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Futures Trading: Rates

Futures Trading: Rates

In the past couple of decades the rates sector was by far the most profitable for trend following trading and in particular the long side. This is of course because we have gone through a long term global phase of decreasing interest rates and thereby a slow but profitable rise in bond prices.

Rates in the developed world are now closing in on the zero line and be careful making the assumption that long bonds will continue to be the main source of income going forward. Take the long bond signals still but resist the temptation to overweight your strategy to this sector.

NamePoint ValueUnitCurrencyExchange
AU 3Y1000Bond PriceAUDASX
AU 10Y1000Bond PriceAUDASX
AU 90 Day2500PriceAUDASX
Bund1,000Bond PriceEUREuronext
Schatz1,000Bond PriceEUREuronext
Bobl1000Bond PriceEUREuronext
CD 90 Day2500PriceCADME
CD 10Y1000Bond PriceCADME
Euribor2,5001 Million EUREUREuronext
Euroswiss2,5001 Million CHFCHFEuronext
JP 10Y1000Bond PriceJPYTSE
Long Gilt1,000Bond PriceGBPEuronext
Short Sterling1,250500,000 GBPGBPEuronext
US 2Y2,000Bond PriceUSDCME
US 5Y1,000Bond PriceUSDCME
US 10Y1,000Bond PriceUSDCME

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