2 y 5 y 10 y bonds butterfly idea and historical returns
hello
does anyone find me please an historical returns of a butterfly spread as follow -
long 1 2 years bond
short 2 5 years bond
long 1 10 years bond.
Does that make sense ?
It is a combination of 3 legs , using 3 instruments.
I am looking for some history and historical returns .
Thnak you
does anyone find me please an historical returns of a butterfly spread as follow -
long 1 2 years bond
short 2 5 years bond
long 1 10 years bond.
Does that make sense ?
It is a combination of 3 legs , using 3 instruments.
I am looking for some history and historical returns .
Thnak you
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