spread ratio for index futures

Discussion in 'Index Futures' started by stevenpaul, Jan 19, 2010.

  1. Hi folks,

    What ratios do you think make sense for hedges of the equity index futures? ES:YM = 1:1? TF:YM = 5:3? NQ:ES, 5:4? Any tips on how to go about finding the current best spread ratio would be highly appreciated.

    Thanks,

    Steven
     
  2. Correction:

    should have read, TF:YM = 3:5
     
  3. TraDaToR

    TraDaToR

  4. Thanks, TraDaTor. That's just what I wanted! I would have like some mention of the TF on that page, but I'll take what I can get.
     
  5. TraDaToR

    TraDaToR

    It's just CME wide. I don't think there are a lot of interexchange spread margin reductions.