09-23-2010, 09:40 PM
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#146 |
Join Date: Sep 2010 Thanks: 3
Thanked 2 Times in 2 Posts
| Re: Futures Arbitrage I make my living spreading different markets. I spread the curve, ranging from Eurodollars all the way through 30yrs. Of course there are different hedge ratios and relationships with every spread, but in short, yes I spread different futures markets. The cme now even has implied spread markets for the treasuries ie NOB 10yr vs 30yr. I would certainly be open to speaking more about this topic.
Good luck! |
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