CBOE Bitcoin USD Futures

Discussion in 'Crypto Assets' started by m22au, Nov 25, 2017.

  1. m22au

    m22au

    At 8.21pm ET:

    Gemini $15,928
    Jan 2018 futures: $16,400 bid

    spread has now increased to $472

    ******************************

    At 8.27pm ET:

    $15,891
    Jan 2018 futures: $16,430 bid

    spread has now increased to $539

    ******************************

    At 8.42pm ET:

    $16,130
    Jan 2018 futures: $16,730 bid

    spread has now increased to $600

    My doubts about the futures being at fair value are increasing.

    .
     
    Last edited: Dec 10, 2017
    #51     Dec 10, 2017
  2. Overnight

    Overnight

    You do know that in futures, the future contract is usually many points away from the spot price, yes? You are not spewing anything outrageous and unknown here. In fact, you have been on hyperdrive with your posts about BTC, copy/pasting any tiny bit of news on BTC multiple times on multiple threads. Are you feeling ok? Take a chill pill?
     
    #52     Dec 10, 2017
  3. m22au

    m22au

    I'm well thanks Overnight, thanks for your concern.

    Regarding the price of the futures contract, I'd agree with you if the spread was constant, however it has increased from $370 to $600, which I find it hard to justify. Is there any reason (apart from excess demand for futures) it should increase by $230 in less than 3 hours?

    .
     
    Last edited: Dec 10, 2017
    #53     Dec 10, 2017
  4. Overnight

    Overnight

    You'd have to ask the twinkletoe twins, who are the sole arbiters of the CBOE futures price.
     
    #54     Dec 10, 2017
  5. m22au

    m22au

    OK, and a related question, is there a % premium at which you think the futures should trade relative to the Gemini price?

    I'll go out on a limb and say that $600 or 3.7% is excessive, and it should less than 1%.
    Do you have a different view?

    .
     
    #55     Dec 10, 2017
  6. Overnight

    Overnight

    I do not know. I trade futures based not on "premiums", but on price action, technical analysis, fundamentals, and gut feel. I am not that smart or sophisticated to understand "premiums".

    No. My primary concern is risk management. I do not concern myself with complicated details like trading against premiums. I am a simian. A stupid monkey. I see price go up in a certain fashion, I enter or exit. I see price go down in a certain fashion, I enter or exit.

    I have been reconsidering my bias against BTC futures, and may actually take a contract long next week on the CME. I'll have to study how it goes this week on the CBOE, to get that "gut feel" and TA on the thing to make a decision on what to do.

    That is my "view".
     
    #56     Dec 10, 2017
  7. m22au

    m22au

    As part of that primary concern about risk management, would you still consider buying Bitcoin futures if that premium was 10% or 50% or 100% above the underlying price?

    .
     
    #57     Dec 10, 2017
  8. Overnight

    Overnight

    I do not know what this premium is that you speak of. The only bit I know about "premiums" is in something like Crude, where Brent trades at a premium to WTI or something like that. But that is a whole other animal.

    A bitcoin future trading 100% above the underlying price? I am not following what you mean there.

    So...If on some exchange BTC is last traded at $20,000 per coin, but on the CME, the last trade price is $10,000?

    Would not affect me in the least. I am concerned with what the price on the regulated exchange is going to do in the FUTURE, not what some fuck monkey on some off-exchange is doing with their coins NOW. This is why I stick to regulated exchanges...Because they are the ones that hold my monies. Little Miss/MR. Sunshine trader can do whatever "on some exchange." They will not affect my analysis and trading decisions.

    If I believe the product is going up, I will long it. Down? Short it. That is the crux of speculation.
     
    #58     Dec 10, 2017
  9. m22au

    m22au

    What if the Bitcoin price at Gemini was $17,000 and the CBOE futures price was $34,000. Would you still be interested in buying Bitcoin futures?

    .
     
    #59     Dec 10, 2017
  10. Overnight

    Overnight

    No. But thank the deity that bitcoin futures will not be corn-holed and cornered by those tinkle-tiddly twins and their precious private exchange.

    Thank GOD that Gemini is not the only price ever to be quoted for bitcoin. See the issues that can arise here if that were the case?

    m22au, what is going on in your head? You are leaning funny and awry. We are concerned.
     
    #60     Dec 10, 2017