Inter-Commodity Spreads and Implied Pricing

February 10, 2017 - Implied quoting is a characteristic feature of interest rate futures markets. Because these markets typically consist of a collection of very tightly connected products representing different points on a yield curve, spread products are an essential tool for effective trading. Spreads interact with the outright contracts to generate both hidden and visible implied liquidity, which can yield large improvements in both size and price for trades in the outrights.

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