Since there doesn't exist a futures market for treasuries with 1 year to expiration what would be the best way to trade the flattening of the yield curve between the 1 and 10 year? 2 vs 10s I can do with /ZT and /ZN but I'm not sure what the best way to gain exposure to the 1 year yield is. ETFs tend to be a mix of 1-3 yrs to expiration or 1-3 months.
Leave a Reply