well, when I charted it, putting more weigh on the Bund than on the 10s was more stable, but in terms of interest rates it should be the...
I don't only look at the ratio that bloomberg gives, I also use an excel sheet that calculates the ratio using historical prices, the mix of both...
I receive daily from Lehman brothers the differential in yield between the Ten years and Bund spread... about the correct hedge, bloomberg gives a...
Hi all, i am new on the forum, been trading for a prop trading firm for two years and now I would like to make a move from the spreads 2-5s,...
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