Best Thread Bund Bobl and Schatz Thread

[tar]

Can anybody confirm the 50 point drop at euro swiss Dec 08 13 Gmt @ 13 of march .

 

[arabianights]

If you're asking what I think you're asking if it's dropped 50 points since 13 March sounds about right - I'm expecting a very violent (by Euroswiss standards) correction upwards at some point next week as the money market intervention takes effect and the quarter 1 reporting pressure comes off. Take a look at what happened on the second of January...

(If you're asking if there was a fifty tick "blip" in one day I am almost certain that there wasn't)

 

[tar]

(If you're asking if there was a fifty tick "blip" in one day I am almost certain that there wasn't)

Thats it

 

[grantx]

High-low range on 1-min chart, 11:17:

Bund 1.74
Bobl 0.160
Scahtz 0.040

Grant.

 

[DaxDestroyer]

Re: FRIDAY SPIKE in BUND

Look here:

http://www.trade2win.com/boards/413466-post13.html

 

[gooseman]

not what i heard mate.....

 

[kobeyashi]

What I got mailed to me this morning was that 'someone sold 44000 lots at market'. I doubt the 44000 figure however, since on the 1min chart, the volume during that drop stood at 44068.
Given the state of affairs however, the 'If touched' Options theory sounds plausible.

Kobeyashi

 

[Mpoufos]

respect destroyer

 

[DaxDestroyer]

respect destroyer

Thanks mate!

 

[grantx]

My price feed went down for a couple of minutes. When it comes back back on, a 350,000 lot had just gone through. Couldn't Eurex handle the strain?

Grant.

 

[Directional]

in the Bund grant?

My price feed went down for a couple of minutes. When it comes back back on, a 350,000 lot had just gone through. Couldn't Eurex handle the strain?

Grant.

 

[gooseman]

there was a 5k block trade in options. you know what time and i'll check bloomie.

 

[grantx]

Gentleman,

Please see attachment. Actually, prices were coming through for fx but not Eurex so I can only assume it affected Eurex..

Grant.

 

[grantx]

On the 1 tick chart volume shows 348,000 (rounded).

Grant.

 

[gooseman]

no print on bloomberg.....

 

[grantx]

Goose,

From 1 tick chart. At 11:33:42 the price was 115.02 (last at 4 lots) . The price then went straight to 114.97 following the large size at 11:42:03. Could you check this please? Maybe it's just a symptom of my cheap feed.

Grant.

 

[gooseman]

Goose,

From 1 tick chart. At 11:33:42 the price was 115.02 (last at 4 lots) . The price then went straight to 114.97 following the large size at 11:42:03. Could you check this please? Maybe it's just a symptom of my cheap feed.

Grant.

what data provider/charts are you using? just to clarify June bund future? will check.

 

[gooseman]

i can't find any big single prints but i think the volume spike you're referring to is the dip on the back of the news that a large US bank were to auction off their leverage book in size.

 

[grantx]

On 1 tick chart, volume for bobl (I have 180,295 at 11:42:04) and schatz (199,039 at 11:42:06).

 

[gooseman]

will check again this morning-