Hi guys, coud anyone please tell me ratios for the following spreads, thank you. Bund/Schatz Bund/Bobl Bund/10yr Tnote
Hi there, When I was at GNI in London we were all given a matrix containing all the different ratios so if you ask your broker he should be able to obtain one for you. Cheers Bogan7
According to data compiled by Quotron, the present value of a basis point change in bond yield is ⬠46.26 per Bobl Mar 07 Contract ⬠86.51 per Bund Mar 07 Contract ⬠18.45 per Schatz Mar 07 Contract $ 62.34 per 10y Note Mar 07 Contract But don't forget the EURUSD spot rate for the bund/note spread!
Here you go..9th FEB 2007 from BB BUND BOBL SHATZ T-NOTE BUND NA 1.88 4.80 1.801 BOBL 0.532 NA 2.554 0.958 SHATZ 0.208 0.392 NA 0.375 T-NOTE 0.555 1.044 2.665 NA Just need to turn the T-note into a decimal and off you go...