bond futures
- Thread starter Vinny1
- Start date
Daniel_m. When you say little multiplier you mean tick size as in 1 tick = 10 Euros?
I tried trading it and can't make money to save my life. In addition, my whole day is shot since I get up at 2AM. Anywaym I am back to stocks and much more profitable. I can see why that contract is good for trading though. Nice depth and low exchange fee 25% that of chicago contracts.
I tried trading it and can't make money to save my life. In addition, my whole day is shot since I get up at 2AM. Anywaym I am back to stocks and much more profitable. I can see why that contract is good for trading though. Nice depth and low exchange fee 25% that of chicago contracts.
A few points from someone who makes a living trading these things:
1) The Eurodollar does not trade during the day electronically.
2) During the U.S. day session from 7:20 to 12:00 CST, the Eurex Bund trades between 400 - 600K contracts.
3) The electronic A/C/E Bond and Note contracts trade about 70% of the total contract volume.
4) Look carefully at the trading range for the Bund versus the US 10 Yr Note. You'll notice that the Bund trades one tic for every US Ten Year note half-tic. In fact, the Bloomberg currency-adjusted hedge ratio between the two is 1.1:1.
1) The Eurodollar does not trade during the day electronically.
2) During the U.S. day session from 7:20 to 12:00 CST, the Eurex Bund trades between 400 - 600K contracts.
3) The electronic A/C/E Bond and Note contracts trade about 70% of the total contract volume.
4) Look carefully at the trading range for the Bund versus the US 10 Yr Note. You'll notice that the Bund trades one tic for every US Ten Year note half-tic. In fact, the Bloomberg currency-adjusted hedge ratio between the two is 1.1:1.
