D darp Sep 16, 2012 #1 Whereas there are German ETFs on long bonds, cannot find anything on French ones. My take is they will go the way of Greece in 1-3 years. OAT seems to be futures on F bonds but can not see the length of the bonds. Any help appreciated. Darp
Whereas there are German ETFs on long bonds, cannot find anything on French ones. My take is they will go the way of Greece in 1-3 years. OAT seems to be futures on F bonds but can not see the length of the bonds. Any help appreciated. Darp
M Martinghoul Sep 16, 2012 #2 The underlying for OAT futures is a basket of bonds of 10y (or thereabouts) maturity. Generally, you can find the exact list of deliverable bonds for all Eurex bond futures here: http://www.eurexchange.com/exchange...liverable-bonds-and-conversion-factors/48418/
The underlying for OAT futures is a basket of bonds of 10y (or thereabouts) maturity. Generally, you can find the exact list of deliverable bonds for all Eurex bond futures here: http://www.eurexchange.com/exchange...liverable-bonds-and-conversion-factors/48418/
