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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
Margin %
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Spread
Savings %
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Spread
Margin %
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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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30%
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70%
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25%
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75%
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Mini U.S. Treasury Bond vs. 10-Year Treasury Note (2:1)
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30%
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70%
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25%
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75%
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U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:2)
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30%
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70%
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25%
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75%
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Mini U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:1)
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30%
|
70%
|
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25%
|
75%
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U.S. Treasury Bond vs. 10-Year Treasury Note (1:2)
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25%
|
75%
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20%
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80%
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Mini U.S. Treasury Bond vs. 10-Year Treasury Note (1:1)
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25%
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75%
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20%
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80%
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U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:4)
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25%
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75%
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20%
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80%
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Mini U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:2)
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25%
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75%
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20%
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80%
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U.S. Treasury Bond vs. 5-Year Treasury Note (1:1)
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50%
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50%
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45%
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55%
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Mini U.S. Treasury Bond vs. 5-Year Treasury Note (2:1)
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50%
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50%
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45%
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55%
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U.S. Treasury Bond vs. 5-Year Treasury Note (2:5)
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30%
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70%
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25%
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75%
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Mini U.S. Treasury Bond vs. 5-Year Treasury Note (4:5)
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30%
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70%
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25%
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75%
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10 Year Treasury Note vs. 5 Year Treasury Note (1:1)
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25%
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75%
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20%
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80%
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Mini 10 Year Treasury Note vs. 5 Year Treasury Note (2:1)
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25%
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75%
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20%
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80%
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10 Year Treasury Note vs. 5 Year Treasury Note (2:3)
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20%
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80%
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15%
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85%
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Mini 10 Year Treasury Note vs. 5 Year Treasury Note (4:3)
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20%
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80%
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15%
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85%
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