Nat Spreads

Discussion in 'Commodity Futures' started by PAPA ROACH, May 4, 2009.

  1. It is very possible. I do directionally trade quite a bit, but smaller volumes, my wood is in the spreads and options.

    The problem for most is natty has volatility like no other. Too many guys open a 5 or 10K trading account and try to trade natty directionally, sometimes with several contracts. They get blown up 99% of the time. You need to be very well funded, and dial down the leverage of directional bets somewhat.
     
    #151     Jul 28, 2009
  2. I get all mine from mostly subscription based sites and through market contacts. Estimates for this weeks report are +70/+75ish.
     
    #152     Jul 28, 2009
  3. I legged out of half of my -Q/+U today at an avg of .1786, for a profit of a whopping .0476. Tomorrow is expiry and there is no definitive dircetion to this dead spread, (it came in a little today). Likely will be legging out of the balance tomorrow sometime, this one I will not take into the cash market; I will be on vacation for the first 2 weeks of august and don't want to leave in on someone elses time to manage for me.
     
    #153     Jul 28, 2009
  4. bloomberg usually has an article out the day before citing expectations. tradethenews.com posts the expectations after the number comes out. Bentek's website usually has something..

    Regardless, the move after the number is so unpredictable the only 'safe' bet is to not trade anytime 2-3 hrs before or after the report.
     
    #154     Jul 28, 2009
  5. PAPA what about the widow maker (+H/-J)?
    Vacation? How we gonna spread the natty w/out you?!?
     
    #155     Jul 29, 2009
  6. That is a spread that will take a little time to develop, I will have GTC scale down buy orders in while I am away. Working .045, .025 and .005.
     
    #156     Jul 29, 2009
  7. Successfully legged out of the last half of my -Q/+U at an avg of .1843 for a .053 profit. Aside from needing to delta hedge some option fences I have on, I am now in vacation mode!

    Good luck guys.
     
    #157     Jul 29, 2009
  8. Have a good vacation PAPA. Thanks for the education in Natural spreads. I'm not in any (still learning) but am watching. Look forward to your return.
     
    #158     Jul 29, 2009
  9. Added to my +H/-J at .06.

    To recap, after closing out of Q/U, all I am wearing in spreads now is the +H/-J. A worry free vacation!
     
    #159     Jul 30, 2009
  10. See ya'll in a couple of weeks! Good luck and beware of the rapidly changing dynamics that are going on with position limits, it will possibly create a period of crazy volatility as position unwinding/swapping unfolds.

    On a last note, this made me laugh so hard I was crying-

    http://www.youtube.com/watch?v=I6dsmx8YmPs&feature=related
     
    #160     Jul 31, 2009