Support Board
Date/Time: Mon, 10 Mar 2025 07:50:49 +0000
Post From: ZB / ZB ATR
| [2022-03-15 13:45:21] |
| 1+1=10 - Posts: 270 |
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On the CME's page I linked to, the ZN vs ZB, which is listed as the "10-Year T-Note vs T-Bond" is listed as 5:2. I believe the reason they are using that ratio instead of 2:1 (a.k.a. 4:2) is because their ratios also factor in the differing volatility of each product. Of course, 2:1 is pretty close to 5:2 so your calculation should probably be fine. By the way, the CME Globex code displayed at the link above for ZN vs ZB is: NOB 05-02 U9 NOB stands for Notes over Bonds and is how you find the exchange-traded spread if you're using one of SC's data feeds. For "SC Data - All Services" it is under CBOT -> "NOB~.FUT_SPREAD.CBOT | 10-Year T-Note vs T-Bond SPREAD" Date Time Of Last Edit: 2022-03-15 13:47:31
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