Forum: Treasury Notes and Bonds
June 12th, 2022, 08:43 PM
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Replies: 26
Views: 9,094
I've been testing with both TN and ZF as the...
I've been testing with both TN and ZF as the spread in 5yr gets pretty silly sometimes. The CME tool gives you stats for both the cheapest to deliver and the on the run issues. However, the data...
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Forum: Treasury Notes and Bonds
June 8th, 2022, 11:34 AM
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Replies: 26
Views: 9,094
I've done a bit of work trying to sort out what...
I've done a bit of work trying to sort out what the correct interest rate would be based on the larger futures, but there's more variables involved that make it difficult to calculate using the data...
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