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arbitrage between Euro-Schatz and cash

 
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hojoff79 Haddonfield, NJ posts: 1
posted on September 10, 2008 at 12:55AM Inappropriate? Quote Reply
When researching the Schatz I read that it is commonly positioned for a possible arbitrage between it and cash. I was wondering if anyone could explain a situation in which this occurs, because I don't understand how currency value and Debt Futures instruments are related closely enough to provide a situation for arbitrage. Thanks
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