1. 

   just21

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   When trading bond spreads, eg, 2-5 and 5-10 years. How do you work out the ratio of how many contracts to trade against each other? thanks

    

   #1     Feb 11, 2004

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2. 

   fxtrading

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   http://www.cbot.com/cbot/pub/page/0,3181,1559,00.html
   
   they have a couple papers on different spreads under 'product strategies'

    

   #2     Feb 11, 2004

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