I see a lot of discussion/commentary of 2s10s box trades? Typically a US-CDA 2s10s trade.
I understand that the fundamental concept is a flattener in 1 jurisdiction and a steepener in another. Meaning, you are putting on a cross-market widener (compression) in the front end and a cross-market compression (widener) in the long-end. But how would I risk weight a box trade accurately?
Is there any resources for such a trade?