Universal pricing for th FYT??

Discussion in 'Strategy Development' started by chiproptrader, Feb 23, 2006.

  1. Does the 5 yr notes vs 10 year notes spread have a universal price.

    I am using 1.5:1 ratio. When I chart the spread on esignal i get a price of approx. -49.8.......

    formual i am using: 1.5 * zf h6 - zn h6

    Is anyone familiar with this spread?

    Any help would be great