Does the 5 yr notes vs 10 year notes spread have a universal price.
I am using 1.5:1 ratio. When I chart the spread on esignal i get a price of approx. -49.8.......
formual i am using: 1.5 * zf h6 - zn h6
Is anyone familiar with this spread?
Any help would be great
I am using 1.5:1 ratio. When I chart the spread on esignal i get a price of approx. -49.8.......
formual i am using: 1.5 * zf h6 - zn h6
Is anyone familiar with this spread?
Any help would be great