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Eurex US Inter-Commodity Spread Credit Rates
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Spread
Margin % From
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Spread
Savings % From
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Spread
Margin % To
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Spread
Savings % To
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US Treasury Bonds vs 10-Year Treasury Notes (1:1)
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25%
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75%
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30%
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70%
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US Treasury Bonds vs 10-Year Treasury Notes (1:2)
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20%
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80%
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15%
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85%
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US Treasury Bonds vs 5-Year Treasury Notes (1:1)
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40%
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60%
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45%
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55%
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US Treasury Bonds vs 2-Year Treasury Notes (1:3)
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35%
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65%
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30%
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70%
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10-Year Treasury Notes vs 2-Year Treasury Notes (2:3)
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35%
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65%
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25%
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75%
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10-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
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40%
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60%
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35%
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65%
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5-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
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35%
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65%
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20%
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80%
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Euro Link Inter-Exchange Spread Credits
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Spread Credit From
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Spread Credit To
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Euro-Bund vs US Treasury Bonds (1:1)
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70%
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60%
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Euro-Bund vs 10-Year Treasury Notes (1:1)
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75%
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65%
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Euro-Bund vs 5-Year Treasury Notes (1:1)
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75%
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60%
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Euro-Bund vs 2-Year Treasury Notes (1:1)
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75%
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60%
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Euro- Bobl vs US Treasury Bonds (1:1)
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55%
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50%
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Euro- Bobl vs 5-Year Treasury Notes (1:1)
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75%
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70%
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Euro- Schatz vs US Treasury Bonds (1:1)
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35%
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30%
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Euro- Schatz vs 5-Year Treasury Notes (1:1)
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50%
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60%
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Euro- Schatz vs 2-Year Treasury Notes (1:1)
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55%
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60%
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