Yield Curve Spreads

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CME Floor
 
Posts: 1
Joined: Wed Jan 29, 2014 3:50 pm

Yield Curve Spreads

by CME Floor » Sun Dec 03, 2017 6:27 pm

Can you analyze yield curve spreads as in NOB, FOB and TUT spreads with this software?

Roman
 
Posts: 98
Joined: Tue May 14, 2013 12:59 pm

Re: Yield Curve Spreads

by Roman » Mon Dec 04, 2017 3:03 pm

Hi, we have following interest rate futures and you can use them to build any spread

https://www.seasonalgo.com/supported-futures-contracts

TU ZT 2Y US T-Note
ED GE Eurodollar
FV ZF 5Y US T-Note
US ZB 30Y US T-Bond
TY ZN 10Y US T-Note

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