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; Change the ccy to USD ... Originally Posted by Arbu So John Paulson was shorting German bonds a month ago. ...

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Old Jun 3, 2012, 9:47pm   #769
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Re: Bund Bobl and Schatz Thread

Change the ccy to USD ...

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Originally Posted by Arbu View Post
So John Paulson was shorting German bonds a month ago. Doesn't look like he got that right, does it, with Germany now issuing bonds at no interest? I have a lot of respect for Paulson's idea, but it's incredibly hard to trade against the market.

John Paulson Now Shorting German Bonds | ValueWalk
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Old Jun 3, 2012, 9:53pm   #770
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Re: Bund Bobl and Schatz Thread

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Originally Posted by clbfjc View Post
Ratio's 3:2 Bobl / Bund, 8:3 Schatz / Bobl and to create the fly +2 Bund- 6 Bobl +8 Schatz.
Anybody using some sensible ratios for buxl?

I know it is not as liquid but up to 1Mio notional it is ok.
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Old Jul 6, 2012, 4:09pm   #771
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Re: Bund Bobl and Schatz Thread

A question lateral to this thread. How do you trade them? Are you aware of any broker with low commission?
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Old Nov 21, 2012, 9:20pm   #772
 
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Re: Bund Bobl and Schatz Thread

Hello everyone,

Can anyone tell me if they know a clearing house that would allow us to trade Bund.

thanks
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Old Jun 3, 2014, 9:45am   #773
 
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Hi all,

I heard that there was a reasonable method for calculating the Bund's expected opening price based on the t-note close the previous day - has anyone heard about this? If so does anyone know the method?
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Old Jun 3, 2014, 11:27am   #774
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Originally Posted by Isildurrr View Post
Hi all,

I heard that there was a reasonable method for calculating the Bund's expected opening price based on the t-note close the previous day - has anyone heard about this? If so does anyone know the method?
Even if you had a way of calculating the expected opening price of FGBL you would have to be positioned at the Eurex close 9pm London to take advantage of it. Bare in mind that if you were to try and execute some sort of scalping strategy on the open it is a botfest where you are going against automated traders who can trade 50 times a second.

I can tell you that some prop traders will hold a spread of the eurex v. treasuries overnight however you chances of getting them to tell you their own personal strategy on an internet forum is zero (and why should they!).

My own opinions here are if you want to scalp eurex products / spreads you need to know the market inside out and be a specialist in it. There is no low hanging fruit there imo. The other option is to move your timeframes out and take a more quantitative approach, this is what I do. Granted the mathematics/modelling side of it is not for everyone but it takes the sting out of trying to predict short term directional moves.

Good Luck.
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Old Jun 26, 2017, 1:59pm   #775
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Any bund trader still out there? (echoes echoes)
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