IB customers lose $88m trading WTI crude

Discussion in 'Interactive Brokers' started by ZBZB, Apr 21, 2020.

  1. LOL @ dipshits

    Symbol CL (WTI,NYMEX) is physically settled

    Symbol WTI (IPE/ICE) is cash settled

    So latter can trade until expiry last minute if no possibility of delivery


     
    #81     Apr 22, 2020
    narafa and helpme_please like this.
  2. creator

    creator

    Used to be a fan of IB too and believing in the best but they are still are not ready with their decision and meanwhile charged about 100 chf of interest on my negative account.

    Just one more proof of their system malfunction:

    https://www.interactivebrokers.co.uk/forum/#/post/28766
     
    #82     Apr 22, 2020
  3. snowman80

    snowman80

    that’s some pickle you find yourself in - i feel for you

    do you know if contract specs and ice exchange rules allow for negative prices. that’s probably your best shot at getting a favorable resolution.

    i doubt IB will make you whole if these trades stand. they probably put in some sort of technology liability protection language in the account agreement.

    best of luck
     
    #83     Apr 22, 2020
    sampare and creator like this.
  4. Thanks for explanation. No thanks for calling me dipshits. No need to be rude.
     
    #84     Apr 22, 2020
  5. RedDuke

    RedDuke

    Rude. I already apologized to OP. We only trade CL so I was unaware about ICE contract innerworkings.
     
    #85     Apr 22, 2020
  6. qwerty11

    qwerty11

    Yes, of course.
     
    #86     Apr 22, 2020
  7. longshort

    longshort

    The more I look into what happened, the more I think someone set this up.

    1. WBSK20 is cash settled based on the CLK20 settlement price of negative $37.

    2. That price of CLK20 happened to be very, very near the session low of negative $40 a barrel.

    3. After reaching that negative price, CLK20 quickly recovered to positive $9 a barrel before trading stopped.

    4. WBSK20 apparently went into limit down on 4/20/20, my data provider's session low is negative $7. That means brokers were likely unable to liquidate their clients and forced to hold into expiration.

    5. CL volume already shifted from May to June, so easier to influence CLK20 price on 4/20/20.

    I believe some people knew these mechanics very well and were sitting on a big WBSK20 short position and drove down the price of CLK20 just at the right time relevant for determining WBSK20 cash settlement price. According to Peterffy, they made half a billion $ on this trade.
     
    #87     Apr 22, 2020
    freedinner and ScroogeMcDuck like this.
  8. I wonder if any clients were short and what the offsetting winning positions are to the clients that lost to arrive at the ($88M) net.

    My guess is most clients were probably long though. The psychology must have been, buy the dip because it's literally at $0, while not believing or knowing that the price can go negative.

    If the S&P500 was at 10, you'd buy too right? Back up the truck in fact. Can't go any lower. Except crude was allowed to go negative. So it was actually an unbounded trade and 0 is not actually the floor. Ouch.

    Always a possibility with illiquid markets. Especially with all the talk in days prior about negative prices and the instrument being modified to allow for negative pricing. Somebody must have wondered "hmm wonder what happens if it actually goes negative?".

    This event reminds me of the short vol trade (e.g. XIV) a while ago that cause a lot of people go go bust. Somebody must have seen a weakness and pressed it and losers and winners were created as a result.
     
    #88     Apr 22, 2020
    wrbtrader likes this.
  9. southall

    southall

    $88M is not the net losses (differences between winners and losers)
    It is the total of negative balances in IB accounts as a result of trades in these markets.
    The losing customers lost a lot more than that for sure.
    Any winning accounts are irrelevant to IB.
     
    #89     Apr 22, 2020
  10. snowman80

    snowman80

    i guess question is: given the magnitude of these losses, and the speed and the way it all went down, is your capital safe if you got money in any of the rinky dink fcms?
     
    #90     Apr 22, 2020
    ScroogeMcDuck likes this.