German Bond Futures - Which one better for daytrading?

Discussion in 'Financial Futures' started by QuantWizard, Jan 26, 2015.

  1. xandman

    xandman


    Why do you prefer Bonds over the equities? Have you traded N225 or FTSE China at the SGX?
     
    #21     Feb 10, 2017
  2. Eurex products (such as FESX,FGBL) are much more liquid than Asian counterparts/Asian instruments and it means lack of slippage on higher contract size
     
    #22     Feb 10, 2017
  3. if you dont mind longer duration... the german BUXL is a fantastic option for day trading as well.. a bit thin sometimes in non pit hours.. but great movement for scalping otherwise
     
    Last edited: Mar 20, 2017
    #23     Mar 20, 2017
  4. bone

    bone

    Plenty of traders scalp the Bund to good effect. Some of the more conservative types who enjoy working a bid or offer prefer the Bobl (affectionately called the 'bitch in the middle').
     
    #24     Mar 20, 2017
    comagnum likes this.
  5. CBC

    CBC

    Hey all, any idea what happened about 2 weeks ago to the bund?

    I havn't really been following however I just looked at the EOD chart and it looks like another US election or something. o_O

    TY.
     
    #25     Mar 23, 2017
  6. helgen_1

    helgen_1

    What happens every 3 months in this futures contract?
    How does that show up in the eod chart?
    Good luck.

    H.
     
    #26     Mar 23, 2017
  7. bone

    bone

    Use continuous, consolidated data. Also, keep in mind that this is a physically fungible futures contract with quarterly expiries. On occasion you will sometimes observe severe pricing corrections as the "cheapest to deliver" or on-the-run cash analog changes. This phenomenon is much more common in the Bobl and Schatz.
     
    #27     Mar 23, 2017
    CSEtrader, comagnum and CBC like this.
  8. CBC

    CBC

    Hey yea,

    I brought the chart up again and it was completely different. Looked normal with no 400 strike gap about 2 weeks ago. I'm not sure what happened there.

    Ah well. Back to trading all. Crisis averted.
     
    #28     Mar 23, 2017
  9. maxinger

    maxinger

    Lately German bonds like EURO BUXL and EURO BUND from Eurex have been going up very strongly, and with big day range.
    But there has been not much publicity in the internet.


    Similarly, Italy bond EURO-BTP from Eurex are moving very strongly with big day range. Perhaps movement due to Italy political situation.

    I wonder if the spreaders are doing intermarket bond trading.
     
    Last edited: May 27, 2018
    #29     May 27, 2018
  10. maxinger

    maxinger

    look at German Euro Buxl, Euro Bund, and
    Italy bond Euro-BTP.

    today's day range super wide.
    those spreaders who longed german bond and shorted Italy bond should be very happy.

    Now we are starting to hear news from the financial experts after sooo many days of hugh movement.
    Those experts need to report hot news speedily.
     
    Last edited: May 28, 2018
    #30     May 28, 2018