bund/bobl/schatz - please help

Discussion in 'Index Futures' started by aviturg, Jan 13, 2010.

  1. aviturg



    im an experienced options trader and i would like to start trading the bund/bobl/schatz.
    can anyone help me with the basics?

    1. how do i get the implied yield?

    2. what are the ratios between the bund/bobl/schatz deltas? is there a direct way to calculate a delta?

    3. is there anything like implied volatility or a standard deviation that affects the price?

    4. what is the basic way of pricing the bonds? is there a model i can use (like the B&S in the options)?

    5. is there a way to decide which one of them is more attractive at the moment?

    6. are there any arbitrages between them?

    7. any more tips before i get started?

    thanks a lot !!!