Thursday, 6 June 2013

Roll-over day on EUREX: Bund-Bobl M13 spread closed down

It's roll-over day on the EUREX bonds , so I had to close my historic shorts on the Bund and longs on the BOBL M13. 
I covered my 2 shorts on Bund M13 at 143.90 , for a final 5.92 figures gain, and I closed my 3 longs on the BOBL M13 at 126.43 (R1) , for a final 1.06 figure gain. I am very very pleased with that because it's not been a walk in the park at all.
I will not short the new Bund U13 straight away for I want to put on a new strategy first .

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