Hi, Those who do not have bloomberg how do you follow when issued yield. I have CQG but i am unable to get yield using BGcantor + the data is not matching with bloomberg. Bloomberg shows price around 99.84 & yield 1.074/1.066 CQG only has price which is 106. I do yield spread trades using futures & cant do without cash data in US, but same trades are done on EUREX assuming mean reverting nature of Bund Bobl Schatz spread with no access to cash quotes, anyone has any solution. I know bloomiee has no Fixed Incme dedicated terminal, has anyone tried reuters. Good Trading on auction day Naveen PS: Martinghoul , thanx for the yield curve series paper , very interesting read.
I have a fox who comes into my garden at night and upends the garbage bins if there is an auction the next day. How do other people hear about auctions?
ZN volume very low. I would not trade right now. BTW. What's up with the ES. Rotation after ration after rotation. Is it going to move or what?
horrible chop until 5 yr auction, 116.08-14 is getting old maybe they float it up again before auction this sucks spooz sucks everything sucks I hate algo's!