5yr note got hammered with some huge selling starting at 26, and they are still going down to here at 23.5, about 30,000 sold, lots of big paper...
Would still watch out, locals seem to be pushing for stops, and we haven't hit mortgage selling, if locals push to a level where they have to...
I'm pretty sure Brumfield and buddies at GHCO have developed a personal application that pulls counterparty info from trades and they are in the...
Today was absolutely dead in bond land, no one really did anything, just a lot of noise within our range, the flattening on the open was...
I am down on the floor and am a big fan of the electronic options. If you are a retail trader the screen is probably the best place for you, as...
I hope Bernanke continues being a tool, at least the markets are more exciting than with good, old Easy Al, no one falling asleep anymore at the...
I believe Bernanke made a comment around 2:30pm that the market misinterpreted his readying for a pause last week. Watch out, Lehman putting out...
Dealers and decent local pushing from what I am seeing, this is on light volume though at about 600,000 only in the 10yr.
Yes, the NOB spread has been screwy this whole week, on all of these up moves the 30yr just continues to be a dog and doesn't want to participate...
The late bid on Friday can be explained by locals front-running the month-end extension buying (even though not large, it did show up in good size...
JohnL, Those Sep 100 30yr puts are actually related to a curve play, buying the Sep 100 30yr puts versus selling the Sep 102 puts in the 10yr...
JohnL, Yep, the JPM 5yr futures/3yr bundle stuff was most likely auction related. The 5yr futures started trading size around 1pm central...
And today?
JohnL, Your quesiton on the Merrill MOVE index. I haven't looked at it since it was at its record lows in February but would imagine it hasn't...
Looked at time and sales after the close it was about 50,000 from 104-09.5 to 104-06.5 when I had left at 2:30 central. I would imagine this has...
I am not sure what these 5yrs are against, because nothing else is trading size comparable to this, not even in cash, unless they will do the...
JP Morgan has sold 35,000 5yr notes from 08 down to 06.5 all on the screen and also hearing they sold 7,000 3yr bundles in Eurodollars. Holy...
EDF Man is actually Man Financial, huge brokerage house with operations in London, New York City, Chicago, all over the place. It could be any...
That big Japanese account is beginning to accumulate July 103 puts in the 10yr options. They have been quiet the last week or so and are out of...
Risk arb, Sorry, meant a play on cheap implied vol. I don't know the pure technicals behind Hughes options plays, as I look at things more...
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