I trade the TBond TNotes10 spread. I also trade some other spreads. I can say you can get good results on them but watch out : Don't trade on the spread price only. I got lazy just two weeks agoo on the BUND / BOBL spread (Eurex) and decided to enter the trade based on the spread price, It went against me for over â¬1000,- per contract (And I trade several) Right now, I'm comming back (luck, nothing more, nothing less) but I've learned my lesson, I don't trade of the spread price anymore.
Rsprengers, sorry to hear about your eurex debacle. When you mean you should'nt trade the spread price do you mean just doing it 1-1? Buy 1 BOBL/Sell 1 Bund or vice versa. I take it you mean wiegh the spread? Thanks
Marathon, The Handbook is definitely a Good Book for reference, but The Bond Basis Book by Terry Belton and Galen Burkhardt is another Bible for Bond traders. Riskless
Maybe a beginner to Bonds would be better off trading the Bund long or short ? Any advantage to trading the Bund (for example), rather than trade the e mini's? I write as someone who has never traded the Bund/Bonds.