Yield Curve

[bond_trader1]

Does anyone know where I can find a continually updated yield curve for European interest rates with regards to trading the Bund?

 

[alexander]

Does anyone know where I can find a continually updated yield curve for European interest rates with regards to trading the Bund?

http://www.bloomberg.com/markets/rates/germany.html

The best source for fixed income by far.


Cheers -- Alex

 

[xtf]

other bloomberg screens for STIRS/ spreads

Any good screens you could recommend for STIR trading on the Bloomberg terminal?

 

[futures_trader]

http://www.bloomberg.com/markets/rates/germany.html

The best source for fixed income by far.


Cheers -- Alex

hey alexander...
i think the link uv given gives the curve for the spot mkts...whr as most of us trade the futures....isnt it?

 

[xtf]

I've just got one at work so was thinking about using it for some spreads- I've had a look at the commitment of traders report and put call ratio. I wondered if there was anything more useful (or guaranteeing profit!)for long term spreads in financials or other futures

cheers

 

[spreader_legger]

calculating yields

This may seem like a silly question.


But does anyone know how to calculate the yield from the actual market tick data?

PS I trade the Bund

 

[Dentalfloss]

try fixedincomeinvestor.co.uk

 

[rbibb]

Bloomberg.com: Government Bonds

The best source for fixed income by far.


Cheers -- Alex

Hi

This is slightly off target but can you tell me which bonds this page displays or is it a selection of benchmark bonds. I am trying to develop an understanding of how to construct a good quality zero curve for various bonds (US, UK and Euro zone) and I'm not sure how to decide on which bonds I should use. Any help would be gratefully recieved.

Thanks

Richard