Recent content by shanebrannick

That's a great help. Thanks Lads

Thanks Martinghoul

Hi, Does anyone know when most traders will move over to the Dec expiry on the Treasury futures? Cheers Shane

I meant spreads like the 2 year V 10 year, 2/5/10 Fly etc. And if the BPV changes in one contract (because of a change in CTD), then the correct ratios will change because the future will become more or less volatile.

Thanks for your help lads. In answer to RT, I thought that the ctd changes a few times during the life of the futures and I was worried that it would affect the Basis Point Value of the futures and make the spreads behave differently. I was planning to trade spreads so I thought it was...

Hi, I'm Shane. I've been trading Bund Bobl Schatz for the last 2 years but have been considering looking at the US bond futures as well. Does the fact that the CTD bond changes so much affect trading from day to day. It hardly ever happens in the Bunds so I've never had to worry about it...