Agree 100%. Spreaders mature quicker as they absorb info as it relates along the fwd curve, not just in the isolation of the spot.
Gary, Your spread logic is backwards. Long inventory=short futs as a hedge, so you'd already be short May(given your example). To lock...
Your best move was going home after catching that rally. ZN's been running in its place for the past 2.5 hrs. 26.5/27 resistance on the way up...
Double-top in ZN right at the 4PM close.
Ok. It's on.
Salient points, although the Wall Streeters got themselves classified as commercials, then used swaps to hide their true exposure. IMO, that's...
For true commodities, you need to to really pay attention to the underlying SnD. Cocoa, for instance, is entering its 3rd consecutive crop yr of...
He said last Thursday that he covered his bond short weeks ago as it was going too far against him, and went long oil last week.
I must say I went long togas when Rome dumped...took awhile for the trade to work out(abt 1500 yrs), but thanks Belush, you're my savior.
I'm not quite so sure about the 10YR. On Friday, the slippage on my buy stop was more in one trade than IN ALL MY TRADES COMBINED FOR THE PAST 5...
Heard this for years, but have experienced it too mind-bendingly often. Mkt is slow, your in a trade, price gets close to your target, than...
What is the margin on the spread? CME SPAN has 75% if you do 3BP/2EUR ratio, rather than your 2:1.
I've found that the only way around this is to wait until after the 12:00AM EST shutdown/maintenance to place your stops, which will then execute...
Anybody use this product? What's the price, what's the difference between it and fsXtra (besides cash quotes) and how does it compare to Reuters?
Mcurto, Have a look at the "Multi-price flipping" thread in the Eurex forum; towards the end there's talk of Brumfield doing some flipping.
Interesting anecdote from the Merc floor involving that mammoth sell order that was looking for a bid in the S&P during the '87 crash...turns out...
Hedges upon hedges....they are concerned about their portfolio in aggregate...giant set of stones, unlimited market info and massive credit lines...
The bond market continues to ignore negative news and market activity. We are heading for a major correction.
I'm sure he did, and they're listenin', but not hearin'. Game's over; stop buying our bonds and start buying your currencies seems to be the new...
Fed speakers are barking....Lacker sounds borderline PO'd that rates have gone lower since August.
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