Five Against Note Spread - FAN

外汇网2021-06-19 13:32:10 41

A spad in the futures markets created by taking offsetting positions in futures contracts for five-year treasury notes and ten-year treasury bonds.

|||A FAN spad is created by either buying a futures contract for five-year treasury notes and selling a futures contract for ten-year treasury bonds or vice versa. Investors speculating on interest rate fluctuations will enter into this type of spad in hopes of under or overpriced treasuries.

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