Global Macro Trading Journal

Discussion in 'Journals' started by Daal, Feb 25, 2011.

  1. Sell the rips, but the dips! Is there any doubt that the world will be again saved at some point in the next 24 hours? You'll likely get a chance to reload at $1.03. I'm pleased I sold euros and aussies on the silly pops this week, but am not smart enough to cover just yet.
     
    #2091     Nov 9, 2011
  2. gmst

    gmst

    Its true at some point they will save it again. ECB was buying furiously Italian bonds today. But i have a feeling that you not selling off probably is a better decision. Who knows! Good luck.
     
    #2092     Nov 9, 2011
  3. ECB has not been buying furiously. They bot, in my estimate, less than €2bn, which is 1/2 of the size they did at the beginning of last week.
     
    #2093     Nov 9, 2011
  4. What's the average turnover in Italian bonds each day?
     
    #2094     Nov 9, 2011
  5. gmst

    gmst

    oops ok i read it somewhere, but obviously you will know better as i assume you know guys who are dealing in that market
     
    #2095     Nov 9, 2011
  6. nbr

    nbr

    Wondering if that has anything to do with the fact that Mario does not like Silvio.
     
    #2096     Nov 9, 2011
  7. No such thing as an average, to be honest, ralph. Average volumes on MTS, which is the dominant electronic platform, used to be arnd €5-7bn a day in notional terms (including t-bills, floaters and linkers). That was a year ago or so. Now you're lucky if more than €2bn trades and the volumes have been steadily going down. After today, I expect it to get even worse.

    BTW, MTS volumes and other such stuff are publicly available on their website (www.mtsdata.com).
    Nobody actually knows, as the ECB doesn't publish the aggregate data on their purchases until the week after. But everyone does make educated guesses, for sure. Based on these estimates, you can work out a rough ballpark number.
     
    #2097     Nov 9, 2011
  8. gmst

    gmst

    Martin curious, why volume is going down on MTS ? Are people dealing more using voice brokers or is it that volume overall is falling. if overall, would you explain why overall volume is falling, is it because of high volatility ? thanks
     
    #2098     Nov 9, 2011
  9. Could this mean the ECB could make a big (if temporary) impact with relatively small buys?
     
    #2099     Nov 9, 2011
  10. Yep, nobody wants to trade, as these mkts become more and more dysfunctional and illiquid. Dealers widen their bid/offer, 'cause they have no appetite to warehouse any of this stuff (given the recent Jefferies accident, who can blame them). The real money community are scared sh1tless, so, unless they're selling in a total panic, you won't see them. The fast money punters don't want to get involved, 'cause liquidity is so crap. So, yeah, among other factors, it's a function of high volatility and uncertainty.
     
    #2100     Nov 9, 2011