is it possible to day trade Euribor ?

Quote from Martinghoul:

I don't know if this is necessarily true... I do think that there's quite a lot of euribor being traded outright. Granted, a whole bunch goes through vs other products, whatever they might be (options, OTC, bonds, etc)...
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which big players do you know of who don't spread?
 
Quote from rodmike9:

which big players do you know of who don't spread?
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Well, a former colleague of mine was short 15 bags of the second contract outright a few times. In general, if you have a macro view, why not express it with outright position? Obviously, most people would do it through options for the really large stuff, but I think up to 5 bags works in outrights and I know people who do this. Just my experience...
 
Quote from Martinghoul:

Well, a former colleague of mine was short 15 bags of the second contract outright a few times. In general, if you have a macro view, why not express it with outright position? Obviously, most people would do it through options for the really large stuff, but I think up to 5 bags works in outrights and I know people who do this. Just my experience...
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Good luck with that.
 
Quote from nazzdack:

Nobody cares about a modicum. Is anybody having a "magnum" of success with it?. :cool:
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Well, I am not sure about a magnum... Those buggers are generally quite elusive these days.
 
Anyone who sold the LTRO result outright in euribor had a magnum success today, bigger range than bund this am. There's plenty of big outright traders in there who day trade.

"Most strategists say that if less than E100bln is alloted then this
will lead to "normalisation" trades and long liquidition of euribor and
eonia. If E100-200bln is alloted then a small rally to recent highs is
expected. If more than E200bln is alloted, then the entire curve is seen
rallying"

Headline hit reuters saying 75bil - whadya do?
 
MartingHoul -

I have been trading Euribor V/s Schatz for quite sometime now! It does generate amazing returns. Could you possibly explain me the logic behind the trade?

The logic I have been hearing so far from people is that - "You neutralise the duration of Schatz and Euribor and trade them against each other"

Your views on same would be highly appreciated.

Chintan Thakkar
 
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