New to yield curve. Need help setting up TUF, FYT, NOB, etc. autospreaders w/ TT.

I'm having trouble with what to put for the spread mutipliers on these. Can anyone give me some advice?

Thanks.

PS I'm aware that the ICS spreads are implied and get better fills, but I can't get risk for them at the moment.

 

Here is NOB ICS replica, if I have time I'll do fyt later, I don't trade TUF so I don't know.

 

Here is the FYT

 

Thanks!

 

what is the rationale behind the mutlipliers?

 

anyone else?

 

The multiplier is meant to normalize different prices, you could enter any number, it is only visual, it is not changing the actual spread at all, that is only done in the spread ratio. You want to short 2 notes and long a bond you will.

 

what's the best way to figure them out?

 

There isn't a uniform multiplier to use for a spread, the auto spreader is meant to spread anything, gold vs. hogs vs. ultrabond, you set up how you want to, the TT website has some videos on it I think, or they did years ago.

 

Thanks for the help.