Short DAX at 7740

Discussion in 'Index Futures' started by ASusilovic, May 23, 2007.

  1. Time for some short covering...FDAX now 7478....3 p.m. CET
     
    #501     Aug 9, 2007
  2. hektor

    hektor

    Who the hell is the big player buying in 30 Lots at 7469,5 and buying 4000 at 79,5 ten minutes ago while all other futures going south deep.
     
    #502     Aug 9, 2007
  3. most probably a market participant short covering...you don´t really care if you are on a winning streak whether you have a copule of points slippage by doing this...
     
    #503     Aug 9, 2007
  4. butkus

    butkus

    <br>
    Anyone have more information on this? This was not short covering. If they were short covering, they left an incredible amount of money on the table. At 1:40pm EST the Dow was trading around 13460 and the Dax futures was at 7470. Over the last two hours of the trading day, the Dow dropped 200 points, but the Dax closed at 7470. Some firm/entity relentlessly purchased thousands of 7470's.. and they did the exact same thing (at the same level) a few days ago. They clearly wanted the dax to close at 7470 or above... any thoughts?
     
    #504     Aug 10, 2007
  5. JSSPMK

    JSSPMK

    As far as I see it - it doesn't really matter, I never even look at volume, not to say there is no requirement for it for other people. Some people call this type of activity PPT (plunge protection teams) which could well be our Big Brother "feel good" factor sponsorships. Joking aside, why couldn't it have been short covering?
     
    #505     Aug 10, 2007
  6. Ha, ha, ha....breakout scenario...this may evolve as a WASHOUT day...I made some phone calls early in the morning and the funny thing is :
    market participants around the world have HUGE cash positions right now => unbelievable...some funds have over 25 % in cash !!!! Ha, ha, ha....unprecedented cash levels !! I think we will see some fun action today with even more VOLA then in the last weeks ! By the way : I am putting some cash to work and I am LONG not only FDAX but also buying FINANCIAL stocks !! GL + GT :D :D :D
     
    #506     Aug 10, 2007
  7. JSSPMK

    JSSPMK

    Thanks for the intel AS.

    Hourly chart basing for upside
    10 minute chart points to 7330 re-test
    Will try to catch next downdrift and reverse into long later on

    short 3

    scaled out 2 +8

    +19 on 3rd
     
    #507     Aug 10, 2007
  8. JSSPMK

    JSSPMK

    short 3

    -3.5

    hourly might be starting to kick in
     
    #508     Aug 10, 2007
  9. Here we go, new week, new luck !

    Long FDAX, dynamically hedging positons...

    You can find here a maybe useful piece of paper concerning "dynamic hedging strategies for portfolios of derivatives", by Simon BENNINGA and Zvi WIENER from WHARTON SCHOOL ( University of Pennsylvania ):

    http://finance.wharton.upenn.edu/~benninga/mma/MiER71.pdf
     
    #509     Aug 13, 2007
  10. Buying FDAX 7456...:D
     
    #510     Aug 13, 2007