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    Schatz Euribor ratio

    How many Bor months you trading against?
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    Bobl bid/offer size

    It has changed for the worst in the last few weeks and its not just the sole Eurex lads, the Ted traders in my shop showing Eurex legs are being hurt and the few gilt/bund/t-note spreaders etc are too. Is it anything to do with this new price feed, i'm trying to find out more about it. Does...
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    spread ratio

    Here you go..9th FEB 2007 from BB BUND BOBL SHATZ T-NOTE BUND NA 1.88 4.80 1.801 BOBL 0.532 NA 2.554 0.958 SHATZ 0.208 0.392...
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    spread ratio

    Bloomberg FH page gets a matrix up for this
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    new eurex data feed

    If you are autospreading on Eurex and dont have the new feed then you only get price updates every 250 milliseconds rather than realtime. This means if you are competing against a system with realtime then you will be miles behind the others. I know RTS and Ecco have it. Not sure about...
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    EUROYEN question

    Anyone traded the EUROYEN on SGX, TIFFE? Any idea of the liquidity, exchange fees etc, i have looked at TIFFE but the t+2 settlement could hurt.
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    Need information about ECCO please

    The ladder has no drift and one price column. They haven't updated their website pictures yet. Its also got some good OCO and clever stop functions. Im starting on the 1st of Jan during my TT cancellation and will give you all a heads up. The price is good as well, £300 a month for LIFEE...
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    Need information about ECCO please

    Hi, I have heard through the grapevine that Ecco have been offering a ladder in London for £300 a month, is this the drifting version they had or are they offering the static version TT have been trying to sue them over? (have they won the court case?) Anyone seen this so called ladder...
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