|
Eurex US Inter-Commodity Spread Credit Rates
|
Spread
Margin %
|
Spread
Savings %
|
US Treasury Bonds vs 10-Year Treasury Notes (1:1)
|
25%
|
75%
|
US Treasury Bonds vs 10-Year Treasury Notes (1:2)
|
20%
|
80%
|
US Treasury Bonds vs 5-Year Treasury Notes (2:5)
|
25%
|
75%
|
US Treasury Bonds vs 5-Year Treasury Notes (1:1)
|
40%
|
60%
|
US Treasury Bonds vs 2-Year Treasury Notes (1:3)
|
30%
|
70%
|
10-Year Treasury Notes vs 5-Year Treasury Notes (2:3)
|
15%
|
85%
|
10-Year Treasury Notes vs 5-Year Treasury Notes (1:1)
|
20%
|
80%
|
10-Year Treasury Notes vs 2-Year Treasury Notes (2:3)
|
25%
|
75%
|
10-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
|
40%
|
60%
|
5-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
|
20%
|
80%
|
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