Euribor Schatz Spread

[borso]

Benefit of experience needed !!!

Been trading Euribor (Spreads and Outrights) for around 5 years now and am looking to move into trading the Euribor/Schatz Spread. I know the ratio is 4 Bor to 5 Sch but need to know the CQG codes, can anyone help?

 

[Lucky_81]

QEA for Euribor - then obviously expiry e.g QEAZ7 for Dec 7

 

[fat chance]

Benefit of experience needed !!!

Been trading Euribor (Spreads and Outrights) for around 5 years now and am looking to move into trading the Euribor/Schatz Spread. I know the ratio is 4 Bor to 5 Sch but need to know the CQG codes, can anyone help?

You traded euribor outright for five years without ever looking at a schatz chart, and without realising that your CQG has a symbol finder? That's focus I guess.

 

[borso]

Obviously didn't make myself to clear, for that I apologise. I know what the individual cqg codes are i wanted to know how i type it into to CQG in order to account for the ratios!!

It's not just the simple case of Bor minus the schatz or vice versa!

 

[fat chance]

Obviously didn't make myself to clear, for that I apologise. I know what the individual cqg codes are i wanted to know how i type it into to CQG in order to account for the ratios!!

It's not just the simple case of Bor minus the schatz or vice versa!

Euribor is 25 euro per 0.01 of price, schatz is 10 euro per 0.01 so a trading ratio of 4 euribor : 5 schatz charts as 4 * 25 * euribor price : 5 * 10 * schatz price, so use 2 * QEA - DG in CQG for example.

 

[borso]

Thats just what I needed fatchance, thanks.

I'll forgive your previous sarky post !!

 

[futures_trader]

Thats just what I needed fatchance, thanks.

I'll forgive your previous sarky post !!

hey borso...

iv seen ppl doin 1:3 ratio too for the schatz/bor spread....i think it depends on which month in bor ur lookin at...which one ru doin??