Bund Bobl and Schatz Thread

This is a discussion on Bund Bobl and Schatz Thread within the Commodities & Money Markets forums, part of the Markets category; intra day prop traders probably like all the volatilty, but a lot of the big flow bank traders don't. I'm ...

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Old Sep 27, 2011, 9:39pm   #751
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Re: Bund Bobl and Schatz Thread

intra day prop traders probably like all the volatilty, but a lot of the big flow bank traders don't. I'm assuming the open interest has dropped a lot over the last 6 months. would be interesting to check this. anyone know how to?
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Old Oct 1, 2011, 4:51pm   #752
 
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Re: Bund Bobl and Schatz Thread

Quote:
Originally Posted by Pento View Post
intra day prop traders probably like all the volatilty, but a lot of the big flow bank traders don't. I'm assuming the open interest has dropped a lot over the last 6 months. would be interesting to check this. anyone know how to?
Take care with the high volatility , I blow 16 accounts with oil , because I believe

high volatility is the key for high win .....


Now I trade Notes and low volatility instruments GBP , FTSE when they are ranging.


less is more .... believe me my friend
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Old Oct 4, 2011, 1:12pm   #753
 
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Re: Bund Bobl and Schatz Thread

Does anyone know where I can get live data for the Bund,Bobl, Schatz futures? I need to extract it into Excel or a database in real time.
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Old Oct 4, 2011, 1:24pm   #754
 
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Re: Bund Bobl and Schatz Thread

Xtrader RTD and a price feed from your broker?
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Old Oct 9, 2011, 4:53pm   #755
 
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Re: Bund Bobl and Schatz Thread

Can anyone recommend a decent free online charting package for these contacts.

Thanks
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Old Oct 10, 2011, 4:16am   #756
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Re: Bund Bobl and Schatz Thread

Yep, Google.

Then look down at your keyboard and type " Bund futures chart" then click "Search". Wait less than 1 second and you will get a whole page full of suggestions, then you can even click any one of them and it actually takes you to that page and you can see if it suits your needs or not.

Pretty amazing I know.
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Old Oct 10, 2011, 2:12pm   #757
 
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Re: Bund Bobl and Schatz Thread

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Originally Posted by SanMiguel View Post
That was a pretty active day today. Trades taken for around 10pts each.
What charting software are you using? Is it free ? Can u specify links please.
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Old Nov 26, 2011, 1:00pm   #758
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Re: Bund Bobl and Schatz Thread

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Originally Posted by sweetlolly773 View Post
What charting software are you using? Is it free ? Can u specify links please.
If you are happy with end-of-day data, you could take a look at pro realtime. It's what I use for intra-day (which you pay for) but it's free if you just want daily charts
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Old Dec 11, 2011, 7:43pm   #759
 
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Re: Bund Bobl and Schatz Thread

Quote:
Originally Posted by sweetlolly773 View Post
Can anyone recommend a decent free online charting package for these contacts.

Thanks

Have a look at prorealtime ==>>> ProRealTime: Financial Technical Analysis Software & Real-Time Market Data

free for eod markets
about 60$ a month for real time markets
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Old Dec 17, 2011, 2:26am   #760
 
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Re: Bund Bobl and Schatz Thread

Getting into Bund, watching the flow. Lots of dirty tricks and flipping seems like a good market for a scalper there seems to be opportunity here and its cheap to trade, like the budget.

I saw some discussion on leaning, I am curious how you handle crosses?

I was also wondering how you compute flys and other popular ratios for FGBL,FGBM,FGBS?

Are there any good props that specialize in This market?

Do you guys look at other markets for hints like Euribor and Stoxx etc..?
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Old Jan 25, 2012, 7:46am   #761
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Re: Bund Bobl and Schatz Thread

Hi all.

A question about spreading bund / bobl. When interest rates are raised would you be buying the spread or selling the spread. Here is the theory and the reason for the question. Rate hikes obviously bonds lower. Therefore

1. Does the bund move faster than the shorter duration 5 year and therefore the spread narrow. So you would want to sell buns buy bobl

Or

2. Does the shorter duration bond move more than the longer duration bund and therefore the spreads widen. So sell bobl and buy bund

Alot of people obviously trade the spread off the bund but interested in the reasons behind this. Ie Is it the case if you think the bund is moving lower do you sell and hedge with the bobl.

Final question. How would interest rate movements effect the fly and why?
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Old Jan 25, 2012, 9:02am   #762
 
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Re: Bund Bobl and Schatz Thread

All else being equal, curves normally flatten when rates are hiked, which means you want to sell bobls, buy bunds. To be sure, this is for a DV01-neutral spread position.

The logic is similar for the fly. Essentially, rate hikes always affect the shorter-dated bonds more than longer-dated bonds. So schatz-bobl will flatten and it will flatten more than bobl-bund. So the bobl will outperform onthe fly.

Obviously, this is all kinda theory and actual results may vary depending on a whole variety of circumstances.
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Old Jan 25, 2012, 5:42pm   #763
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Re: Bund Bobl and Schatz Thread

Thank you that is the perfect explanation. For Intraday stratgies is it worth looking at the Bund, use it as the main indicator, i.e if you feel the Bund is coming off Sell it vs Bobl or Schatz, or is it more benefical to use a spread chart and buy or sell the actual spread price's independant of the underlying. I take it the same logic applies in STIRS. i.e the front months move greater than the back months therefore spreads should widden. (In theory of course).

Ratio's 3:2 Bobl / Bund, 8:3 Schatz / Bobl and to create the fly +2 Bund- 6 Bobl +8 Schatz.
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Old Feb 16, 2012, 10:36pm   #764
 
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Re: Bund Bobl and Schatz Thread

Hi

Would like to know how locals are trading schatz in this environment?

using market profile, using the ladder, chart stuff, or just doing the best we can re eurozone stuff and judging flow into the safest assets?

Appreciate your thoughts
Cheers
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Old Mar 8, 2012, 10:49am   #765
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Re: Bund Bobl and Schatz Thread

Today's Charmer Charts Bund and Bobl attached.
Attached Files
File Type: pdf BOBL.pdf (193.9 KB, 284 views)
File Type: pdf BUND.pdf (529.1 KB, 272 views)
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