Note Against Bond Spread - NOB

外汇网2021-06-19 20:54:58 73

A spad within futures contracts created by offsetting positions in 30-year treasury bond futures with positions in 10-year treasury note contracts.

|||Also known as the note over bond spad, the position a futures trader will take depends upon their perception of the yield curve. If a flat yield curve is expected, the investor will take a long position in the bond and a short in the note contract. If the yield curve is steep, the investor will short the bond and take a long position in the note contract.

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