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April WTI just printed 98 bucks! looks like they are going for the 100 ASAP!

My sentiments exactly - this is some scary shit...... Wanna get short, cos theres been hardly any pullbacks so far, but you need serious stones for that :eek:

WTI also trades on ICE Europe, which is open for trading right now (although spreads are currently huge! 97.03-97.40). During normal trading hours on regular days the WTI on Nymex and ICE trade at exactly the same price (give or take a tick!)

Holy $hit! WTI is currently 97.02 and im seeing an intraday high print of 97.49 on globex!!! a ten dollar move in 2 trading sessions........

This is getting ugly now! According to the Al Jazeera website on the Breaking News section it says: "Libyan military jets attacking protesters in Tripoli" Its already up 5.5 dollars! What a day. :confused:

Sorry forgot to add the scale - the 1566 bpd is in (000's), so approx. 1.6 million bpd is the daily Libyan output.

Just checked the Opec website - looks like Libya outputs (approx.) 5.8% of the total daily Opec quota (around 1566 bpd) If the oil output does get restricted - would anyone be so brave as to predict potential levels this could go to.........:eek:

Tomorrow (Friday) is shaping up to be a potentially crazy day in the oil markets, the ridiculous levels in the spreads, the Brent (March) expiration, and now the Egypt situation (with Mubarak not stepping down) all thrown into the mix.........

WTI-Brent March -16.10 WTI-Brent April -13.15 http://ftalphaville.ft.com/blog/2011/01/19/463136/more-on-the-wti-brent-spread/ Might explain some of whats going on. Looks like Hetco is putting a squeeze on the futures short sellers! Will be a very interesting Brent (March) futures...

Forget these numbers! WTI-Brent March -14.98 WTI-Brent April -12.21 Its like a steam train! Brents up +1.86 and WTI -0.12!! WTF!

Spread still exploding! WTI-Brent March -13.27 WTI-Brent April -10.61 Will be interesting to see what happens as we approach the Brent FEB expiration on Friday. Anyone know if this the widest the 'arb' has been historically? DS

I thought thats the point - that although resources are shared, you get exactly the proportion that you pay for? I.e. a share of a 24 core processor etc. Any ideas how much dedicated would cost in London, or has anyone has experience of one running X_Trader.

MFGlobal has its own datacentre (on site) with the TT-Gateway in house. They do not have client hosting facilities (makes no sense) so I just have to be as close as possible to this!

Although the bot trades mainly on the CME/Globex futures, the strategies are not *THAT* latency sensitive. Either way regardless of where I am trading the hosting has to be in London as I have to connect to the X_trader gateway hosted at MF Globals offices in docklands (as they are my clearer)...

Hi All Does anyone have any experience of running a x_trader pro client on a VPS. I currently run some small algos on my local PC installation, and would now prefer to have this running on a VPS (windows OS, uk/london hosting). No real reason apart from being able to control the host bots...

Hey Chintan As i mentioned before, im NOT using the DV01 ratio based hedge, to hedge small/parallel shifts in the yield curve. The ratios i use are based on linear regression and are volatility adjusted. My ratios change every morning at the start of day, and can change dynamically as well.

Ooops its a typo on my part. I mean to say 1 Bund = 1.6628 Bobl 1 bobl = 2.5219 Schatz I dont trade to bund/schatz, but my model gives a hedge ratio of 1 bund = 3.768 schatz. basically i trade bund/bobl and bobl/schatz. Bund/Schatz not really something im keen on (just gut...

Just out of interest are there any website where I can find the latest (up to date) dv01s of the underlying CTDs for Bund/Bobl/Schatz Im not sure if anyone has the proper ratios, but on friday I traded the following: 1 Bund = 1.6628 Bobl = 2.5219 Schatz I calculate these using standard...

Whats the chatroom address? If youre not allowed to post it publicly then please email it to me privately. What do you trade Martin?

Hi guys Anyone point any direction as to how i can learn more about the Euribor / Schatz spread trade? Im looking for intraday spreads to trade, currently i trade within the equity indices space, and have recently dabbled in bund/bobl spreads with fairly good success (although i trade the...