Forum: Commodities
June 21st, 2018, 07:02 AM
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Replies: 99
Views: 30,272
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Forum: Commodities
June 20th, 2018, 05:23 PM
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Replies: 99
Views: 30,272
GE and ZF?
Are you referring to Eurodollars vs US 5yr Note?
Seems a really odd trade for several reasons;
There's time risk (U8 v H9) as well as the fact you are essentially trading 3m LIBOR vs a 5yr...
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Forum: Commodities
July 2nd, 2016, 04:08 AM
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Replies: 99
Views: 30,272
AU vs US bond spreads
Check this out from the ASX, this was a popular spread in the past, not sure what it's like now though but worth some investigation:...
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