Recent content by suntzu

Heh, you actually replied. Bilking free info. Don't think I've ever been accused of that before. I guess the attitude is really different. Here in SGX, we think there's enough money to go around so that we don't mind sharing what we know.

Acidjazz, You're absolutely right about flies being less risky. And commission costs have come down a fair bit. Problem is that flies take up quite a lot of margin. Sometimes it takes weeks maybe months to see a profit, that is if there's any profit. I'm just trying to figure out a more...

trdinglife, Thank you for being diplomatic. I'm Singaporean and Chinese. It's our culture to be humble and I try to learn as much as I can from others. I'm just trying to figure out different ways of trading the ED. I been trading ED flies for the past 6 years and am curious to learn...

dsguns1, I'd heard about guys in the forum like yourself. Why, you still struggling to make a dime in the ED markets? The market's got you so dazed and confused you can't tell your left ball from your right? Nobody's asking for trade secrets. I'd just like to listen to some other ED...

Forgive my ignorance. Who's old Goldie? Thanks for feedback. It appears to me that if curve steepening comes back in vogue, the Z05 and H06 contracts will be the key months to be long. Front spreads finally narrowed. Gosh its been a while. Finally managed to buy back the U05Z05H06 fly at...

Its great to learn from other ED traders here. I got a question. I hope someone can help. If US stocks start to show signs of weakening, will ED spreads narrow? If so, which is going to be the pivot month?

Youre absolutely right Fred. A 3 month fly is certainly less volatile than a 6 or 9 mth. The quoted bid/ask size for 3-mth flies these days is pretty impressive. I remember a time when I put in a 120 lot order for a butterfly on Globex during Asian Time about a year ago and it seemed like I...

That's a pretty volatile fly you've picked my friend! Never tried that myself. My lil heart can't take those fluctuations! It does look toppish chartwise doesnt it. I'm just short the U05Z05H06 fly. Unleggin them for a profit is a real pain in the a^^ though..

Hi dunleggin, Thanks for the link to RBS Greenwich. Unfortunately i don't have a password. Only managed to read that one sentence that ED 1yr butterflies are all rich. Do you have the gist of his commentary? It seems like the short-end ED curve's inflection point is the GEZ05. Everything...

Great info. Thanks. I've been thinking about putting on this trade for a while. Buying the spread. The Z05H06 looks like it's close to a bottom. There doesn't seem to be much upside left to the flattening trade, 2-10yr that is. Its been holding its support at 11.0 pts for a while.

I've been trading ED flies for the last 6 years. Out of Singapore. It was great, and I used to leg in and out by trading the outrights with a day view. Then Globex and Liffe came along and basically destroyed our little pit in SGX. Most of us have had to adapt to trading ED electronically...

Thanks for sharing your experience Reitberg. I've been trading Eurodollar futures on the floor in Singapore for 5 years now. Returns have been good, but the signs are obvious that electronic trading is going to take over. Thus, I'm eagerly embracing the future and have a lot to learn...

Darn it, coffee is flying. I hate to chase a market... Guess I'll have to wait for a correction.

Thanks a bundle for the info waggie945. I'm still poring over my CRB Yearbook 2003 to try to understand what makes these various commodity markets tick. Guess I should glue my eyeballs to CNN's weather updates from now on.

Hi SethArb, I'm still new to commodities. Pl tell me why coffee futures spiked up in the 80s and 90s. Thank you.