JGB trading anyone?

[trader99]

def or steve,

what's the contract specs on IB's SJB?

what's min fluctation? tick value? etc.

thnx,

99

 

[Steve_IB]

Quote from trader99:

def or steve,

what's the contract specs on IB's SJB?

what's min fluctation? tick value? etc.

thnx,

99

Contract specs are here for mini JGB on SGX:
http://www.sgx.com/psv/derivatives/futures_options/interest_rates/SGX_Mini_Japanese_Govt_Bond.shtml

Here fo JGB on TSE:
http://www.tse.or.jp/english/option/jgbf/jgbf4.html

 

[Bitstream]

sgx was not tradin' tonight, was it?

 

[def]

Quote from Bitstream:

sgx was not tradin' tonight, was it?

no it was (and is) open. Perhaps you haven't rolled to add the SEP futures to the screen. June has already expired.

 

[Bitstream]

Quote from def:

no it was (and is) open. Perhaps you haven't rolled to add the SEP futures to the screen. June has already expired.

yes, thx...i tried june and after that the august c. with no luck...just didnt think of sept. my bad.

thx again

 

[trader99]

Quote from Steve_IB:

Contract specs are here for mini JGB on SGX:
http://www.sgx.com/psv/derivatives/futures_options/interest_rates/SGX_Mini_Japanese_Govt_Bond.shtml

Here fo JGB on TSE:
http://www.tse.or.jp/english/option/jgbf/jgbf4.html

steve,

thanks! but when i tried to trade it last night it said something about accoutn access issues??

hmm..

like it can't be traded for some reason. i see the quotes fine since IB give SGX quotes for free...

 

[trader99]

Quote from trader99:

steve,

thanks! but when i tried to trade it last night it said something about accoutn access issues??

hmm..

like it can't be traded for some reason. i see the quotes fine since IB give SGX quotes for free...

hi steve or def,

why can't i trade the jgb? what needs to be done to enable it? thanks.

 

[def]

Quote from trader99:

hi steve or def,

why can't i trade the jgb? what needs to be done to enable it? thanks.

The front month is September. I just loaded it up and placed an order to make sure all was well - and all is fine.

Thus, if you can't load up SJB on your screen for the September Future, you should contact the help desk.

 

[etrdr007]

Hi Steve or def,

I have checked out most of the futures contracts traded during asian hours. The liquidity seems quite spotty. I've looked in depth at the HSI, STW, SGXNK, SPI ... in your opinion what contract(s) are the most liquid/trending/tradeable contracts on an intraday basis, at this time of day? Thanks.

 

[def]

Quote from etrdr007:

Hi Steve or def,

I have checked out most of the futures contracts traded during asian hours. The liquidity seems quite spotty. I've looked in depth at the HSI, STW, SGXNK, SPI ... in your opinion what contract(s) are the most liquid/trending/tradeable contracts on an intraday basis, at this time of day? Thanks.

you've got to make sure you're looking at the front/active months. For HSI and STW it is always the current month for N225 and SPI it is the quarterly months. I find the liquidity is fine to trade them all. Even HHI.HK which is less liquid (the China H-share index that trades on the HKFE) is fine to trade you just need to adapt your style to it.

If you want to trade a tight deep market then I'd say you should lean towards SGXNK or N225 - as an aside the mini N225 (n225m on IB starts trading in Osaka on Monday. It's 1/10 the size of N225 and ticks in 5 point intervals. Too small for me but it might be a relatively inexpensive way of getting a feel for the market). Korea usally also has a deep book.

If you like volatility I'd have K200, N225 , HSI, HHI and STW on my screen as they all can be highly volatile at the same or different times.

Trends: just my opinion but i'd lean towards SPI, HSI, HHI and N225.