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  1. C

    Roll returns

    Thank you for the answer, Martinghoul. You were right, I got confused by the 32s. Forgetting the Dec-March spread and focusing only in the Sept-Dec spread of ZN and GBL, the latter is clearly higher (1.46 vs 28/32 at the moment of writing this) and I understand that as you said both depend on...
  2. C

    Roll returns

    I know these are newbie questions, but I have a couple of doubts which I can´t solve. Why is the difference between Sept-Dec ZN so small and the Dec-March ZN so big in comparison? And why is the roll return higher for the Bund if the yield curve is flatter for the German bonds? Thank you
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