Plausible. 50bp per month is a lot for tail risk insurance, but when you can pass it on, who cares? :sneaky:
In addition to short VIX futures exposure, SVIX started holding OTM VIX calls. As of today, it is long 24,000 Jan VIX calls at 26 strike. If that...
After the announcement, equity futures down, volatility up, market expects rate rise. But: Everything from Fed Funds to T-bonds is up, meaning...
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These two are both daily 2x leveraged short gold, but DZZ has massively diverged from the underlying over the last two days, on a sharp volume...
Finding it more difficult than it used to be (surprise, surprise!) and looking at other products. Again. :mad: I think I'm not the only one.
I think I will from next week. Only one way to find out. :eek:
Read all these threads here about how .005 tick size is BAAD with a capital everything. I've been watching it side by side with Bund and Gilt the...
So 50/50 for tomorrow morning then ;-) Can't believe they made such a dog's breakfast out of this one.
FGBL and FGBM volumes look a bit low, but could be due to Monday, too. Bad for both Eurex and TT.
Anyone else affected? Can't get an ETA, which is unusual.
About right as rules of thumb go, but the devil is in the details. By how much do you want to see it in your favour before you apply this rule?...
Perhaps there aren't many people here who realize that. :)
What relationship do you look at? Ratio, spread, cointegration parameters, something else?
Yeah, random market order setting off stops looks like it. Used to be only YI/YG that did this overnight. Looking at T&S I wonder who bought...
Up 75 ticks in a few seconds - what was that?
Is that "betterness" quantifiable? Or is it something like "less nailbiting overall"?
Yep. Died on ISM.
[B] Do you have a link to a General Notice or other publication from LIFFE which gives details?
Note I said average sell. JP was filled on a short at 111'03. He left a sell limit working at 111'06. If filled, that would result in an...
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