CME 3 month Eurodollar futures monthly volume has risen over the last 3 months has it?
Bund open interest is the lowest I have seen it pre-roll for quite some time. ISM non manu day and the ten year note has done sub 300k at 16:20...
What a brilliant first post on ET. Why dont you share the news with your friends if you have any. I am certain the anon contributers of ET...
Typo: 22% lower than August'06.
The fixed income derivatives segment reached 38.8 million contracts (August 2007: 67.6 million, August 2006: 50 million). The Euro-Bund Future...
I will pass on the details tomorrow morning Sarah.
Yup, reading waffle like this on ET. You certainly hit the nail on the head there.
After 14 years of being a local have you got any more insights into the seasonal nature of the Eurex fixed income products that you can share with us?
Am I missing something in this post? I cant see how it would inspire or motivate anyone. I have been trading for 8 years full time and I reckon...
I would recommend you read Mind Over Markets by Dalton. This is for me the best book on the profile development. There is a chapter towards the...
Market Delta is aware of the problem and has been for sometime. This is vendor specific to Esignal. Originally this was due to a problem with...
If you use market delta with Esignal you should be aware that the software produces erroneous results with Eurex data. The Footprint chart which...
100K plus bunds done between 13:00 and 13:30 today, more than over ifo or over an ecb press conferance and then durables comes in well above...
I trade Eurex on TT and I find the time and sales a bit inconsistent. Esignal carries time and sales that appear to be more accurate than my...
Spoke to our Eurex account manager, who also spoke to product development. They said there was no truth in this rumour of half tick bunds....
That will be the curve f##ked even more then. I would be very suprised if retail accounts have found that the extra half tick pricing was lending...
Bit of a shame to have seen this thread fall into a slaging match. I think volumes are thin because leverage has taken a hit with the credit...
This curve has lost all semblance of rationality hasn't it? Suddenly the ECB signalling a possible rate hike warrents banks changing tack to...
Tommi is at Marex and the service is purely in-house, which is a shame.
A very bold statement to label most traders being such. I suppose at the end of the day if you make money, you can live with being stupid and...
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