Definintion of Bund, Bobl and Schatz

[Billyfoereal]

Hi,


I was wondering what the definition is of the Bund, Bobl and Schatz?

People who trade those products are they bond traders or interest rate traders?


Regards,


Billy

 

[Martinghoul]

Definitions here: http://www.eurexchange.com/trading/products/INT/FIX/products_en.html

Answer to second question is both... Interest rates (however you define that) are one of the major factors that determine bond prices (the other being credit).

 

[Billyfoereal]

Quote from Martinghoul:

Definitions here: http://www.eurexchange.com/trading/products/INT/FIX/products_en.html

Answer to second question is both... Interest rates (however you define that) are one of the major factors that determine bond prices (the other being credit).

Martinghoul,


Thank you for answering, I will check the "url" you posted.

Regards,

Billy

 

[J-Law]

Marty,
Thanks for sharing. As always you are an encyclopedia of trading/product knowledge.
Was amazed after looking at the MM link how illiquid the posted volume is in the
Three-Month EURIBOR Futures. Being a MM instrument figured there would be HUGE volume.
http://www.eurexchange.com/trading/products/INT/MON/FEU3_en.html?mode=quotes

J-Law

 

[TsunTzu]

The main euribor volume is conducted on NYSE LIFFE

http://www.liffe.com/data/dfut110927.pdf

Quote from J-Law:

Marty,
Thanks for sharing. As always you are an encyclopedia of trading/product knowledge.
Was amazed after looking at the MM link how illiquid the posted volume is in the
Three-Month EURIBOR Futures. Being a MM instrument figured there would be HUGE volume.
http://www.eurexchange.com/trading/products/INT/MON/FEU3_en.html?mode=quotes

J-Law

 

[MGJ]

There's another interest rate product on Eurex, that's definitely worth exploring. I trade it and I'm not alone.

Schatz, BOBL, Bund, BUXL. Check the Eurex website, check your broker's website, check your data vendor's website. See what you think.

 

[FGBLMSTX]

How do you trade the buxl? I looked at that and didn't think it was liquid enough for scalping..

oh yeah, I normally scalp for about 1-4 ticks on FGBL/M & stoxx

 

[booked]

How long you been doing that FBGFMLSLNFDMDL? Bund seems to be getting crazier and crazier to me, it's so thin now, do you read the depth for scalping it? I had a look at the buxl as well but I thought the same thing, even thinner than the bund, would be pretty crazy.