Forum: Treasury Notes and Bonds
February 11th, 2017, 04:55 PM
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Replies: 3
Views: 2,555
They're both synthetic spreads. What you get...
They're both synthetic spreads. What you get with a spreading application is optimal execution. Let's say the price of bonds is 15 tick higher than the price of notes. You could manually bid 3 ZN...
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Forum: Treasury Notes and Bonds
February 11th, 2017, 09:24 AM
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Replies: 3
Views: 2,555
It's really up to you how you configure you...
It's really up to you how you configure you synthetic spread. If you construct a 2:1 or 3:1 NOB spread just remember what what you are doing to the spread; you are doing to the first leg. If my NOB...
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