Bund, Bobl, 2-Year Midcurve Vol Fly – Trade Idea
Jan Bobl^-.203*Jan Bund^-3.25 (1.3)*2RZ^ with 23.3, 23.3 & 16.3 days to expiry, Z-Score -1.30, 10-Year Backtest Value 0.105, closed -0.056 last night Low Bobl Vol… Read More »Bund, Bobl, 2-Year Midcurve Vol Fly – Trade Idea