German Bond Futures - Which one better for daytrading?

maxinger said:
Eurex euro btp futures (Italy) still having huge day range.

Eurex euro buxl futures (Germany) - seems like getting quieter.

Eurex euro BONO futures (Spain) - interestingly not much movement.
Perhaps Spain political issue is not bad.

Greece bond ? don't know where it is.
still trying to find out where are the tradable Greece bond futures.
More...

I think it would be tough for me personally to dip my toe into those European markets you mention (besides Germany) without some sort of analog cash or swaps market feed. You could get smoked in a serious intelligence/liquidity trap. I doubt that ICAP is going to give someone without an ISDA agreement a swaps market feed.
 
With ECB looking to finish QE by the end of the year and hike interest rates in September 2019, the German curve will start getting more and more interesting and volatile. Recent flows, especially in Bunds, were affected by the Italian crisis and the bund-btp spread which had a blow out a few months ago. Now focus turns back on monetary policy with rates traders speculating on first ECB hike and strategy on ECB reinvestments. I find the Bund to be the best contract to trade relative to Buxl as it is more liquid but still moves quite a a lot. Schatz and Bobl don't move as much. There are prop shops out there, mainly in London, that trade exclusively the German curve, although most traders now trade them as outrights as opposed to spreads that was the case back in the day.
 
adam291 said:
With ECB looking to finish QE by the end of the year and hike interest rates in September 2019, the German curve will start getting more and more interesting and volatile. Recent flows, especially in Bunds, were affected by the Italian crisis and the bund-btp spread which had a blow out a few months ago. Now focus turns back on monetary policy with rates traders speculating on first ECB hike and strategy on ECB reinvestments. I find the Bund to be the best contract to trade relative to Buxl as it is more liquid but still moves quite a a lot. Schatz and Bobl don't move as much. There are prop shops out there, mainly in London, that trade exclusively the German curve, although most traders now trade them as outrights as opposed to spreads that was the case back in the day.
More...

you are right mister.

I prefer buxl than bund. buxl as bigger day range, though its volume is lower.
anyway buxl, bund, btp are good for outright trading.
 
Lately, those traders who have been trading Germany bonds should be very happy.
those who attempt to trade currencies might be weeping and gnashing their teeth.
 
maxinger said:
from which exchange?

I couldn't get the info from IB
More...
These are available on IB's TWS if you have a market data subscription to the Korean Stock Exchange KSE. 3KTB is the 3 year government bond future, and FLKTB is the 10 year government bond.
Disadvantage of these instruments might be that you will get exposure to Korean Won (KRW). And you may have to work during Asian daylight time zone.
https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=358059010&lang=en

https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=358059007&lang=en

https://global.krx.co.kr/contents/GLB/02/0201/0201040501/GLB0201040501.jsp
 
Last edited:
HobbyTrading said:
These are available on IB's TWS if you have a market data subscription to the Korean Stock Exchange KSE. 3KTB is the 3 year government bond future, and FLKTB is the 10 year government bond.
Disadvantage of these instruments might be that you will get exposure to Korean Won (KRW). And you may have to work during Asian daylight time zone.
https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=358059010&lang=en

https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=358059007&lang=en

https://global.krx.co.kr/contents/GLB/02/0201/0201040501/GLB0201040501.jsp
More...


OK. Seems like Korean Stock Exchange also offer bonds. will take a look.
 
You must log in or register to reply here.
Back
Top