Bund Futures

[bone]

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.

I traded Bunds (and other European interest rates) for many years. About 2:00 am Eastern time in the US equates to 8:00 am Frankfurt Germany time - that's approximately when the day's first and largest liquidity surge happens. You will also see a smaller liquidity surge at about 9:00 am Eastern time in the US which equates to 3:00 pm in Frankfurt, Germany. The US Civilian Unemployment release sometimes has an impact on the Bund. There used to be a very high correlation between the US Ten Year and the Bund - please be aware that is no longer the case.

The most important economic release is the ZEW Index. I have provided a link to it below:

https://www.zew.de/en/publikationen...ngsberichte/konjunktur/zew-finanzmarktreport/

Please be aware that the ZEW information is leaked to the big German Banks prior to the public release.

 

[Bernard111]

I would add that Eurozone PMIs data are relevant, too and be alerted on auction dates and hours.