German Bond Futures - Which one better for daytrading?

[xandman]

FGBL is second most liquid instrument in Eurex in terms of trading volume after FESX .
if you are trading in lower timeframes such as 1 minute ,FGBL has better candle formation and volume is distributed almost equally between different segments of day compared to FESX and other Eurex products .

Why do you prefer Bonds over the equities? Have you traded N225 or FTSE China at the SGX?

 

[Commodity_Trader]

Why do you prefer Bonds over the equities? Have you traded N225 or FTSE China at the SGX?

Eurex products (such as FESX,FGBL) are much more liquid than Asian counterparts/Asian instruments and it means lack of slippage on higher contract size

 

[Whisknladle]

Which of the German bond futures (schatz/bobl/bund) are best for day trading? The two former seem to have unparalleled liquidity but seems like daily volatility is too low for scalping due to the low duration. Any thoughts/experiences?

if you dont mind longer duration... the german BUXL is a fantastic option for day trading as well.. a bit thin sometimes in non pit hours.. but great movement for scalping otherwise

 

[bone]

Plenty of traders scalp the Bund to good effect. Some of the more conservative types who enjoy working a bid or offer prefer the Bobl (affectionately called the 'bitch in the middle').

 

[CBC]

Hey all, any idea what happened about 2 weeks ago to the bund?

I havn't really been following however I just looked at the EOD chart and it looks like another US election or something.

TY.

 

[helgen_1]

I havn't really been following however I just looked at the EOD chart...

What happens every 3 months in this futures contract?
How does that show up in the eod chart?
Good luck.

H.

 

[bone]

What happens every 3 months in this futures contract?
How does that show up in the eod chart?
Good luck.

H.

Use continuous, consolidated data. Also, keep in mind that this is a physically fungible futures contract with quarterly expiries. On occasion you will sometimes observe severe pricing corrections as the "cheapest to deliver" or on-the-run cash analog changes. This phenomenon is much more common in the Bobl and Schatz.

 

[CBC]

What happens every 3 months in this futures contract?
How does that show up in the eod chart?
Good luck.

H.

Hey yea,

I brought the chart up again and it was completely different. Looked normal with no 400 strike gap about 2 weeks ago. I'm not sure what happened there.

Ah well. Back to trading all. Crisis averted.

 

[maxinger]

Lately German bonds like EURO BUXL and EURO BUND from Eurex have been going up very strongly, and with big day range.
But there has been not much publicity in the internet.


Similarly, Italy bond EURO-BTP from Eurex are moving very strongly with big day range. Perhaps movement due to Italy political situation.

I wonder if the spreaders are doing intermarket bond trading.

 

[maxinger]

look at German Euro Buxl, Euro Bund, and
Italy bond Euro-BTP.

today's day range super wide.
those spreaders who longed german bond and shorted Italy bond should be very happy.

Now we are starting to hear news from the financial experts after sooo many days of hugh movement.
Those experts need to report hot news speedily.