Daily Archives: 9 February, 2010

Alpha.bonds – long German 30 yrs, short US 10 yrs deliver 25% annualized

By Orpheus | Published: 9 February, 2010
The running pairs are long German 30 yrs -  short German 10 yrs (Bund);  long German 30 yrs  – short German 5 yrs (Bobl). The pairs about to close are long German 30 – short US 10 yrs (up 6.83% in 102 days i.e. 25% annualized) and long German 30 yrs – short German 2 [...]
Posted in Bonds | Leave a comment