Discussion in 'Index Futures' started by newtricks, Jul 28, 2011.

  1. Anyone have any idea where the volumes gone?

    Bunds have had significant moves within the days range yet 630K by 2.30pm is pretty crap.

    5YR and 2YR also well under par.

    Any ideas?
  2. Another terrible volume day in 2/5 and 10 YR Eurex bonds.

    I guess the lack of responses to my question shows how small the amount of human traders has become in there.

    Pity that.


    How long have you been trading Eurex?

    It is summer time. It is always SLOW during the summer, August usually the worst.
  4. About 12-13 yrs.

    I wouldn't call this a normal summer would you?

    Spain,Italy etc plus the US should make this busy whatever the time of year,I'm surprised you didn't think these major events should get these markets going.

    US 10 YR volumes very healthy,EuroStoxx also good - Eurex bonds NOT.
  5. How come the Bund is going down right now? I tought investors shift their capital in to more "safe" products like fixed income, yet the Bund is down.

    How is that Bund traders?
  6. volumes in bunds, bobls and shatz were very good according to eurex last month.



    for those of us that actually trade these markets the volume is bullshit

    algo led rebate machines scratching most trades and queue jumping is common place.

    what a load of bollocks.

    ive never seen such a lack of liquidity.

    loads of prices to hit when there is nothing to do and as soon as it moves or there is news out there is not a price in sight.

    the exchange volume and prices are a mirage.
  7. I am currently experiencing problems getting filled on about 1/2 of my trades entered.

    I'm either on the market or it stops short by 1 tick and it's really starting to piss me off that even when these bids/offers are entered an hour before the market gets close,i'm never near the front.
  8. same here mate.

    as soon as my order is working at the bid or offer the market that was trading in thousands suddenly stops and then moves away.

    everyone i speak to says them same.

    its bullshit .

    they churn the volume till they find a natural order and then try to get you to pay up of if you are spreading leg you up for a tick or 2.

    yet the rules of price manipulation and falsifying market prices dont seem to apply to them.

    a friend of mine works at one of of the big exchanges and he says the majority of them work on rebate only.

    this market is more corrupt than ever.

    the mexican exchange is less corrupt
  9. You seem to know your market. How come the Eurex fixed income took a beating today? shouldn´t the capital flow into to the fixed income market duo to the uncertainty in the financial world.

    If you could take your time and explain please, interesting to know other peoples reason.
  10. TsunTzu


    We have had a >5 big figure move of capital inflow on risk aversion, so its always going to run out of steam at some point. Especially with the real yield on German 10's being negative.
    #10     Aug 4, 2011