JGB trading anyone?

Discussion in 'Financial Futures' started by svrart, May 11, 2005.

  1. def

    def Sponsor

    losses and profits will remain in the currency of the contract. So if you have as USD account and trade a japanese product, you will have a yen balance in the account which you can convert back via IDEAL or IDEALPRO at your discretion.
     
    #11     May 14, 2005
  2. svrart

    svrart

    Where can I find delayed intraday charts for the JGB (big or small). I tried futuresource, but they have only daily (one day delayed) charts for the big contract. I tried IB but got the message that historical data was not available for this contract.

    Thanks.
     
    #12     May 15, 2005
  3. mokwit

    mokwit

    I note that you specified delayed but you can plot realtime data from IB with Sierrachart. Lots of bad ticks in SJB data though
     
    #13     May 15, 2005
  4. What's the average volume on these contracts - SGX JGB & Osaka JGB?

    How liquid is it relative to the bund, ZB, ZN, Gilts, etc?

    Thx.
     
    #14     May 16, 2005
  5. Xenia

    Xenia

    How come ?
     
    #15     May 16, 2005
  6. svrart

    svrart

    I dont have Sierra charts - so not possible.

    Liquidity compared to ZB or ZN - very low. Average daily volume for JGB - about 4000 contracts. Scalping is not possible, but for longer term trades, I dont see a problem. I expect to lose 3-4 ticks for spread per round turn.
     
    #16     May 16, 2005
  7. does anybody trade JGB future at the tokyo stock exchange ?

    Where can i find a datafeed to that and where can i buy historical tick data of the jgb future in tokyo ? What is cheapest way to trade them ?

    thanks
     
    #17     Oct 25, 2005
  8. bolter

    bolter

    trillenium,

    We trade the JGB's in Tokyo. We get daily data from CSI and real-time from Bloomberg. I believe IB and Future Source also offer this exchange.

    We use a European full service broker and we're paying 2000 Yen per side - but it is a lumpy contract. You can trade the mini-JGB on the SGX - about 465 Yen.
     
    #18     Oct 26, 2005
  9. def

    def Sponsor

    Yes, IB does offer the large contract in Japan for 750 yen. On the SGX we also offer the mini for 300 yen per contract.
     
    #19     Oct 26, 2005
  10. Steve_IB

    Steve_IB Interactive Brokers

    Select Real-Time Chart (not Historical Chart) on IB and you'll have a real-time intraday chart. This provides a maximum of one month data - and there doesn't seem to be any bad ticks at the moment.
     
    #20     Oct 26, 2005