Nat Spreads

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

  1. Oh, I agree completely. Regardless of the horrible macro-fundamental picture for us, I think we are about to shake up complacent positions on a nice rally, we have all the ingredients in place, let's see how this comes in Monday. I will likely add more +F/-J tomorrow or Friday.

    Have a good weekend.
     
    #251     Nov 25, 2009
  2. Added more +F/-J this morning at -.16.
     
    #252     Nov 30, 2009
  3. bone

    bone

    http://www.ferc.gov/market-oversight/mkt-gas/trading/ngas-tr-phy-bs-map.pdf

    This link provides the more obvious basis play opportunities for those who can schedule physical gas.

    Certain winter "pinch points" can rock your world: Transco Z6 NY versus TETCO M3 is a real 'widow-maker'.

    Energy is a spread trader's paradise. There is a whole class of energy traders who specialize in physical delivery plays: Financial Transmission Rights (FTR) in electricity is another really good one.
     
    #253     Nov 30, 2009
  4. Trading Z6/M3 whether spread or outright truly is for the titanium-balled only. That market isn't even smooth, a single day gap could wipe some out, although with Canaport and REX I doubt the swings will be what they were in the past.
     
    #254     Nov 30, 2009
  5. bone

    bone

    Amen brother.

    Power can be the other crotch-rocket. In August 2007, I saw the inc/dec market in PJM-West go from $55 to $1,225 per MW-hr. over the span of about three hours.

    In July of 2008 my broker told me of a famous German Bank losing $15M in one day playing the ERCOT hourly market (East Texas wind power vs. natural gas peakers on a very hot summer day).
     
    #255     Nov 30, 2009
  6. Put on another tranche of +F/-J at -.19. REALLY like this play as prompt cash is starting to tighten on balmo swaps and coming cold.
     
    #256     Dec 1, 2009
  7. And, if you go the way of tower research you don't even have to worry about if your position goes against you :)
     
    #257     Dec 1, 2009
  8. Peeled off half of what i took into cash market on this spread at -.135 for a +.21 profit.
     
    #258     Dec 2, 2009
  9. Closed the other half as well, at -.14 for a .205 profit.
     
    #259     Dec 4, 2009
  10. closed out my entire +F/-J position at -.15, made a whopping penny!! I want to reassess next week and possibly layer in again at better, just didn't like the model flip flop of the cold.
     
    #260     Dec 4, 2009