Stat-vol to 60%?
rofl
Covered 66.00.
Great fade on the test of the pre-nonfarm high print of 1388.
When? The last close above 30 reflected tremendous implied vol. The April 30 straddle was trading $18 at ~230 vol.
For the touch. 10/100 for the DNT.
http://www.ncbi.nlm.nih.gov/pubmed/18222423?ordinalpos=72&itool=EntrezSystem2.PEntrez.Pubmed.Pubmed_ResultsPanel.Pubmed_RVDocSum
1340 to 1420.
1392.00 SL. ~1:1
Short size at 1378.25. Looking for a touch of 1365.00 tomorrow.
Thanks. Stopped on the last EURJPY trade. I've got enough exposure in the expiring binary.
Sold 160.18. TP 159.78/SL 160.52.
Covered the 160.00 short at 159.60.
Nice. None of my executable quotes went under .52 offer in that time-frame.
What dealer was offering GBPJPY at 46?
Short 160.00. I have an expiration-range Euro-convention exotic coming off tonight during the Japan afternoon session; 159.00 - 161.50.
I never said that, you're paraphrasing.
Spot will drop >60 pips in Japan's morning session.
It is. The futures hedge performs poorly when trading ratios on options to futures at >2:1 (synthetic straddle) due to edge loss which results...
I have no problem with producing screen shots after the arb has been traded flat.
Separate names with a comma.