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CME 3 month Eurodollar futures monthly volume has risen over the last 3 months has it?

Bund open interest is the lowest I have seen it pre-roll for quite some time. ISM non manu day and the ten year note has done sub 300k at 16:20 GMT. The irony is that you would have thought there was more reason for these type of instruments to be flourishing during these uncertain economic...

What a brilliant first post on ET. Why dont you share the news with your friends if you have any. I am certain the anon contributers of ET couldnt give a flying f### who you are or where you are going. Ps I am no longer shopping at Tesco's it going to the dogs I am instead only using...

Typo: 22% lower than August'06.

The fixed income derivatives segment reached 38.8 million contracts (August 2007: 67.6 million, August 2006: 50 million). The Euro-Bund Future totaled 15 million contracts, the Euro-Bobl Future 9.9 million contracts and the Euro-Schatz Future 9.5 million contracts. So thats 42% lower volume...

I will pass on the details tomorrow morning Sarah.

Yup, reading waffle like this on ET. You certainly hit the nail on the head there.

After 14 years of being a local have you got any more insights into the seasonal nature of the Eurex fixed income products that you can share with us?

Am I missing something in this post? I cant see how it would inspire or motivate anyone. I have been trading for 8 years full time and I reckon you either have the self belief or you dont. If a chat transcript pumps you up and makes you want to trade then I think your on a very slippery...

I would recommend you read Mind Over Markets by Dalton. This is for me the best book on the profile development. There is a chapter towards the end of the book that covers what it takes to become a trader and it would almost be worthwhile reading that first, as it is a bit of an eye opener...

Market Delta is aware of the problem and has been for sometime. This is vendor specific to Esignal. Originally this was due to a problem with the Esignal data manager that Esignal is confident has been addressed in the latest version. Market Delta is yet to release an updated version although...

If you use market delta with Esignal you should be aware that the software produces erroneous results with Eurex data. The Footprint chart which is the cornerstone of the application will record totally incorrect information of quantities trading at the bid and the offer at seemingly random...

100K plus bunds done between 13:00 and 13:30 today, more than over ifo or over an ecb press conferance and then durables comes in well above expectation. The most blatant example of the leak seen to date or what?

I trade Eurex on TT and I find the time and sales a bit inconsistent. Esignal carries time and sales that appear to be more accurate than my front end. If you use TT with the EBS then it may be more accurate as I think the trade data is non netted. Other than that there is CQG or any of the...

Spoke to our Eurex account manager, who also spoke to product development. They said there was no truth in this rumour of half tick bunds. Guess time will tell

That will be the curve f##ked even more then. I would be very suprised if retail accounts have found that the extra half tick pricing was lending itself to better fills. I would have thought the reduced liquidity and extra volatility has probably introduced more slippage. Still its better...

Bit of a shame to have seen this thread fall into a slaging match. I think volumes are thin because leverage has taken a hit with the credit crunch. Local participation has been reduced due to increased algo trading last year and of couse the general rise in uncertainty in the financial...

This curve has lost all semblance of rationality hasn't it? Suddenly the ECB signalling a possible rate hike warrents banks changing tack to saying there could possibly three hikes. The 2/10s spread goes from positive to record inversion of over 25bps since the euro inception. Bund has no...

Tommi is at Marex and the service is purely in-house, which is a shame.

A very bold statement to label most traders being such. I suppose at the end of the day if you make money, you can live with being stupid and lazy :)