Steepeners/Flateners through IB

Discussion in 'Financial Futures' started by mkln124, Jul 23, 2019.

  1. mkln124

    mkln124

    hey guys -

    Could someone help me with putting on putting on curve trades on IB. Say 2/10s in gilts or usts.

    do you do the two legs independently or is it best to do through TUB / TUT etc. (do similar products exist for gilts?)

    do you have to roll the future yourself or does IB automatically do this for you?

    what is the $ move per tick for TUB / TUT etc and for the futures ?


    thnks
     
  2. 2rosy

    2rosy

    Its a native spread at cme
     
  3. bone

    bone ET Sponsor

    https://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2019-09.pdf

    https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html