german bund hedge?

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peppermint

anybody have an idea for a bund hedge? stupidly left a daytrade on and feel the market will gap in the other direction at tomorrow's open. any ideas? thanks.
 
Quote from peppermint:

anybody have an idea for a bund hedge? stupidly left a daytrade on and feel the market will gap in the other direction at tomorrow's open. any ideas? thanks.
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Try ZN (1oyr note) traded on ACE. See www.cbot.com.

It is still trading till 23:00 CET and will resume trading 3:00 CET. The Bund will open 8:00 CET.

It is no perfect match, but might do the job.

Regards

Bernd Kuerbs
 
Hi - If you are hedging againt a general move in FI, then just do some US 10-yr futures against your bunds. You can match the amounts using the relative durations of the CTDs if you want. However, you might want to see what the US does on the close first. Good luck.
 
@peppermint

Here is a chart comparing the two (10min). Tomorrow morning (european) the ZN will most likely follow the Bund.

You should start your hedge now.

Good Luck

Bernd Kuerbs
 

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