Sample Futures Spread Portfolio Capital Requirements (CHEAP)

Discussion in 'Events' started by bone, Feb 27, 2014.

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  1. #41     Mar 13, 2014
  2. It's traded on ICE

    https://www.theice.com/publicdocs/ICE_OTC_Heat_Rate.pdf

    And TT also supports it:

    https://www.tradingtechnologies.com/support/advisories/2009/11/epn060-09/

    If you're credit-cleared and authorized for margin on any product, whether OTC or exchanged traded by an FCM, you should be able to trade it. Don't see any inconsistencies with what Bone has said.
     
    #42     Mar 13, 2014

  3. I don't trade any of these products, that being stated, Bone says he gets better fills on the screen when it's never traded (on screen). BOG has already addressed the PJM issue.
     
    #43     Mar 13, 2014
  4. ICE and CME have APIs for their OTC clearing services:

    http://www.cmegroup.com/clearing/clearport/clearport-api.html

    If your platform (like TT) has integration with these APIs and your FCM has cleared you for trading...
     
    #44     Mar 13, 2014
  5. bone

    bone

    Drownpruf, you certainly have no problems trolling and hating about something for which you do not trade and have no earthly idea WTF you're talking about.

    As mrbrettonwoods was trying to explain, TT has supported ICE and Nymex Swaps and financially cleared OTC products for several years now.

    But you'll never see it in your market explorer tab unless you have been enabled for it through both the exchange and the FCM. And the margins are quite chippy I might add.

    https://www.tradingtechnologies.com/support/advisories/2011/12/epn068-11/
     
    #45     Mar 13, 2014
  6. bone

    bone

    Mrbrettonwoods and the Trading Technologies website provide adequate response to BoG. And at least BoG has been mature and civil in his discourse. I doubt that BoG is implying that I somehow fabricated that TT screenshot.
     
    #46     Mar 13, 2014
  7. Both he and the other guy are probably using retail IB to trade, and not an institutional-grade FCM, so they might not understand the institutional clearing/credit authorization dynamics, which goes for any product, exchange traded or OTC traded.

    This thread seems to sum it up quite well:

    http://www.elitetrader.com/vb/printthread.php?t=236174
     
    #47     Mar 13, 2014
  8. londonkid

    londonkid

    I don't know if this helps you but with equity pairs you can get some great trend plays. They are not for me as I am a permafader. An example of a trending pair play would be where you have two similar stocks where there is a catalyst driving them apart. For example (and this is not a real trade) you may go long Samsung and short Apple if you felt there was a specific catalyst for Samsung to outperform Apple. Good Luck.
     
    #48     Mar 13, 2014
  9. FWIW, I was using Ecco's DOM in CL and products in 2003 for a fund and cleared Refco and Fortis.
     
    #49     Mar 13, 2014
  10. Sure, but that would require the ability to identify the presence of a fundamental catalyst. Unless I'm misunderstanding, that's not what he's offering or claiming. Instead, it's that spreads broadly trend better than single names. I just don't see any evidence of that nor has bone offered any (obviously some cherry picked charts don't qualify as evidence). I'd love to be wrong about this and hope he comes on here with a body of statistical work that shows otherwise.
     
    #50     Mar 13, 2014
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