Recent content by traceyjc

I've been a professional tech trader for a year now and i've never seen so many fake signals as I have in the Bund over the past year. It's a lottery in there. Short US30year if you're looking for a bond trade

Quick Bond question if anyone knows the answer: Month end extensions are quite large for europe this month (according to the squawk, 0.09yrs) Does anyone know a way to translate that into a rough amount of futures, say 5000 bunds? Cheers John Futures/Options Trader

Hi I was wondering if I could ask you a bond question. Month end exstensions in europe are said to be high this month. I tihnk the squawk said 0.09yrs. Is there anyway to translate that into equivalent amount of futures (say 5000 bunds or something like that)? Thank you kindly John Futures Trader

Thanks for the reply, would you see the ratio more as 5:1? That's what I was told but bloomberg is giving a ratio of 1:4.364 so I went with 9:2. I'd rather be exposed to higher bund price though. Could I ask how you calculated this?

Hey out there In need of an answer asap... If you have a Schatz/Bund spread on with a ratio of 9 Schatz to 2 Bunds What is the value amount that the spread will change if the spread moves 1 basis point? I've calculated €90 but am not sure. It's urgent so any replies would be much...

Hey guys In need of help quick!! Havent been on this site in a good while but I know you're a good group so thought i'd ask. Need some help ASAP. If anyone who's looking here knows when you put a Schatz/Bund (german 2yrvs10yr) spread on, for every basis point that the spread moves, how much...

I'm short dollar yen myself suji, targeting 90 over the next week or so. D oyou have any long term views on it? Cheers

Hey FB How goes FX these days? Got stopped out of a short dollar index trade there a when there was the spike. Finding it really difficult to get a good opinion on currencies at the moment. Any thoughts yourself?

Oversold? It's been steepening all week. Want to put on the flattener due to supply announcement in the US today and the auction next week. Month end extensions are expected to be massive again and so that would help out with the trade. Technically it looks good on the daily/weekly and monthly...

Does anyone know why the front end is so strong today (bobl/schatz)? Trying to get a flattener on here and am a bit cautious as I don't know why its steepening. any help would be v.much appreciated!

Hi all I trade Futures in Equities & Bonds mainly but venture into other products for longer term outlooks and am based in dublin. Just thought I'd add that!

Anyone know why the front end in europe is so strong today? Want to put on a flattener but it's making me think twice Cheers

Great question hughar; The opinion around the office and in other institutions (and hence my own opinion since i'm relatively new to the game!) is that the markets will go up until tuesday, S&P target of 930 before a sharp downwards correction in July. Now some of the reasoning i've heard is a...

Subject: ECB SOURCES ON COVERED BONDS Auto forwarded by a Rule Sources: ECB To Let Nat'l CBanks Do Most Covered Bond Buying> SOURCES:SOME CBANKS OPPOSE DISCLOSING DETAILS, CITING MKT EDGE SOURCES: SOME BIG NAT'L BANKS WANTED TO LIMIT ECB PURCHASES SOURCES: NOT CLEAR WHETHER...

Kaisen: You didn't actually miss the move, the retracement was the bit afterwards. The reason it took long to retrace was because the pattern took long to form, the longer the formation, the longer it takes to verify the pattern. Also on the drop, the technicals were a screaming sell: The 9/26MA...