|July 2nd, 2016, 04:08 AM||#71 (permalink)|
London, United Kingdom
Futures Experience: Intermediate
Favorite Futures: Energies
Posts: 253 since Jul 2014
Thanks: 798 given, 307 received
AU vs US bond spreads
Check this out from the ASX, this was a popular spread in the past, not sure what it's like now though but worth some investigation: http://www.asx.com.au/documents/products/asx_interest_rate_futures_research_aus_us_bond_spread.pdf
If you want to trade London/EU session after work (I presume as you are AU based) then you could look at Euribor/Short Sterling/Eurodollar markets for rates. Due to CB intervention and ZIRP/NIRP these markets are pretty bad for retail.
For commodities you could look at products such as Sugar, Coffee, Cocoa, Brent Crude Oil, Low sulphur Gasoil and many others. Have a look at Ice Future Europe for a complete list.
For index spreads you could look at the 5/2 FESX/FDAX ratio spread.