Spread Ratios

Does anyone know exact ratios between:

30 Yr TBond - 10 Yr Note
Bund - Bobble
Bund - 10 Yr Note
Bund - 30 Yr T Bond

Thank you in advance

NOB - 3*2
Bobl/Bund - 2.25*1

(spread ratios continously change, although 3*2 on NOB and FITE has been around for some years)

Not sure of Bund/T-Bond ratios - 'heard' Bund (1) * Note (0.9), need to double check. I wouldn't trade it until I'm sure.

If u wanna know the ratios for the spreads, you should look at the daily Average True Rate (ATR) for both of the contract. For the bund and bobl, the ratio is 2 bobl for 1 bund. This means, the bund will move twice faster in comparison to the Bobl. You can create a chart for bund and bobl using this formula: Bar (DL*2-DB,1). If you wanna long in the spread, you long in the Bobl and you short in the Bund. And if you wanna short in the spread, you should short in the bobl, and long in the bund. In other words, you should long in the Bobl if you wanna long, and you should short in the Bobl if you wanna short in the spread. I'm an full time trader in a prop firm. A trainee actually. I've done some research on this field to improve my trading. If you wanna trade in a very short term period, i.e intraday, there is a different skill that you should consider if compared to seasonal. You may consider the butterfly spreading, which is a very complicated spreading, involving three market. For example, the Bund, Bobl and the Shutz. But then, if you're an intraday trader and you want to know more, you can e mail me. However, it's just an overview fr a trainee, not a very professional and experienced trader. Good luck with your spreading.

6Schatz/3Bobl/2Bund
8Euribor/5Bobl
4Euribor/5Schatz
7Gilts/10Bunds
5 Eurodollar/6 2-years
100 US 10-year noote to 57 bund.
3US 5-year : 2US 10 year
36Sterlling:50Euribor

It does not follow that these spreads are best charted in these ratios. Also some people use different ratios. These are just what either I have used in the past or picked up from other traders.

10yr /Bund on that ratio twalker must be pretty vicious! I hate that spread.

millionaire, i've been spread trading this stuff for years. Fly is great if you get the Bobl right, else you're pretty much screwed. Especially in the 'current' market.

zee uk- wot do you mean by "current" market?
Are you referring to the enormous size in bobls these days and the flipping?
Its impossible to get a fill these days, almost as if that shadow trader or someone knows what your trying to do!

hole in one hcas. everything is getting flipped viciously, all the german and US stuff. A lot of money must be being made and lost. Some of the clip sizes and frequency is just unbelievable. if u get a fill, ur pretty much dead! Tough days these....

zee uk, spreading looks doomed especially as more and more people go automated and high freq