Learning about spreads, bonds, etc., and have access to a bloomberg terminal but no help otherwise. I can see there are TONS of possible values and they're all slightly different and cannot figure out what's the appropriate duration... just to name a few: DUR_ADJ_MID, RISK_MID, SW_EQV_MOD_DUR ,FUT_EQV_DUR_NOTL and so on.... forever. If I want to look at rate futures spread how much of an impact does getting the duration slightly wrong matter for spreads? and in what situations? I can see that cash bonds and futures have different reference points so how does this affect being in the spreads?
Nevermind, I doubt anyone is interested, but just incase some spread nerds in the future comes here: I just used DUR_ADJ_MID for duration and RISK_MID for dv01. Yet to figure out how these assumptions and different calculations might affect spread plays.