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ZS never really moved down too much, though. The F1 synthetic was mostly trading in the 1265-1267 range, only slightly lower than the 1269 limit. What will happen Monday? I don't know. I read that spec longs in beans were at an all-time high just last week... will they puke, at least in...

This is pure genius. NEXT Media usually puts out tabloid garbage, but this is absolutely pure genius. http://www.youtube.com/watch?v=IGYAhiMwd5E

You do realize that the only reason you have short-term fluctuations to swing trade off... is because other market participants use the markets for *other* reasons? And I for one think more trading hours will make the instruments more useful for the other, true market participants.

Agree 10000% percent. This is especially relevant when the US grain contracts are no longer dominated by US domestic news. I mean, clearly with the huge volume being traded in Chinese futures exchanges (not to mention India/Russia), there's a LOT of relevant news in the "overnight" session...

Wow. Any longs not paying attention in sugar the last two days is in a world of pain. I know sugar is prone to ridiculously high momentum moves... but I don't know if I've ever seen 25% in two days before. I want to see someone describe this thing using a normal distribution.

I don't think the insight makes much sense. Of all the various futures instruments listed by the CME, this is probably one of the *least* likely to go to infinity or zero.

Oh geez, here comes the manhood-measuring contests. I'm glad you had a good week. Of course, anyone short volatility had a good week, as implied vol dropped off a cliff while prices barely budged after the Fed QE announcement. That said, please check your ego at the door. Not...

Cme keeps rolling out new stuff, but without lining up marketmakers what's the point? I fear the new FX realized volatility futures will have the same fate.

I think it's safe to say no one will be looking to trade CVF as a swing/momentum daytrader. People looking at it are probably interested in very specific exposure. Still no volume in this thing, and I don't see anyone making markets. I thought they had people lined up to do this. I don't...

Anyone know if this thing is actually trading today, as originally specified? Nothing new on the CME site. The (root) symbol appears to be CVF.

I keep finding press releases about Kospi 200 futures being available thru CME Globex, but can't find anything on the CME site. Were these futures ever listed for US trade?

Very good source. I'm really surprised by some of the correlations, however... Natural gas and euro-dollar have a -85% correlation, whereas natural gas and crude are only 17% correlated? Anyone make sense of that?

It says the contract multiplier is $500. So, with "OIV" (the symbol) at 32.88... each futures = $15000 notional? And if OIV jumps 10 pts... your $15000 -> $20000. Seems simple enough to figure out. Has anyone done research on how VIX trading has affected actual IV on S&P options? Just...

I do alright (although not from swing trading). My in-laws know how much I make (mother-in-law is reaaaallyyy sharp). Most of my friends also have a pretty good idea. I really haven't had any issues. I've been approached a few times for help, and the answer is always simple: - I don't...

Hi, Does anyone have any input/feelings/actual numbers on correlation between the various grains? I'm new to these instruments.. but seems obvious the last 6 months, the grains are definitely positively correlated. Wheat blows up, corn/beans follow. Corn blows up, beans/wheat follow...

Neke I'm also suffering through a double digit percentile loss this week. Remember: what doesn't kill you makes you stronger. Mondays a new week, learn your lesson and move on.

The "volume" here must be contracts traded over Globex, rather than in the pit. Look at the settlement value for the 130, versus the 120 and 140. If it was limited to a 30 increase for the day, it would've settled at 399 2/8th. The actual settlement price of 130 shows corn...

Do the options have price limits? I assume the answer is no. The 340 ZSX calls were up 80 pts today. Assuming your ratios are 1:1, that position is identical to that of buying an ATM call.

To answer my own question... wow, it's so obvious now in hindsight that we saw almost exactly the same thing last year. IV popped by 4% on 10/8, the day before the report was published. Prices soared 3% the following day (and 3% more the following Monday). I'll ignore 2008, because the...

Shagi, Hmm, I don't know if its that simple? I noticed yesterday (after the fact) that IV in the bean options was substantially up, about 2-3% from day before. Looking through my historical IV chart versus when these monthly reports are issued... I'm not sure I see a real correlation...