spread ratio for index futures

[stevenpaul]

Hi folks,

What ratios do you think make sense for hedges of the equity index futures? ES:YM = 1:1? TF:YM = 5:3? NQ:ES, 5:4? Any tips on how to go about finding the current best spread ratio would be highly appreciated.

Thanks,

Steven

 

[stevenpaul]

Correction:

Quote from stevenpaul:


TF:YM = 5:3

should have read, TF:YM = 3:5

 

[TraDaToR]

http://www.cmegroup.com/wrappedpage...InterCommodityRates&h=2&reporttype=marginrate

 

[stevenpaul]

Thanks, TraDaTor. That's just what I wanted! I would have like some mention of the TF on that page, but I'll take what I can get.

 

[TraDaToR]

It's just CME wide. I don't think there are a lot of interexchange spread margin reductions.