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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 %
|
U.S. Treasury Bond vs. 10-Year Treasury Note (1:1)
|
75%
|
|
80%
|
Mini U.S. Treasury Bond vs. 10-Year Treasury Note (2:1)
|
75%
|
|
80%
|
U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:2)
|
75%
|
|
80%
|
Mini U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:1)
|
75%
|
|
80%
|
U.S. Treasury Bond vs. 10-Year Treasury Note (1:2)
|
80%
|
|
85%
|
Mini U.S. Treasury Bond vs. 10-Year Treasury Note (1:1)
|
80%
|
|
85%
|
U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:4)
|
80%
|
|
85%
|
Mini U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:2)
|
80%
|
|
85%
|
U.S. Treasury Bond vs. 5-Year Treasury Note (1:1)
|
55%
|
|
70%
|
Mini U.S. Treasury Bond vs. 5-Year Treasury Note (2:1)
|
55%
|
|
70%
|
U.S. Treasury Bond vs. 5-Year Treasury Note (2:5)
|
75%
|
|
80%
|
Mini U.S. Treasury Bond vs. 5-Year Treasury Note (4:5)
|
75%
|
|
80%
|
U.S. Treasury Bond vs. Muni-Bond Index (1:1)
|
70%
|
|
75%
|
Mini U.S. Treasury Bond vs. Muni-Bond Index (2:1)
|
70%
|
|
75%
|
2-Year Treasury Note vs. 10-Year Treasury Note (1:1)
|
65%
|
|
70%
|
2-Year Treasury Note vs Mini 10-Year Treasury Note (1:2)
|
65%
|
|
70%
|
2-Year Treasury Note vs. 10-Year Treasury Note (3:2)
|
70%
|
|
75%
|
2-Year Treasury Note vs Mini 10-Year Treasury Note (3:4)
|
70%
|
|
75%
|
10-YearTreasury Note vs. Muni-Bond Index (1:1)
|
70%
|
|
75%
|
Mini 10-YearTreasury Note vs. Muni-Bond Index (2:1)
|
70%
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|
75%
|
Agency Long Term vs. 10-Year Swap (1:1)
|
80%
|
|
85%
|
Agency Long Term vs. 5-Year Treasury Note (2:3)
|
75%
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|
80%
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Agency Long Term vs. 2-Year Treasury Note (2:3)
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65%
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80%
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