Could anyone tell me, what would futures price of a bond e.g. bobl multiplied by its conversion factor arrive at? i.e. 117.130 * 0.912067 =...
Schatz-Bund Box.. Does it mean a 4-legged trade?
Daxspreader, Your ratio of Bund:Schatz = 1:4.1934 whereas on BBG its showin up as 1:4.72, so you might want to check it once again if the trade...
To Everyone, What are your views on the present economic scenario? Do you all think Dow Jones will sustain its current levels for a long...
The current yield of the 4th/5th Euribor contract is 2.002 whereas for the Schatz Dec09 it is approx 1.785. Do you think looking at the...
Is that what you talking about?
Yeah, usually the 4th or the 5th contract.
RED LINE = [3 x Euribor] minus [5 x Schatz] -- Just an effort to make a synthetic credit spread.
So if we assume that tighter spread (almost) signifies an improving economy, then in that case the direction of the spread and the benchmark...
What does the duration neutral difference b/w Euribor and Schatz (Euribor minus Schatz) indicate? Does it by any chance signify the difference...
Hello All. Ive been trying to trade both Schatz V/s Euribor and Bobl V/s Euribor. The spreads have dramatically reduced the range and getting...
Hello Guys, I am new to the markets and wish to understand the relation between a country's Interest Rates and its Currency. If we look at...
Soz.. Here's the pic...
Here's mine
Guys, Has anyone traded Nasdaq V/s S&P spread? I have been trading it for the past 6 months and the results have been pretty decent. Does anyone...
Guys, might sound a little weird to all of you! I assume the spike till 1687 wasn't a fat finger, but was backed up by a lotta of logic. Lets...
Does this mean that the approximate DV01 for Schatz = 650 x â¬25 / 1000 = â¬16.25? I might be wrong. I thought of using simple mathematics...
If you don't price the spread correctly, you're going to end up with all sorts of risks other than the spread that you're trying to trade. Which,...
That is right. I personally hedge 10 Schatz with 6 Euribors!! Well, you were right when you said that I should know the logic behind the trade...
Sounds (and it is) quite logical. I ideally pick up 4th or 5th Euribor and trade it against Schatz. The duration neutral spread b/w Euribor and...
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