ZN ZB and NOB spread

Discussion in 'Financial Futures' started by londonkid, May 8, 2013.

  1. Bobbybax


    I'm an old school Eurodollar spreader. A fly is 1:2:1. He can use TN in place of ZN to have a better duration dispersion. If you decide to change the ratios, I'd recommend that you trade them as 2 separate spreads.
    #61     Feb 2, 2018
  2. Bobbybax


    I'm trading bonds myself now. FGBL, ZN and ZB. ED's are just too quiet.
    #62     Feb 2, 2018
  3. If you have a halfway decent spreader, you should be able to trade them in any ratio you like, I suppose...

    And yeah, I agree, it would make quite a bit more sense to use the new TN as the belly of that fly to make it a little less skewed. But then everything would look a LOT different.
    #63     Feb 2, 2018