Ted spread

Discussion in 'Financial Futures' started by shamrock, Jan 3, 2007.

  1. shamrock

    shamrock

    I was wondering if anyone is spreading Eurodollars to either the 2yr treasury future or the 5 yr future. If so, what ratio and what eurodollar (month/year)is best to spread treasuries with.

    Thanks for any help.( I do not have Bloomberg)