Closing the Gap - Futures Edition

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Assessing Volatility in Treasury Futures

Closing the Gap - Futures Edition

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

How do we begin to put context around movement and volatility in the US Treasury Curve?

In this episode of Closing the Gap: Futures Edition, the tastytrade team examines various durations of the Yield Curve, paying particular attention to the NOB (Notes Over Bonds) spread.

Essentially, the entire curve is very flat, providing opportunities for futures traders to capitalize on. But how do traders properly set up a pair trade in these products to be delta neutral?

Tune in as tastytrade's expert, Pete Mulmat, defines and explains the "delta" of a treasury product (dollar value of a basis point) and how it will impact the ratio of these products to one another.

Then, get a trade idea focusing on the NOB spread that incorporates both outright futures contracts as well as futures options.

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