FAB (Five Against Bond) Spread

What is FAB (Five Against Bond) Spread?

FAB (Five Against Bond) Spread meaning A futures spread trade involving the buying (selling) of a five-year Treasury notefutures contract and the selling (buying) of a long-term (15-30 year) Treasury bondfutures contract.

 

reference: U.S. COMMODITY FUTURES TRADING COMMISSION – CFTC Glossary

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