J just21 Feb 11, 2004 #1 When trading bond spreads, eg, 2-5 and 5-10 years. How do you work out the ratio of how many contracts to trade against each other? thanks
When trading bond spreads, eg, 2-5 and 5-10 years. How do you work out the ratio of how many contracts to trade against each other? thanks
F fxtrading Feb 11, 2004 #2 http://www.cbot.com/cbot/pub/page/0,3181,1559,00.html they have a couple papers on different spreads under 'product strategies'
http://www.cbot.com/cbot/pub/page/0,3181,1559,00.html they have a couple papers on different spreads under 'product strategies'
