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note against bond spread

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Financial Dictionary

Note Against Bond Spread - NOB

A spread within futures contracts created by offsetting positions in 30-year treasury bond futures with positions in 10-year treasury note contracts.

Investopedia Commentary

Also known as the note over bond spread, the position a futures trader will take depends upon their perception of the yield curve. If a flat yield curve is expected, the investor will take a long position in the bond and a short in the note contract. If the yield curve is steep, the investor will short the bond and take a long position in the note contract.

Related Links

Bond Basics Tutorial

See also: Bond, Cash Commodity, Cheapest to Deliver, FAB Spread, FAN Spread, Futures Contract, Long, Note, Short, Treasury Bond, Treasury Note, Yield Curve

Also spelled: NOB

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