mav, i really cant see adding anything else to this spread (for a debit of course) because if you pay for anything else, the potential profit on...
oops, the above should say credit or debit spreads.
again off the top of my head (i havent analysed this) i think you can manipulate this base position to fit any need, however as a pro interested...
e.g. S 2 100 L 1 105 L 1 95 [butterfly-calls or puts] + L 110 call L 90 put result: depending on prices paid (big IF) theta pos or...
off the top of my head, a wrangle appears to fit the description. cheers
Sorry, it's not the 30-year, its 10 year notes.
To any professional Bond Traders: Hi, I'm a 23 year old man in DC, with a degree in Mechanical engineering. For the last 9 months I have been...
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