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increasenow

Registered: Feb 2007
Posts: 5079

03-01-11 05:20 PM

Hey Bone...if you were going to do a 1 contract vs. 1 contract spread...would it be 10y vs Euro Bund or 5yr vs Euro Bund?...or would have to add come contracts to even out?

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cunparis

Registered: Oct 2007
Posts: 589

03-01-11 05:23 PM

Quote from increasenow:

it is all here www.eurexchange.com

I haven't found it. Just in case, I want to be precise: I'm looking for information on the underlying for which the bund futures are the derivative. I'm not looking for information on the bund futures.

Thanks

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etemtezcan

Registered: Nov 2008
Posts: 76

03-01-11 05:43 PM

pls check http://www.eurexchange.com/trading/...IX/FGBL_en.html

to summarize, underlying for bund futures is any swiss, italian or german bond with remaining term 8.5-10.5 years and coupon rate of 6 percent. (also some constraints with issue amount, other dates etc.)

this brings something called cheapest to deliver (CTD) because there are many types of bonds fulfilling this requirement. obviously cheapest will be selected for delivery. CTD value has also some implications for selecting ratios at bund/schatz/bobl spreads

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Halal Burger

Registered: Dec 2002
Posts: 167

03-01-11 06:19 PM

Anyone recommend a good prop shop in London, specifically in terms of atmosphere?

Had a look at a few places but they looked like proper depressing. Don't want a bunch of loser’s negativity bringing me down.

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cunparis

Registered: Oct 2007
Posts: 589

03-01-11 07:22 PM

Quote from etemtezcan:
to summarize, underlying for bund futures is any swiss, italian or german bond with remaining term 8.5-10.5 years and coupon rate of 6 percent. (also some constraints with issue amount, other dates etc.)

Thanks for the explanation. I guess that's why I couldn't find "the" cash market, because there are several. Does a cash market exist for these bonds?

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Trader_Dante

Registered: Oct 2008
Posts: 33

03-04-11 03:20 PM

Quote from Halal Burger:

Anyone recommend a good prop shop in London, specifically in terms of atmosphere?

Had a look at a few places but they looked like proper depressing. Don't want a bunch of loser’s negativity bringing me down.

Have you tried Futex?

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