Monday, May 25, 2009

The Bund, The Boble and The Schatz

The above 3 are all German treasuries. The first one has the maturity of 10 years, the Bobl has 5, and the shortest is the Schatz with 1 year.

These goverment bonds trade on the Eurex market, and they all have their own characteristics. They are each different in terms of liquidity, speed, volatility, but they all tend to move in correlation, one leading the other 2.

This is a video I recorded and you might be able to see the slight differences they have.

From right to left, they are the Schatz, the Boble, and the Bund. The last two are the DAX and the S&P 500, thqat serve as a reference.


1 comment:

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