- Spread trading at +27 (US10YY 2.59% vs EU10YY 2.32%). Initiated long TYZ0 / short FGBLZ0 here.
- Breaking an uptrend line (not very convincingly though). It is more a case of me wanting to do this trade and finding a reason for it.
- This is the only prudent way I can think of to increase my long USTs position further.
- Break break +23 would be lovely.
- [Bloomberg PDH2 hedge ratio is 100 Bunds to 176 TY]
27 September 2010
UST-Bund Spread : Initiated Short @ +27
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