Recent Content by day4night

  1. Light Sweet & Brent Crude at ICE

    Hi cml! Long time no talk. Reuters symbol: CRU/TU Seems useful to consider who buys and then uses based on Brent as a benchmark vs who uses...
    Post by: day4night, Sep 3, 2010 in forum: Commodity Futures

  2. Light Sweet & Brent Crude at ICE

    If I recall, he's trading spreads? Is that right? So, a Nymex / Brent spread doesn't require $30K, at least in my opinion. Not to say it's...
    Post by: day4night, Sep 3, 2010 in forum: Commodity Futures

  3. Hi - First Post - Algo Trading the CL

    ACD I meant for outrights. I don't think off hand it should work for spreads. However it just might, seeing that intermonth spreads seem to trend...
    Post by: day4night, Mar 11, 2010 in forum: Commodity Futures

  4. Margin Calls

    "A Clearing Member in default shall immediately make up any deficiencies in its security deposit resulting from such default prior to the close of...
    Post by: day4night, Nov 20, 2009 in forum: Commodity Futures

  5. To military veterans here ……

    Vet here. But I flew in Navy intel planes along the North Korean coast -- thankfully no Iraq or Afghanistan. I feel really bad for all those...
    Post by: day4night, Nov 11, 2009 in forum: Trading

  6. Hi - First Post - Algo Trading the CL

    You might want to get John Hull's book on futures and options, or something similar. Learn about basis, contango, backwardation etc. Also again,...
    Post by: day4night, Nov 11, 2009 in forum: Commodity Futures

  7. Hi - First Post - Algo Trading the CL

    One account, no normal spread (that would be more for something like WTI vs Brent -- an arb between crude benchmarks). There are strong seasonal...
    Post by: day4night, Nov 11, 2009 in forum: Commodity Futures

  8. Hi - First Post - Algo Trading the CL

    Z is December, or Dec, and F, Jan, is coming up -- Mnemonic for the months: Foul George's Heaps of Junk Keep Most Neighbors Quite...
    Post by: day4night, Nov 11, 2009 in forum: Commodity Futures

  9. Hi - First Post - Algo Trading the CL

    Well one thing I've found is that CL definitely has its own momentum and personality. I really like it, personally. Also you can easily spread in...
    Post by: day4night, Nov 11, 2009 in forum: Commodity Futures

  10. How to trade Currency Options?

    Unless, as Martinghoul noted, you have access to the *real* FX options marketplace, the interbank OTC market. But for you and me there's the CME.
    Post by: day4night, Nov 10, 2009 in forum: Options

  11. How to trade Currency Options?

    Sure, it's "private data" but still vulnerable to arbitrage, so the OTC feeds should be fine. FX futures are kind of a sideshow I guess....
    Post by: day4night, Nov 10, 2009 in forum: Options

  12. New Interactive Brokers fee

    That's right you don't need them. For futures stuff it looks like nothing has changed.
    Post by: day4night, Nov 10, 2009 in forum: Risk Management

  13. New Interactive Brokers fee

    No, no need at all. OneChicago is purely for single stock futures. Like futures on IBM for ex. SSFs are an idea that hasn't quite taken off.
    Post by: day4night, Nov 10, 2009 in forum: Risk Management

  14. New Interactive Brokers fee

    You guys do realize that OneChicago is for single stock futures and has nothing to do with CME Group contracts, right? I believe Interactive...
    Post by: day4night, Nov 8, 2009 in forum: Risk Management

  15. New Interactive Brokers fee

    Travis, know of any plans to offer emissions contracts on ICE Europe? ICE ECX EUA futures and options specifically....
    Post by: day4night, Nov 6, 2009 in forum: Risk Management