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Good to see Yield curves in the software however is there any chance of being able to chart the benchmark curves for europe, uk and japan? Your parent company IDC offer lots of fixed income products so why do you not carry quotes for 2's, 5's, 10's and 30 year benchmarks for the large...

Doesn't wind me up one bit as I don't trade any of the products they list. I just pointed out their mistake. Lets face it there is much amusement to be had on ET. The vast majority of material found on here is a joke.

Umm Euro 1 Year fixed rate refi plays?

I think they just realised the mistake they had made crunching the numbers. Quite funny for a bunch of maths gurus hey.

I have been thinking about this a bit more and on face value you would think that doing 76.8% of the eonia, they must be trading with themselves. However they must be taking thier volume figures and comparing them to the exchange figures, so in actual fact as a % of the market you would have to...

That can't be healthy can it. I wonder at what percentage it would have to get to before the exchange or indeed regulators took an interest.

10 years of trading....naive, hmmm. It’s adapt or die my friend. You have not substantiated your claim in any way, shape or form. You are making a lot of noise about nothing. Its like a pro sports man complaining because his competitor has been studying videos of his game play looking for...

Hey I am as anti Algo as the next man, but I cant see your gripe with this. All I can see is a standard time and sales file that is enhanced with the order book updates. I can see no mention of trade id or originator. If you have downloaded the sample file and managed to pull out trade data...

Liffe sterling is cash settled, it makes it easy to change tick size. I believe it is technically more difficult to increase the tick size on a deliverable contract as it has a knock on effect on the basis and CTD calculations.

Just my opinion, and I have expressed this in another thread in the Eurex forum. I think that full tick Bobl would benefit the algo's and I for one am happier with it staying half ticks. For my trading style I prefer lower liquidity with greater volatility. The reason why I think full ticks...

Break of a key chart level, not that it was easy to stay short with all the twat black boxes trading counter trend. Hopefully the over exuberant rise in world long term bond yields will put a brake on the economic recovery and we can get back to the everyday doom and gloom that we have grown to...

Thanks for the update Beaker.

No, I think it was an algo negative it going to half ticks and has freed the Eurex curve up a bit. Thats just my opinion though, I prefer lower volume and larger ranges.

Hearing a rumour that Bobl is going back to full ticks on the 11th May. I think that would be a bit of a shame.

I second that, you could start by fixing Eurex. Super imposing the legacy values api inside market price on top of an ebs trade feed is not the answer. I think you will be hearing from Eurex soon about this.

Excerpt from the press release at. http://www.eurexchange.com/about/press/press_625_en.html Around 45.9 million contracts were traded in the fixed income derivatives segment (March 2008: 69.5 million). Approximately 18 million contracts were traded in the Euro-Bund-Future. Trading volume...

Hello Barth, thanks for your reply. I have actually got a free trial of CQG so I can compare the two . I believe ESignal are incorrectly identifying when trades are trading on the bid or offer which is messing up my market delta. I have been noticing this for a while now but neither ESignal...

Yeah I am not really interested in debating the merits of each. I have a very specific time and sales example I would like to explore. Thanks.

Hi, Is there anybody using Market Delta with CQG as the data feed? I use ESignal and would like to compare some charts with a user running with CQG as I believe Esignals data for Eurex is erroneous. If you can help me out please drop me a private message so that we can swap a couple of...

Read the title for this sub forum. Its for EUREX Trading not FOREX Trading. Why do you not post your questions in the correct sub forum.