TWI
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Advantage is liquidity.
Look at spread on very short term chart ~10min and put on some bollingers.
Suggest you think twice about bobl schatz it is a visciuos monster. Have a look at Euribor schatz. Have to experiment with differnt Euribor months to find range bound spread. It aint easy.
Sterling or Euribor calendars are a bit better but then the method is too.
Only think about this if you have very low rates and a direct exchange access on a pro platform. Too many pro's already doing this. If you haven't got top kit and fast execution you will not cope with it.
Look at spread on very short term chart ~10min and put on some bollingers.
Suggest you think twice about bobl schatz it is a visciuos monster. Have a look at Euribor schatz. Have to experiment with differnt Euribor months to find range bound spread. It aint easy.
Sterling or Euribor calendars are a bit better but then the method is too.
Only think about this if you have very low rates and a direct exchange access on a pro platform. Too many pro's already doing this. If you haven't got top kit and fast execution you will not cope with it.
