In terms of volatility positions the Goldman prop desk has been short Treasury vol for who knows how long, but yes there is most likely an...
Not sure what your question is but many of the large hedge funds are long at this point in the 10yr futures (about 300,000 contracts plus). So if...
Massive insurance for CPI. Paper now long close to 185,000 (maybe more, look at OI tomorrow) October 106 puts in the 10yr options. Mostly for 3...
There are some worries on CPI for quite a few of the longs out there. Enough worries that paper is now long over 150,000 Oct 106 puts in the 10yr...
Perry's Deli north of the Merc, no cell phones, huge sandwiches. Haven't been there in awhile but they crank out some big business.
Wow, 300-400 Clark I'm really not sure. I can tell you a few places that are not in the Loop though. One of them is Salernos, quite possibly the...
When we get months like September and particularly heavy issuance I try to take advantage of the rate-lock selling by front-running as soon as it...
I keep getting killed when this rate-lock selling never shows up. Last two days have been trying to get short around 106-26 and end up eating...
I still think the market needs to trade a bit lower yet to accomodate almost record supply for the month of September at something around $70...
Riskarb, Exactly, every month they usually put on large plays strictly in the front month just as the previous month expired. They are pretty...
Vega fund loading up long again in the options, 30,000 bullish 5yr packages, 20,000 10yr combos, 5,000 30yr combos, all the same, selling just out...
All of the same monster hedge funds that were long earlier this year are doing the same again, but now also include most real money accounts like...
Last time everyone was long and decided to get out the 10yr yield went from around 4.65% to almost 5.25%, earlier this year.
Check out www.iowagrain.com. These guys really know their ag markets and I'm sure there is a major release calendar there somewhere also check...
Newbunch, All of the bond mutual funds such as PIMCO, WAMCO, Vanguard, etc., etc., benchmark their returns to the Lehman bond indices....
I don't know about selling quite yet. Mortgage accounts started the move from 4.63% in cash 10s out to 5% and change for the yearly highs. I...
Remember the Treasury refunding was this month and the bulk of the supply was the 10yr and 30yr, so that tends to lengthen the average duration...
Everyone was afraid of hawkish inflation talk buried within the minutes and the fact the supply began today so longs took a few profits after...
I don't know much about the S&P pit but would imagine Borsellino is right more times than not so I would still want to know what he is doing. And...
Wednesday 7:15am central time.
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