com (the quantitative trading discussion website). It requires admin review, and I never received approval from them. Why is it so hard??
  3. C

    Why the ratio for 2/10 curve trade is 3:1 on the CME website rather than >4:1?

    From the CME website (following link) to trade 2/10 we need 3 2yr :1 10 yr (price ratio). http://www.cmegroup.com/trading/interest-rates/files/March-2011-ICS-Ratios.pdf Why is it? Isn't the current duration for 10 yr about 8 or 9? Shouldn't the ratio be 4:1 or 5:1?
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    Where to find realtime charts on Contango/Backwardation?

    Does anyone know where to find updated free charts on Oil and Gas term structure on the web?
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