Fun n Games in the Bund

Just testing 117.59 support and getting excited about the 10am schatz auction
 
Not likely - there was enough volume in that move to dump on stops and plenty of churning at the bottom to make back losses.

HCAS said:
what the helll is goign on
this should screw rotter hopefully
 
Euribor trader.
nice thread- please keep posting ane we will all contribute as time goes on.
rgds
zarif
 
its tough i watch the long end bunds to trade euribor spreads but the range has gone bund has rallied back through 118 .. but the spreads are still not back the the levels they should be in trelationship to the bund any ideas? sep/dec 17/16.5 it was like that yeaterday when the bund was 50 ticks lower. :rolleyes:
 
I have recently started looking at Schatz/Bobl and there are actually some nice double bottoms and tops which trade quite classically intraday. Saying that my first ever schatz/bobl trade took my arris. I found respect for it very quickly.
Euribor has become such a dud recently it seems better to use that as the hedge market now rather than the primary as most do who trade it.
Has anybody looked at Eurodollar/2yr or 5yr? wondering if this can work.
 
I've been wondering about that, too. Thing is, though, the spread looks covariant with each of its legs, so if it's a directional play you're after why not trade the Bobl alone and save fees ?

twalker said:
I have recently started looking at Schatz/Bobl and there are actually some nice double bottoms and tops which trade quite classically intraday. Saying that my first ever schatz/bobl trade took my arris. I found respect for it very quickly.
Euribor has become such a dud recently it seems better to use that as the hedge market now rather than the primary as most do who trade it.
Has anybody looked at Eurodollar/2yr or 5yr? wondering if this can work.
 
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