2 y 5 y 10 y bonds butterfly idea and historical returns

4 ม.ค. 2023

hello

does anyone find me please an historical returns of a butterfly spread as follow -

long 1 2 years bond
short 2 5 years bond
long 1 10 years bond.

Does that make sense ?
It is a combination of 3 legs , using 3 instruments.

I am looking for some history and historical returns .

Thnak you