Recent content by obsidian

  1. O

    Sugar futures arbitrage

    Please PM me to discuss FCMs, etc.
  2. O

    Sugar futures arbitrage

    I do. I made a typo above -- sugar is actually on Zhengzhou. Can trade on Dalian, Zhengzhou, and Shanghai. Only have colo in Shanghai, however. The refined on ICE barely trades. For instance, this Reuters article talks about doing the ICE-ZCE arbitrage in the night session as if its very...
  3. O

    Sugar futures arbitrage

    Hi Is anyone here familiar with sugar futures trading? Specifically ICE #11 sugar vs DCE sugar white. Seems like sugar white in China is always at a huge premium and fluctuates wildly vs ICE, and the correlation is sometimes strong and sometimes quite poor.
  4. O

    HFT US equities comms

    Thanks for the response. We are 3mils excluding pass-through fees and excluding colo charges (although Mahwah is probably enough to start). I don't think we would be subject to non-display fees, but I'm not sure. Why do you think we would be?
  5. O

    HFT US equities comms

    Hi We are looking at getting into HFT on US equities. Most of the experience is in FX/Futures, and my knowledge of how low comms go might be stale. $3/10000 is what we have been offered--is this good/bad/average? On a 20 USD stock this comes out to $15/million notional.
  6. O

    where do binary options dealers hedge their risk?

    If a client were to let's say open multiple accounts legally and max out (100k digital per account) a pin risk at a specific daily binary strike, do you think that the dealer would be within its rights to amend/cancel the trades? I am wondering how this would generate feedback into the options...
  7. O

    where do binary options dealers hedge their risk?

    Where are they trading daily-expiry calls/puts on indices?
  8. O

    where do binary options dealers hedge their risk?

    Is there a substantial interbank/brokerdealer market for short-dated digital (binary) options on equity indices? I was wondering how a larger dealer like igmarkets would be hedging their risk typically or if they just warehouse it like a casino would.
  9. O

    index dividend swaps

    Hi, Does anyone know where I can find or purchase historical price data on long-dated (more than 2 years maturity) index forwards? Aside from the more typically traded eurostoxx, nikkei, spx div swaps, I am looking to construct implied dividend curves for lesser traded otc forward indices...
  10. O

    Silicon Valley traders

    I am in SF. What products do you trade?
  11. O

    broker for Grains spread options

    I'm looking for options on the Jul-Sep calendar spread. I couldn't see much going on in native contracts while perusing Bloomberg, but maybe that is my own ignorance. For instance, I would look to be selling the Jul12-Sep12 Call at +50 strike. Thanks
See more
Back
Top