Ultra T-Bond vs. T-Bond Futures: The BOB Spread
Mon Jul 25 20:44:00 CDT 2011 CT
Related Keywords: Interest Rates, Strategies & Techniques

NameUltra T-Bond futures can be spread against T-Bond futures contract to create synthetic market exposure that isolates lthe ong-end of the Treasury yield curve. This strategy paper examines how you can effectively create this spread.