S shamrock Jan 3, 2007 #1 I was wondering if anyone is spreading Eurodollars to either the 2yr treasury future or the 5 yr future. If so, what ratio and what eurodollar (month/year)is best to spread treasuries with. Thanks for any help.( I do not have Bloomberg)
I was wondering if anyone is spreading Eurodollars to either the 2yr treasury future or the 5 yr future. If so, what ratio and what eurodollar (month/year)is best to spread treasuries with. Thanks for any help.( I do not have Bloomberg)
