Euribor V/s Schatz - Synthetic Spread

Discussion in 'Index Futures' started by StuartLittle, Oct 5, 2009.

  1. Hello

    I believe there should exist a trade (for intra-day trading) betweem a Euribor contract and Schatz. Can someone guide me on how to form this trade?
     
  2. Dogfish

    Dogfish