Bobl Fills

Discussion in 'Index Futures' started by Big Game Hunter, Jan 21, 2008.

  1. Trading the Bobl today for the first time and found that the fills were generally very bad. In 2 Hours I was slipped 4 times and it seems that generally although its a half tick spread its literally jumping over my stops and filling me a half point to the worse on a regular basis. Im really pissed as my strategy is basically being screwed = more nasty BS. Just thought Id share...
  2. ynox1


    yeap, that sounds like the bobl 1/2 ticks.
  3. Maybe it's better to hold positions overnight in the bobl instead of scalp. A good strategy has to work in rough markets also.
  4. most big players and algos all trade at market on eurex.

    therefore when they buy or sell a 1000 bobl they move it 3 or 5 ticks.

    hence why you and everyone cannot make money with that kind of slippage being done against you.

    welcome to eurex.