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I know this is an interest rate spread, but I wanted to show a trade that stopped out for a loss according to our system rules. Euribor Butterfly, taken as a sell by clients and documented elsewhere on ET here in February, was stopped out for a loss the second week in April.

I had a couple brave souls get long a Lean Hog butterfly a couple of weeks ago - nothing doing as of yet. Personally, this trade does not stir my soul in the least.

Wheat Calendar Spread Pair, as documented here earlier and was shorted by some of my clients in the Feb and early Mar time frame, has hit it's profit target earlier this week.

ICE Sugar Condor, taken as a buy by clients and documented here in February, is performing but at turtle-like pace. Since the front month is March 2016, there is plenty of time for this trade to develop.

ZM Soybean Meal Butterfly, taken as a buy by clients and documented here in February, is performing nicely and is very close to the profit target: [/IMG]

Wheat Calendar Spread Pair, as documented here earlier and was shorted by some of my clients in the Feb and early Mar time frame, has hit it's profit target earlier this week.

Euribor Butterfly, taken as a sell by clients and documented here in February, was stopped out for a loss the second week in April.

ICE Sugar Condor, taken as a buy by clients and documented here in February, is performing but at turtle-like pace. Since the front month is March 2016, there is plenty of time for this trade to develop.

ZM Soybean Meal Butterfly, taken as a buy by clients and documented here in February, is performing nicely and is very close to the profit target:

An older paper, but still decent: http://www.mgex.com/documents/MGEXSpreadChoicesv2-1.pdf Grain Co-ops that publish cash prices are valuable for following the cash vs futures basis: http://www.decaturcoop.net/news/story.php?id=7332888 CME contract specs and margins for the exchange-supported...

Your honest discourse I for one encourage. I traded CBOT, CME, Eurex, and Liffe interest rate spreads from 1992 until about 2004 ( pit and screen ). I also from time-to-time traded cash basis. Your comments are certainly spot on for the rates. Having said that, I would encourage you to dip...

As an aside, I've always been amused by traders who "race" the order book. Never understood it. Of course those stacked bids and offers that move in lock step with the best bid/offers are a ruse. From my experience, FWIW, "real" money isn't going to care about stacking an order book away from...

I have many clients making a living doing just what you described. It's their niche, they have confidence and a comfort zone with the trade, and they do not spoil the family recipe as it goes. Now... wink - wink... I also have some clients who play intra-market spread combinations to great...

Alot of grain floor traders have gotten blown out using traditional fundamentals in terms of carry the past few years. Look at where Silver is trading. Look at the Cotton markets a couple years ago... the carry for decades was about $3.60 until Louis Dreyfus decided to take delivery of the...

Fine Print: "Generally Speaking" Definitely. Inter-market Spreads have more co-integration issues from a statistical standpoint, and from a capitalization standpoint the SPAN margin credits are typically less generous. I tell my clients that I personally will not consider an inter-market...

Clients that shorted this Wheat Spread are pretty close to hitting their profit targets... If you can get a decent fill in Live Cattle, a few of my clients appear to be buyers in here...

Clients that shorted this Wheat Spread are pretty close to hitting their profit targets... If you can get a decent fill in Live Cattle, a few of my clients appear to be buyers in here...

Clients that shorted this Wheat Spread are pretty close to hitting their profit targets... If you can get a decent fill in Live Cattle, a few of my clients appear to be buyers in here...

TTT !