Best Thread Bund Bobl and Schatz Thread

[John_Galt]

curious as to why volume seems to move into the March 09 bonds so early in December? . I noticed the same with US treasuries. But not the equities or commodities..

 

[zeeuk]

Dec 08 Bonds stop trading coming Monday (8/12/08)!

curious as to why volume seems to move into the March 09 bonds so early in December? . I noticed the same with US treasuries. But not the equities or commodities..

 

[arabianights]

Because you don't want to be called upon to deliver them... And everyone wants to roll over early as everyone know everyone else wants to roll over early, dig

 

[zeeuk]

Nice squeeze in it too!

 

[eldrechr]

US Bonds roll as soon as first notice day occurs as it is an american style expiration, and you could be called upon to deliver if holding a position past first notice day. In European bunds we roll in the day or 2 before expiration (Bund, Bobl and Schatz expire on Monday). Whilst the equities have another couple of weeks until they expire. Use the exchanges websites to verifiy expiration dates.

 

[tripleogstar]

curious as to why volume seems to move into the March 09 bonds so early in December? . I noticed the same with US treasuries. But not the equities or commodities..

Also depends on what the CTD bond is for the March contract and whether it is switching constantly. Back in August, the CTD on the Long Gilt Dec contract was changing between the 5 18s and 4T 21s, so traders started pricing their bonds off the Dec contract instead of the Sep. Thus leading to a rise in the price of the Dec contract as everyone started rolling over. Looking at the roll ratio is also important

 

[johninvestor]

stock market investors

A key ratio that is commonly calculated by stock market investors is the P/E ratio, known as just the PE ratio or Price to Earnings ratio or even known as the “earnings multiple” or just the “multiple”. A P/E ratio of a stock is a measure of the price paid for a share relative to the annual income or profit earned by the firm per share.

 

[AgeKay]

A key ratio that is commonly calculated by stock market investors is the P/E ratio, known as just the PE ratio or Price to Earnings ratio or even known as the “earnings multiple” or just the “multiple”. A P/E ratio of a stock is a measure of the price paid for a share relative to the annual income or profit earned by the firm per share.

WTF? That post was completely off-topic. Please go back to your "stock market investing", newbie.

 

[RidderTrade]

WTF? That post was completely off-topic. Please go back to your "stock market investing", newbie.

Treasury bond usa now sharply lower today

as expected.

good luck, ridder trade

 

[carlos25]

trading fly

By the way stirs can be very good products to trade but unless you are spreading them against other months its tough to just scalp the market due to the tight ranges and huge bid/offers on a pro rata algorithm.

If you are going to scalp them make sure you don't scalp the front month and instead scalp something with a little more volatility. Also be aware of what the other months are doing so you can keep track of what the spread traders (majority) are doing.

I appreciate you trying to keep the thread on topic

Hi ive been trading the bund bobl shatz fly last year and found it to be pretty stable on a 1 3 4 ratio plus pre market activity before 7am and a min during the close. Do you know of any companys at the moment that is looking for traders 1

 

[lo4000]

Hello I take long if touch at 115.335

 

[stusse]

Hello I take long if touch at 115.335

why?

 

[lo4000]

(support trendline since 09.23.2008

 

[lo4000]

on BOBL sorry, I'm new on this forum

 

[AgeKay]

ok, i was just wondering myself what contract you were talking about.

 

[lo4000]

move the entry point on 115.350, don't want to take to much risk, but i guess i gonna miss the train

 

[traidor1]

move the entry point on 115.350, don't want to take to much risk, but i guess i gonna miss the train

So now that the Bobls at 115.28, have you covered your position or are you still in? Depends on your exposure I guess.

 

[stusse]

So now that the Bobls at 115.28, have you covered your position or are you still in? Depends on your exposure I guess.

now it's at 115.93. Are you out kicking yourself or what happened?

 

[mrbobls]

Hearing a lot of noise regarding the BOBL going back to a full tick again, anyone else listening to the jungle drums????

 

[stusse]

didnt hear anything but it's been closed down twice now because of circuit breakers, too much volatility... obviously because of lack of liquidity. From what I hear the stg return to full tick was successful. so it does sounds reasonable.