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heres the TED charted 3:2 exactly derived from the cme suggested on this page..http://www.cmegroup.com/trading/interest-rates/stir/eurodollar.html or maybe not.. idk.. hahah

what lines do you have on CL now?

isn't the fomc meeting dec 17-19.. isn't that after dec expiration?

yes he is ..

haha i like the marriage analogy

haha.. true.. it has to have a very small notional value to make sense for me to trade.. that's not so easy.. plus i don't like day trading or anything close to that time frame..

I remember when i asked this exact question a long time ago when NG was just under 2 bucks.. I never did find an expression that made alot of sense to me...

are you literally just rolling the front contract as it expires... or are you spreading to get the exposure you want.. theres another thread right now on NG where a guy asked a similar question to one i asked years ago.. about how to get NG long exposure over time...

Very hard to get that kind of exposure for a long period... The futures trade at a premium.. The USO etf is subject to a type of dymanic drift as it derives its value from rolling in futures.... Companies that benefit from higher ng prices are something to research

Iron fly, or butterfly.. sell meat buy wings..

I haven't even watched all that , i keep trying to soak it in.. he starts throwing numbers out, that i dont' understand.. and i know he is just referencing a leg or something.. i pmed ya

I obviously need to learn duration weighting.. . and the implications/risks of being out of balance.. or as you put it, define the actual bucket risk i'm taking.. I still like to know the seemly irrelevant risks i'm taking.. but if its insignificant, its insignificant..

Man you have no idea.. i could ask questions till your blue in the face.. i'm trying to read as much as I can so i don't wear you out.. I'm watching this video.. picking apart what the guy is saying.. He makes alot of sense.. Of course he is going for a tick or two.. which with the...

"Opportunities with Spread Trading and Energy Products" an odd title for something related to specifically economics.. but this video is a great one for the Economy... thought i would share.. http://www.youtube.com/watch?v=WenRiIMrx4c&feature=c4-overview&list=UU1-7i1BQm8Ni0yOmK5vtlbQ...

This is a very interesting video.... take a look guys... Blu Putnam, Chief Economist, CME Group http://www.youtube.com/watch?v=WenRiIMrx4c&feature=c4-overview&list=UU1-7i1BQm8Ni0yOmK5vtlbQ

Depending on what your commissions are.. You might look at spx options... More notional valve for less commission... The bid and ask spread only looks wider if you don't consider the notional difference... Most people realize your order in some way influences the market...rule number 1 use...

How much risk are you taking that isn't the actual spread risk you want when you do it quick and dirty... Is that quantifiable.. Is it so small its irrelevant?

Can you give me an example of the correct months to construct this in the fashion they are talking.. I get that reds are 2015's but the multipliers are different for this contract.. so a 3:2 doesn't normalize that.. so this isn't making sense to me

"Eurodollar Futures vs. 2-Year Treasury Futures (3:2) - 60% Spread Credit Outright rates: 2-Year Note Futures: $500 Eurodollar Futures (2nd Year Red): $550 Spread credit: 60 percent Margin before spread credit: $550 x 3 + $500 x 2 = $2,650 Margin after spread credit: $2,650 X 0.4 =...

ARe you making any money trading copper? you seem like the copper bear cheerleader sometimes.. no offense