I have been experimenting with treasury spreads as well including the CME implied ICS spreads. It is difficult to get straight answers as to the...
Bone...can you tell me what happens if I hold a position overnight? I have not traded the CME ICS spreads in a live market. I am using CQG data in...
This is great stuff...I hope you plan to post more on the treasury ICS spreads. Ned
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