YaKa

Transatlantic Spread Trade

EUREX:GG1!   Euro Bund
53 3 2

Short Bund             + Long Treasuries

That is a good long short in this configuration
trade expected time ? long after QE starts or not ?
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YaKa pabx06
good for execution now.
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YaKa pabx06
treasuries trading at 200bp
bund trading at 46bp or so...
they shall meet half way i think
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