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From
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To
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CBOT Inter-Commodity Spread Credit Rates
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Spread
Savings %
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Spread
Savings %
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U.S. Treasury Bond vs. 10-Year Treasury Note (1:1)
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75%
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70%
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Mini U.S. Treasury Bond vs. 10-Year Treasury Note (2:1)
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75%
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70%
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U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:2)
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75%
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70%
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Mini U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:1)
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75%
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70%
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U.S. Treasury Bond vs. 5-Year Treasury Note (1:1)
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55%
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50%
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Mini U.S. Treasury Bond vs. 5-Year Treasury Note (2:1)
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55%
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50%
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U.S. Treasury Bond vs. Long-Term Municipal Bond Index (1:1)
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75%
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70%
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Mini U.S. Treasury Bond vs. Long-Term Municipal Bond Index (2:1)
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75%
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70%
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10-Year Treasury Note vs. 2-Year Treasury Note (2:3)
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75%
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70%
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Mini 10-Year Treasury Note vs. 2-Year Treasury Note (4:3)
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75%
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70%
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U.S. Treasury Bond vs. Long-Term Agency Notes (1:2)
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65%
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75%
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Mini U.S. Treasury Bond vs. Long-Term Agency Notes (1:1)
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65%
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75%
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10-Year Interest Rate Swap vs. Long-Term Agency Notes (1:1)
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60%
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80%
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10-Year Interest Rate Swap vs. 10-Year Treasury Note (1:1)
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---
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80%
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10-Year Interest Rate Swap vs. Mini 10-Year Treasury Note (1:2)
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---
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80%
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30-Day Fed Funds vs. Mini Eurodollar (3:5)
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---
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80%
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