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You can also spread trade between different maturities. When you look at where interest rates are trading compared to what the Treasury futures are doing, it may look confusing at first glance. The Treasury futures are "weighted" to achieve the actual interest rates that you see posted in the cash market. Below are the "tick" equivalents in the Treasury futures, which correspond to a one basis-point change in cash interest rates:

2–Year Note – 1.18
5–Year Note &ndash 0.62
10–Year Note &ndash 0.35
30–Year Bond &ndash 0.2

Below are a few ratios which are theoretically neutral based on the change of the yield curve. (June 2008 contracts)Two–year notes vs. 10–year notes = Long 100 TUM8 / Short 56 TYM8

10–year notes vs. 30–year bonds = Long 166 TYM8 / Short 100 USM8.

Five-year notes v. 30–year bonds = Long 100 FVM8 / Short 37 USM8.

To break it down into smaller trading size, you have to round off each equation by using 2-to-1, 3-to-1, or 4-to-1 ratios since there are no fractions of a contract.This of course moves away from being neutral, but I assume your intention is to try to capture a gain if the yield curve goes your way. You can also make modifications depending on how conservative or aggressive your trading style is, or how bullish or bearish you want your strategy to be.

Take note that the five, 10 and 30-year contracts are $100,000 contracts:

One Basis Point = $31.25

The two-year note is a $200,000 contract:

One Basis Point = $62.50

All Treasury futures are based on price of the notes or bonds.

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关键词：Modification Conservative Theoretical Equivalents equivalent 翻译 帮忙

自己实在不想翻译，可以用在线翻译辅助一下啊。

不是不想翻译，有的缩写和专有名词不太理解　

您能也传播区别成熟之间的贸易。 当您看时利率是贸易与的地方什么比较财宝未来做着，它也许注视着混乱第一扫视。 “衡量财宝未来”达到您在现金市场上看张贴的实际兴趣率。 下面“壁虱”等值在财宝未来，对应于在现金利率上的一个一依据点变化：

2–Year笔记– 1.18
5–Year笔记&ndash 0.62
10–Year笔记&ndash 0.35
30–Year政券&ndash 0.2

Below是理论上是根据收益曲线图的变动的中性的一些个比率。 (6月2008收缩) Two–year笔记对10–year注意=长期100 TUM8/短的56 TYM8

10–year笔记对30–year结合=长期166 TYM8/短的100 USM8。

Five-year笔记卷30–year结合=长期100 FVM8/短的37 USM8。
因为没有合同的分数， To断裂它下来入更小的贸易的大小，您必须环绕每个等式通过使用2对1， 3对1，或者4对1比率。当然这移动远离是中立的，但是我假设您的意图将设法夺取获取，如果收益曲线图去您的方式。 您能根据保守或积极您贸易的样式怎样是，或者看涨或下跌您怎样也做改动要您的战略是。
五， 10和30年的合同是$100,000个合同的Take笔记：

One基点= $31.25

The两年的笔记是$200,000合同：

One基点= $62.50

All财宝未来根据笔记或债券的价格。