Sovys - Sovereign Yield Spread Futures

Discussion in 'Financial Futures' started by bone, Jun 1, 2011.

  1. bone

    bone ET Sponsor

  2. LeeD


    Are these reasonably liquid right now? Most listed Globex products have a dozen or fewer trades in a month.

    P.S. Sorry I didn't read the document.
  3. A bollocks product, just like the OTR futures, IMHO...
  4. bone

    bone ET Sponsor

    Yep - they are about ten years too late on Germany vs. US. As of the past 2 years the correlation is about 65% daily close on close.

    Remember the yield curve futures product ? Nearly all of these new launches are doomed, but of course as long as you are paying a staff for product development ...