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This is a discussion on Shatz-Bund Ratio within the Money Markets forums, part of the Financial Markets category; Can someone tell me the correct ratio for this please, I use cqg and have it configured on a 5 ...

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Old Nov 6, 2008, 6:38pm   #1
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Shatz-Bund Ratio
Can someone tell me the correct ratio for this please, I use cqg and have it configured on a 5 to 1 ratio and even though the direction of the spread is correct, my prices (ie how many basis points its up or down on the day) is different to what my sqwalk says????

Cheers
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Old Nov 16, 2008, 12:46pm   #2
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Can someone tell me the correct ratio for this please, I use cqg and have it configured on a 5 to 1 ratio and even though the direction of the spread is correct, my prices (ie how many basis points its up or down on the day) is different to what my sqwalk says????

Cheers
anyone??
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Old Nov 17, 2008, 5:18am   #3
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this is what they do

http://www.eurobondonline.com/eurexonline.htm
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Old Nov 17, 2008, 6:25am   #4
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cheers, this is the exact stuff i was after, bundles of information... thx again.
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Old Mar 2, 2009, 5:55pm   #5
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i believe it is 4:1
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Old Mar 3, 2009, 3:57am   #6
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For Mar futures, it's 5:1 (100 bunds vs 496 schatz), while for Jun futures it's more like 4:1 (100 bunds vs 419 schatz).
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Old Mar 3, 2009, 6:29pm   #7
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For Mar futures, it's 5:1 (100 bunds vs 496 schatz), while for Jun futures it's more like 4:1 (100 bunds vs 419 schatz).
cheers all i'm gonna go for 9/2, seems to be working......for now anyway!
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Old Mar 10, 2009, 10:10am   #8
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Do you use scalping in the bund or another method?
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