Futures (gov bonds) fundamentals

[shatztrader]

😆
I am new to this, hello everyone.
I am looking for resources on fundamentals for futures trading (bobl, bund, schatz mainly).
Anyone?
Best Regards
Good trading 😉

 

[Rhody Trader]

Be aware that when you say "futures" you are including a whole wide spectrum of markets, some of which have relatively little connection with each other. It sounds like you're after fundamentals related to the movement of interest rates. Do you mean "What fundamental factors move rate?", or do you mean "Where can I find the key data releases and such?"

 

[shatztrader]

tx for reply
the former (what fundamental factors move rates "in reality"😆?)
regards

 

[Martinghoul]

Rate expectations, risk premia, convexity - fundamental.

 

[shatztrader]

Rate expectations, risk premia, convexity - fundamental.

hey... thanks very much for reply

risk premia? not sure where to educate myself on that... any suggestions?
convexity? I ve had it at school (is that the second derivative?), how does it relate to for example-bunds? soory for sounding noobish...🙄

 

[Martinghoul]

Locate the 'Understanding the Yield Curve" series of papers by Antti Ilmanen (old Solly stuff). It's good stuff.

 

[Rhody Trader]

The two biggest things that move interest rates are inflation expectations and monetary policy expectations. Everything else pretty much spins off from there.