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Thanks, but subprime portfolios were crashing well before Jul 2008. Projections given in spring 2008 by originators said defaults on mortgages were leveling off, but later (after tax season) it would show that tax return incentives did not hold off further mortgage defaults and foreclosure...

I am doing some back-testing on ftrs data in the market over the last several years. For some reason, a strange data pattern began in Jul 2008. Does anyone recall any events (fundamental/macro/political) that took place or started in Jul 2008? Thanks!!

that's great, thx! who would have this 'PX_VOLUME' for those days?

Perhaps... Thx! Rest of '09, looking @ oil and gas. But beginning '10, may shift to electricity and it's extreme load fluctuations. Keep me posted if anyone knows of addtl data (yr's worth) for the other mrkts. Cheers!

Other than the ETFs... what other types of funds hold energy futures contracts month over month?

Does anyone know how we can get close of NYMEX (sorry that this is hosted by ICE) market data for 1-Month Ftr's contracts? I am looking for a full year of data from this past October. Does anyone know if it is and where it is available for free for analysis? Thx all!

Appreciate it!

This is a question: Are (How are) you sure that the 58% they are quoting is Price (on Sep30) / Price ( on Sep30 - 1Y ) Instead of ( Log Price (on Sep30) - Log Price (on Sep30 - 1Y) ) x 100% ??? In the second case, if you added the daily changes in log price over the last year, you...

Oh, good. Thanks very much! Did they just add the day-to-day price changes for the last 365 days before Sept 30, minus banking holidays?

Hello: Bloomberg reporter reported the following: "Through September,... benchmark West Texas Intermediate futures surged 58 percent [in returns]." Does anyone know how they got the 58%? Or, if your numbers match theirs? I wonder if I am reading that wrongly. Thx in advance for...

Yep, that's good. For each of these ETFs, USO, UNG etc., do they invest in 1-Month, 2-M, 6-M, 12-M etc. of the individual energy mrkt? So in fact, something like USO invests in the term structure of those markets? Thank you!!

Hello: Does anyone know if there is an ETF out there that holds futures contracts for natural gas, crude oil, and unleaded fuel at the same time? Or even two at a time? The USO Fund only holds futures for CL.... Do we have a fund that holds and rolls different types of energy futures on a...

Hello: Does anyone know the year when Crude Oil 1Month ftrs and Natural Gas 1Month ftrs began trading? Is it CL: 1983? NG: 1990? Your help in confirming the above would be much appreciated. Went on NYMEX site, but didn't find the dates when trading the futures of CL and NG began.

that's great. thanks. any public historical intra-day trading for these markets?

Hello: Is there intra-day data for the futures markets for energy that is publically available? Thank you!

Asian options. Thanks. Are there any options that indexes to average volatility over some pre-set period of time (last month, week, etc.)?

Are there options that index to moving averages of futures contracts in energy? What type of moving averages?

Were there notable market disruptions for crude oil and natural gas other than the last two years? Were there particular periods that people recall when market manipulation and other anti-competitive activity in these markets were most obvious? Thank you!!

To clarify, the brokers always meet margin calls from the Exchange on the day of, and sometimes allow that trader to post margin at a later time/date? So does that mean from the Exchange's perspective, whenever they call margin, it is always met that same day for that position, yes?

Sorry, for clarification: pg 5 of those slides "All portfolio margin calls are due in three business days, but brokers may restrict activity or require liquidation sooner if uncovered margin calls result from risky positions" That was the subtle point that I should have pointed out for...