Bund Futures

bone said:
Bunds are tough to manually scalp in the traditional sense because the bid and offers trade out so damned fast. Like most electronic markets these days. But selectivity (choosing your spots carefully) and discipline go a long way. If you insist on buying bids and selling offers exclusively it might get tough for you.
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Bone I have been trading Bunds professianally for 13 years and I have no clue what are you talking about
 
Trader13 said:
Any suggestions for intermarket spreads with Bunds?
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Here's my 2 cents FWIW. YMMV.

Well, that's why Eurex has been trying to bring along the CONF, BTP, and Buxl markets with mixed results. Those DV01's would work well with the Bund with the exception of the Buxl. Liquidity is the big issue.

I am not a big believer in Bund vs ZN. (I have similar reservations about WTI vs Brent) For several years, I made a living spreading the Bund against the Schatz and Bobl - but that's intra market. I have always wanted to try the Bund basis trade, but US firms (at least the Chicago prop firms) during my time couldn't get access to the European cash markets.

In the 1990's traders were dong really well spreading the Bund vs the French 10 Year Notionale, but liquidity in the Notionale is spotty.
 
waitwhat? said:
Bone I have been trading Bunds professianally for 13 years and I have no clue what are you talking about
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Hi, could you direct me to any information where daily trading volume for the bund is quoted by exchange?
Everywhere I look it's only eurex eurex, are the derivatives traded solely through eurex, or are there other significant marketplaces that eurex just doesn''t want me to be aware of?
Thank you.
 
wave.2.trade said:
Hi, could you direct me to any information where daily trading volume for the bund is quoted by exchange?
Everywhere I look it's only eurex eurex, are the derivatives traded solely through eurex, or are there other significant marketplaces that eurex just doesn''t want me to be aware of?
Thank you.
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Bund Futures are exchange-traded, and as such is the only volume that could be reported.
The cash side is handled by institutions and each may have a different volume that they do not need to report.
 
MattZ said:
Bund Futures are exchange-traded, and as such is the only volume that could be reported.
The cash side is handled by institutions and each may have a different volume that they do not need to report.
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thank you, so you mean no data anywhere at all? I noticed ICE is also clearing bunds.
 
wave.2.trade said:
thank you, so you mean no data anywhere at all? I noticed ICE is also clearing bunds.
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You welcome.

I am not sure about ICE Bund liquidity. Our customers trade the Bunds on Eurex and in my opinion that is all the data you need for analysis.
 
thanks again, yes i am researching futures brokers, while broadening to rates, researching the market at the moment, so i will have a look at your company as well.

yes, I understand that eurex is the main marketplace.
i'm not looking for exactness in this data, more for the general statistical feel.
the idea behind having a look at fgbl's distribution of liquidity along time is to identify the main trading times of the secondary market i.e. when does the most important intraday timeframe opening happen.
 
wave.2.trade said:
thanks again, yes i am researching futures brokers, while broadening to rates, researching the market at the moment, so i will have a look at your company as well.

yes, I understand that eurex is the main marketplace.
i'm not looking for exactness in this data, more for the general statistical feel.
the idea behind having a look at fgbl's distribution of liquidity along time is to identify the main trading times of the secondary market i.e. when does the most important intraday timeframe opening happen.
More...

I would be glad to help. We can supply platforms that have volume and graphics display that would allow you to analyze the markets. drop me a PM any time.
 
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