Seeking a small set of most diversified bond futures?

M

mizhael

Hi all,

I am looking for a small set (say 5-6) of most diversified bond futures around the world which are traded on major exchanges and are liquid to trade large volume...

Any pointers?

Thanks a lot!
 
What is the shortest maturity you would accept? (Some people define "bond futures" to mean "LONG TERM interest rate futures contracts")

Is this one acceptable? http://bit.ly/90UBOd How long is long enough?

How about this one: http://bit.ly/9DuWoo It's a bond, and Boy Howdy is it diversified. Jeez Louise!
 
C'mon, any professional would know that the largest traded bond futures world over are the US Treasuries and the German Bund.
 
Quote from mizhael:

the key thing i am looking for is most diversified...
More...
What do you mean "diversified"? Is the US treasury futures mkt "diversified" enough for you?
 
Eventually, if you decide to place real trades with real money, you'll need a data feed. Why not get the data feed now, before you start trading, and do a bit of research?

You can use historical data (volume, open interest) to assess liquidity. You can also use it to assess diversification (correlation to other bond futures, correlation to the S&P 500, correlation to gold, correlation to the dollar, etc).

I think your research will reveal that futures contracts on a variety of non-US bonds offer acceptable liquidity (acceptable to YOU, which is all that matters) and adequate diversification. Take a look at the bond futures that trade on non-US futures exchanges such as LIFFE, EUREX, SGX, ASX, TSE, ME. Many pros trade these; why not you?
 
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