March-June 2015 Roll Analysis
This paper assesses the t-bond rollover and includes a discussion of the new 3:2 ratio spread with examples of pricing and rolling positions.
Additional Information
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
