Recent content by jcmh

Not sure really. A couple of things to consider are; How often is the synthetic index updated (Which one are you looking at) For instance, it may be every 30 secs, and in the mean time Rio & BHP have fallen in Australian trade, dragging the FTSE down a few ticks.

Yeah, mainly use TT, but also PATS - dinosaur, but access to all markets. Despite the union jack i trade in sleepy Australia. Started at Mac in London about 6 yrs ago, Refco, Etc. Which i presume with your Gib flag is familiar to you. Trade my own account on pretty much all Eurex/Liffe (except...

Cheers for the help. I'll give these a go and see what comes out in the wash

Now, it's easy to recreate the Euribor curve. It's also easy to recreate a zero risk curve using government bonds. E.g bund, bobl The difference between the two curves is the implied risk of default and non-delivery (I presume - please correct if i'm wrong) This risk should vary depending upon...

If i understand your question correctly, it all depends upon how your TT gateway/server is configured. Normally by trading the spreads the outrights will be offset, and you shouldn't see a spread position. However if your clearer hasn't set it up like this your outrights will still disappear but...