Yield Curve

Does anyone know where I can find a continually updated yield curve for European interest rates with regards to trading the Bund?

http://www.bloomberg.com/markets/rates/germany.html

The best source for fixed income by far.


Cheers -- Alex

Any good screens you could recommend for STIR trading on the Bloomberg terminal?

hey alexander...
i think the link uv given gives the curve for the spot mkts...whr as most of us trade the futures....isnt it?

And as it's an HTML page you can even use a web query to import it into Excel and have it update dynamically there. Not sure you would actually need a bloomberg terminal itself unless you're doing something more complicated than outrights and a few spreads imho. People get all excited about it and end up not using 1% of the functionality they're paying for (and it ain't cheap).

GJ

I've just got one at work so was thinking about using it for some spreads- I've had a look at the commitment of traders report and put call ratio. I wondered if there was anything more useful (or guaranteeing profit!)for long term spreads in financials or other futures

cheers

This may seem like a silly question.


But does anyone know how to calculate the yield from the actual market tick data?

PS I trade the Bund

try fixedincomeinvestor.co.uk