Trading the roll...

X

XR3i

Junior member
Messages
10
Likes
0
Hello, you will have to excuse me, new to all this...

Can someone please let me know about trading the Bund roll... Now I have heard that all you have to do is buy it early doors and keep on it, selling it all out before it rolls..
I could test this out but obviously with it only happening 4 times a year it would take a while.. But if anybody does this or knows someone that does this let me know..

Thanks(y)...
 
Well yeah this is what I was thinking, but the person I heard it from said it so matter of factly that I began to wonder, and him being a very successful trader in his own right.............
 
don't listen to these doubters, just buy every single offer, you can't go wrong.

And if you are offside, just take delivery. Then wait for your dec shorts to go into profit, or if they don't, then just deliver the other bunds. Nothing can possibly go wrong, this is great advice!
 
portOrient_springRolls.jpg



mmmm...
 
Get involved in the repo mkt, as that's the only place where you can get an idea of the roll's fair value. If there's no CTD switch, the roll is all game-theory. People front-running other people who are trying to front-run the people who happen to have large positions to roll. This game can play itself out in a variety of ways.
 
You must log in or register to reply here.

Similar threads

X
Trading the roll....
Replies
1
Views
2K
tripleogstar
T
B
Gapping/slipping/rolling help!
Replies
4
Views
2K
bigSquid
B
arabianights
Let's make the rolls pro rata!
Replies
12
Views
2K
DashRiprock
DashRiprock
P
Finspreads FTSE 100 Rolling
Replies
1
Views
3K
billywiz82
B
N
Rolling VS DEC bets?
Replies
3
Views
1K
newto it
N
Top