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darp
 

Registered: Apr 2006
Posts: 92

 

09-16-12 06:25 PM

Whereas there are German ETFs on long bonds, cannot find anything on French ones. My take is they will go the way of Greece in 1-3 years.

OAT seems to be futures on F bonds but can not see the length of the bonds.

Any help appreciated.

Darp

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Martinghoul
 

Registered: Jan 2009
Posts: 5641

 

09-16-12 10:04 PM

The underlying for OAT futures is a basket of bonds of 10y (or thereabouts) maturity. Generally, you can find the exact list of deliverable bonds for all Eurex bond futures here:
http://www.eurexchange.com/exchange...-factors/48418/

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darp
 

Registered: Apr 2006
Posts: 92

 

09-16-12 10:43 PM

Thanks, excellent

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