Trading the roll...

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XR3i

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Hello, you will have to excuse me, new to all this...

Can someone please let me know about trading the Bund roll... Now I have heard that all you have to do is buy it early doors and keep on it, selling it all out before it rolls..
I could test this out but obviously with it only happening 4 times a year it would take a while.. But if anybody does this or knows someone that does this let me know..

Thanks(y)...
 
Well yeah this is what I was thinking, but the person I heard it from said it so matter of factly that I began to wonder, and him being a very successful trader in his own right.............
 
don't listen to these doubters, just buy every single offer, you can't go wrong.

And if you are offside, just take delivery. Then wait for your dec shorts to go into profit, or if they don't, then just deliver the other bunds. Nothing can possibly go wrong, this is great advice!
 
portOrient_springRolls.jpg



mmmm...
 
Get involved in the repo mkt, as that's the only place where you can get an idea of the roll's fair value. If there's no CTD switch, the roll is all game-theory. People front-running other people who are trying to front-run the people who happen to have large positions to roll. This game can play itself out in a variety of ways.
 
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