Hi,
Those who do not have bloomberg how do you follow when issued yield. I have CQG but i am unable to get yield using BGcantor + the data is not matching with bloomberg. Bloomberg shows price around 99.84 & yield 1.074/1.066 CQG only has price which is 106.
I do yield spread trades using futures & cant do without cash data in US, but same trades are done on EUREX assuming mean reverting nature of Bund Bobl Schatz spread with no access to cash quotes, anyone has any solution.
I know bloomiee has no Fixed Incme dedicated terminal, has anyone tried reuters.
Good Trading on auction day
Naveen
PS: Martinghoul , thanx for the yield curve series paper , very interesting read.
Those who do not have bloomberg how do you follow when issued yield. I have CQG but i am unable to get yield using BGcantor + the data is not matching with bloomberg. Bloomberg shows price around 99.84 & yield 1.074/1.066 CQG only has price which is 106.
I do yield spread trades using futures & cant do without cash data in US, but same trades are done on EUREX assuming mean reverting nature of Bund Bobl Schatz spread with no access to cash quotes, anyone has any solution.
I know bloomiee has no Fixed Incme dedicated terminal, has anyone tried reuters.
Good Trading on auction day
Naveen
PS: Martinghoul , thanx for the yield curve series paper , very interesting read.
