Yield spread trading (ex US2's10's)

[okubo]

Hi, I want to trade yield curve spread, like 2y 10y spread.

It is hard to trade swap or cash bonds for us, so I have to trade like Shatzs -Bunds or 2Y - 10YNote spread.

If you have Bloomberg, which is for institutional traders, you can calc the right amounts for each futures, but I dont have such an expensive machine.

Do you know any other source that tell me the amount to have 0 delta?
And do you know any other source that give me yield spread charts?

 

[okubo]

thanks for the reply. could you kindlly tell me,

1.but I cannot find the delta on bunds future on the eurex web(and T-bond on CBOT also).
Is there any page telling you cheapest to driver ?

2.do you mean I have to calucuate from future price, using 6% 10y for bunds or T-Note?
If there were any source that tell me yield of bund future daily, it would much easy.