bund vs ty

Discussion in 'Index Futures' started by shamrock, Nov 29, 2005.

  1. shamrock


    Anyone trading this spread. Is it 1-1 ratio and anyone having success. Thanks
  2. I know people who have tried and been successful at times. There is a lot of big money in that spread right now and certain days it dominates the movement in those fixed income products. Usually one of them is locked in a tight range while the other product is moving around a lot. I think certain days you can do well trading the trend of the spread especially if you have fundamental reasons behind you based on an economic release or change in talks or hints of a interest rate policy change. However the spread can turn on a dime and you won't see it coming.
  3. wolfe


  4. I think it is the pit symbol for ZT or two year US government bonds. Unless you are taking a currency position it would seem like a Chinese hedge to me
  5. shamrock


    sorry ty is the pit for zn. So I meant ZN vs Bund.
  6. autocorr


    I think the spread is highly correlated with the US/EUR Movement. Means if EUR is going up Bund outperforms and if EUR falls
    bund underperforms. Question is if it makes more sense to trade directly fx or the EURODOLLAR Futures to trade interest
    spreads .
  7. Boblman


    Interest rate speculation is key. Hope this doesnt sound too obvious. Short term trading in the spread will go almost tick for tick with the Euro v $.

    I trade 5 bunds to 4 ten year.
  8. mats


    Could any body check the ratio on Bloomberg for bund/zn?
  9. Boblman


    My last post should have read... will OFTEN go tick for tick with the € v. $.

    Havent got Bberg at home... I think it's more like 1.17 to 1 now.
  10. does anyone have a chart of the yield differential (spread)?
    #10     Dec 4, 2005