Multi-price Flipping. Rotter?

Discussion in 'Index Futures' started by squadron leader, Nov 13, 2006.

  1. ynox1

    ynox1

  2. #52     Nov 17, 2006
  3. esmjb

    esmjb

    does anyone know who is running this program in the estoxx that is constantly double crossing with itself all day every day?
     
    #53     Nov 17, 2006
  4. What do you mean by double crossing
     
    #54     Nov 17, 2006
  5. meskhot

    meskhot

    I have been watching that all morning as it was particularly clear today, but I still fail to see the point of such trades...
    it traded cumulatively several K's at the same price, during a very quite market...
    I checked the other maturities and it doesn't seem to be related.

    Any idea?
     
    #55     Nov 17, 2006
  6. Yeah, Paul is Czech.

    Vlad is a Serb.

    Paul doesnt live in germany.

    Vlad does live in london.

    Everyone is getting their knickers in a twist.
     
    #56     Nov 17, 2006
  7. esmjb

    esmjb

    ive called eurex to complain several times and its a company, in germany i believe, that is doing it. they are running a program and most of the time it trades with other people but it obviously trades with itself a lot. been going on for over 2 months now. it must be making a ton of money because everyday it does about 20K contracts at least in double crosses alone...thats a lot of fees.
     
    #57     Nov 17, 2006
  8. TGM

    TGM

    My old clearing firm was causing a little havoc this morning in the Eurex markets. The Stoxx and to a lesser extent the Bobl and bund (albeit less noticeable in fixed income)


    They just lay off the blame on Rotter!!

    Cheaper than getting a bodyguard.


    a new verb ......We got Rotter'd today

    The new global trader phenomenon.....it is all Rotter's fault!!!!

    The next hedge fund collapse. I will look for the Fed to blame on it on being Rotter'd!!!!!
     
    #58     Nov 17, 2006
  9. apparently it is Harris Brumfield who is doing the multi-price flips.
     
    #59     Nov 17, 2006
  10. 2006

    2006

    Whoever is doing it is raping my ass hard. It just keeps going in one direction until ppl puke and then puke some more and then puke a few more chunks for good measure -- f'in ridiculous. I hate bonds.
     
    #60     Nov 17, 2006