O OSURUGBY7 Oct 29, 2007 #1 I'm thinking of starting to develop a strategy for trading the TUT Spread and can't determine if the CBOT lists the TUT or other treasury spreads as an outright on Globex, or does one have to leg into the outrights to buy or sell this spread Thanks
I'm thinking of starting to develop a strategy for trading the TUT Spread and can't determine if the CBOT lists the TUT or other treasury spreads as an outright on Globex, or does one have to leg into the outrights to buy or sell this spread Thanks
T thisisbabak Oct 30, 2007 #2 You would have to take positions in both contracts to trade the spread. Check this out: http://www.cbot.com/cbot/pub/cont_detail/0,3206,1175+14428,00.html
You would have to take positions in both contracts to trade the spread. Check this out: http://www.cbot.com/cbot/pub/cont_detail/0,3206,1175+14428,00.html
A ASusilovic Oct 30, 2007 #3 And maybe this piece of paper might be of interest, too : http://www.cbot.com/cbot/docs/63253.pdf