In addition to short VIX futures exposure, SVIX started holding OTM VIX calls. As of today, it is long 24,000 Jan VIX calls at 26 strike. If that...
These two are both daily 2x leveraged short gold, but DZZ has massively diverged from the underlying over the last two days, on a sharp volume...
Read all these threads here about how .005 tick size is BAAD with a capital everything. I've been watching it side by side with Bund and Gilt the...
Anyone else affected? Can't get an ETA, which is unusual.
Up 75 ticks in a few seconds - what was that?
What happened? It's not a single bad tick, these are real trades up to 50 points below ZG.
The recent fun in equity markets made me look at index futures again, and I found what looks like a tradable edge in FTSE and FDAX. I'm keeping...
Feb 26, 2007: Keel Capital hedge fund to shut down Firm cites lack of short-selling opportunities, restrictive strategy...
Watching the FTSE (Euronext Z) out of the corner of my eye. Thin pre-Xmas market, usually no more than a couple dozen lots bid and offers. A few...
Just had a look at the TT website and it looks like a cosmetic/ergonomic update to version 6. Has anyone here upgraded from 6 to 7? Is it worth it?
Beast being Bund. I seem to see more but smaller overshoots, as if additional paper is dampening intraday moves. Has anyone else noticed it...
94 for more than 1000, even when surrounding bid quantities are in the low hundreds. Lots of business being done at 95. ZN drop on pit open had...
Rangebound and false breakouts like this morning is nothing new. What is new is that three times this morning I saw a huge imbalance in the order...
Skittish and all over the place with very thin book and huge spread. I haven't seen overnight trading *that* bad in a while. Is there a trader...
Sharp downmove in Europe and the US. No scheduled news and no surprises that I can see. Is this a fat finger?
Today was a pretty volatile day by any standard, and that made me wonder (again): What, in your opinion, is the best way to enter futures orders...
Yesterday the thing quoted below happened. Today the Gilt had two large runups, and the first one was well before the BoE minutes. Anyone else...
Volume at that one price is 16500 at the time of writing, totally dwarfing volume at all other prices today. Who does that much business at one...
... look a little (1.5bp or so) cheap to the Sep 06 and Mar 07 contracts. I know that linear interpolation isn't exactly appropriate here, but is...
...said today that "downward risks" for the Euroland economy have materialized. Whoa. That's an obvious policy shift for the ECB and a clear...
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