yes - i essentially moved what was short jan feb spread to the dec jan spread, it will only last a few days, but i think it has the potential to...
FYI - the exact same thing happened last dec.
my thought is that as we approach maturity (and get very very close) dec HAS to converge to spot. if vols go bid spot is generally moving the most...
i am not looking for 20-30 point drop in spooz (even though one would be great :D) perfect example is september. 10d realized vol from sept...
i am not only in dec jan, i am long the feb mar spread (in a ratio to dec/jan) as well, so i am hoping that one widens out a bit. i know that i...
minutes are out dec 18, day of expiry. the thesis is front end of vols will maintain a bid ahead of the announcement. im not going to hold it...
i sold dec/jan spread here (long dec, short jan) i think with spot >= dec and little time to maturity + fomc on the horizon it has potential to...
Wachovia hasn't been around for some time now, he may not even know who that is. :D
given that all spreads had continued lower except the jan/feb.. i added a jan/feb back on at 95 earlier this am.
i took the jan/feb leg off at 91. the front fly had dropped all the way to -25c and then started to catch a bid back up, this was shortly...
i had traded the jan/feb/mar fly (long the wings) last week at 47 and covered it this am at 26 (21c gross profit) the front moved a lot EOD...
it was not to my disadvantage - i actually caught a little bit of the move, but i was more observing and curious as to why it happend so i can try...
if you need me to post some pics i can, but what i'm talking about is the front spread (dec/jan) vs the other month-to-month spreads over the past...
does anyone have any opinions on whats been going on in the front end of the curve this past week? are vol levels perceived to be too low and...
it seems like we have a differing point of view, but it also seems like you're extrapolating "120k" way too far. for people that are coming out...
sounds similar to me, except i'm the junior. its a great place to be for what i aspire for and i'd recommend other young people to get the...
maverick, chill. I do not think that at all and thats what im trying to point out to the people on this thread.
i don't think this salary is for a person out of undergrad
thx njrook - the only consideration of politics that i put towards my original trade decision, was that it would take the politicians until...
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