Natty

F/G 10 call sprd trading around 10.5 cents on the floor for size. Paper sellers.

 

Below freezing here in O&G city...A lot of firms are loving this move in Natty.

 

I think this thread has been very interesting. For what its worth, I'd thought I'd add what little info I have as well

Since you guys started talking about it, H/J PJM on peak power spread was 1.00 /mw. Saw it go as high as 1.25 earlier this week, didn't glance at it today. Will keep you guys posted if I see it move.

 

Been slow in the pits last few days.

H/J trading this am 4.3/4.5.

 

are you in h/j arb?

 

No, I don't have brass balls...

 

hahahah.

 

Cal10/11 sprd is bid for 4.5/d on scrn.

 

Crude: Z11 $30 American Puts .45/.65

The Z11 fut is quoted 81.80 / 82.00

 

Z $130 call trading around 4.85.