Forum: Treasury Notes and Bonds
September 28th, 2017, 08:11 AM
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Replies: 25
Views: 9,890
Hi
The ratios can be found on the CME...
Hi
The ratios can be found on the CME website
Intercommodity Treasury and Swap Spreads (http://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html)
Usually in PDF format and...
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Forum: Treasury Notes and Bonds
July 8th, 2017, 08:40 PM
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Replies: 25
Views: 9,890
Butterfly ratios
Jonathan Rose
Hi Jon
I've dropped you a couple of emails over the weekend (hope you don't mind!) but I also am not sure how the butterfly ratios are calculated. As mentioned earlier in the...
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