Eurex Vols

estoxx too

i used to do a minimum of 1000 rt's a day and for the past month and change have barely been able to do 300. something def changed because all i do is stare at the market looking for something to do.
 
Do you have trouble getting filled on orders too?

Trades at your price but you do zero or stops short of your price by a tick then sharply reverses?
 
Quote from newtricks:
Perhaps the attraction to another venue is simply down to enough people having enough of the practices that eurex encourage,if enough people struggle then what have they got to lose by switching,if citi is where the business is,i would definitely take a look.
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You might. An institutional investor one of whose main concerns nowadays is counterparty exposure won't. And that means Citi (or whoever) is gonna miss out on a whole lot of biz. As I said, I don't buy it. In my world (rates), there's just no alternative to Eurex for certain products.
 
Not sure a lot of institutional guys use eurex anymore,I believe eurex offer a facility whereby you can trade OTC whilst using the eurex clearing house,therefore no need to enter the futures market that we see.

With the size they need to do 50-100 up in bunds just doesn't get the job done,hasn't done for about the last 6 months.

I dont think they use citi but I think eurex bonds have become a place for small orders,small traders and small and large algos,hence here we are today.
 
So what is it exactly that Eurex and the evil algos do exactly to piss you off? Frontrunning? I find that incredibly hard to believe.
 
I hear of a lot of RM guys in bunds (from all over the place, especially Scandis). Large clips are crossed all the time and they have also done pretty damn well with the re-introduction of the BTP futures, where there's actually pretty decent liqudity these days. So, again, I can't speak about other asset classes, but in their traditional rates products they're still doing pretty well. Just my $Z2c.
 
FBTP did 5k Lots today. I should imagine those doing well fall under the same skill set heading as Hildebrand's wife.


Quote from Martinghoul:

I hear of a lot of RM guys in bunds (from all over the place, especially Scandis). Large clips are crossed all the time and they have also done pretty damn well with the re-introduction of the BTP futures, where there's actually pretty decent liqudity these days. So, again, I can't speak about other asset classes, but in their traditional rates products they're still doing pretty well. Just my $Z2c.
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Quote from TsunTzu:
FBTP did 5k Lots today. I should imagine those doing well fall under the same skill set heading as Hildebrand's wife.
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5k is decent size for a quiet day like today, without any big periph news. And no, there's all sorts happening, including basis, believe it or not. Of course, mostly it's just people getting in and out of periphs.
 
Yeah with the odd phone call that the ECB's in to act as your stop. I would take my hat off to anybody trading BTP's outright who was consistently doing well in it. Well that is if they are not using other peoples money to do it.

Funny how we are applauding 5k as being pretty good when the thread started off slating the bund for doing a meagre 340k.

I think this sums it up rather nicely.

http://youtu.be/AVWB9SnQlP0

Thank goodness we still get to move wealth about. God forbid we all had to do something useful with ourselves :-p. Now hows that FTT shaping up....LOL



Quote from Martinghoul:

5k is decent size for a quiet day like today, without any big periph news. And no, there's all sorts happening, including basis, believe it or not. Of course, mostly it's just people getting in and out of periphs.
More...
 
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