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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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20%
|
80%
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25%
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75%
|
Mini U.S. Treasury Bond vs. 10-Year Treasury Note (2:1)
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20%
|
80%
|
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25%
|
75%
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U.S. Treasury Bond vs. Mini 10-Year Treasury Note (1:2)
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20%
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80%
|
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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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20%
|
80%
|
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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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15%
|
85%
|
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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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15%
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85%
|
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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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15%
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85%
|
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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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15%
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85%
|
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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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30%
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70%
|
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35%
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65%
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Mini U.S. Treasury Bond vs. 5-Year Treasury Note (2:1)
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30%
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70%
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35%
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65%
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U.S. Treasury Bond vs. 5-Year Treasury Note (2:5)
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20%
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80%
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25%
|
75%
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Mini U.S. Treasury Bond vs. 5-Year Treasury Note (4:5)
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20%
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80%
|
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25%
|
75%
|
10 Year Treasury Note vs. Muni-Bond Index (1:1)
|
25%
|
75%
|
|
35%
|
65%
|
Mini 10 Year Treasury Note vs. Muni-Bond Index (2:1)
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25%
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75%
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35%
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65%
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2 Year Treasury Note vs. 5 Year Treasury Note (1:1)
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15%
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85%
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20%
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80%
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5 Year Treasury Note vs. Muni-Bond Index (1:1)
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30%
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70%
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40%
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60%
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U.S. Treasury Bond vs. 10 Year Agency Note (1:2)
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25%
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75%
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30%
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70%
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Mini U.S. Treasury Bond vs. 10 Year Agency Note (2:2)
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25%
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75%
|
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30%
|
70%
|
10 Year Agency Note vs. 5 Year Treasury Note (2:3)
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20%
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80%
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30%
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70%
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10 Year Agency Note vs. 2 Year Treasury Note (2:3)
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20%
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80%
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30%
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70%
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