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Question on Treasury Spread Symbols

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  • Question on Treasury Spread Symbols

    Is there anyone using spread symbols for treasury spreads, that would be willing to share the spread formula.

    When I create a spread symbol for 2 times the 5 years futures divided by the 10 year future I get an invalid symbol error.

    Is this something that still has to be done in an EFS to get the proper 32nd formatting?


    Any examples of various treasury spreads or links to other spread symbol syntax examples would be appreciated.

    thanks very much.

    Glen
    Last edited by demarcog; 07-28-2009, 08:59 AM.
    Glen Demarco
    [email protected]
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