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I forgot to post the monthly update at the end of January - here goes: There are no open positions.

Hey, how about EuroStoxx50 and DAX? These are HUGE! You've forgot all about Europe :) Also, the CAC40 and the SMI are being traded although with less volume.

They're also getting pretty widespread support in various charting and system development software, so they'll definitely be in a position to compete with other feeds if they cease to offer data for free.

OK, so here we are: Bernanke cut another 50 bp and NFP is stealing profits. 1/3 already given back. Exiting as I'm writing this, here are the fills: Sold 2 Mar 08 / Sep 08 @ -0.530 - profit 0.1275 Sold 2 Mar 08 / Dec 08 @ -0.485 - profit 0.2325 Sold 2 Jun 08 / Dec 08 @ -0.050 - profit 0.230...

Absolutely. I'm thinking it's similar to the tech bubble bursting, where a sector completely tanked. I'm not intimately familiar with it, but there must have been some puts somewhere on CDO derivatives.

Derivatives is huge. But you know what, so is stocks, currencies and bonds. Derivatives is a description of financial instruments, which derive it's value from a wide variety of underlyings. It's not like a single security or stock that can just blow up, or indeed a sector or category of...

This is what I'd like to do, which doesn't necessarily mean I'll do it: - Judge liquidity over again. Things have changed. - Consider using pit orders as well - this does open up markets like OJ, more possibilities with meats, Lumber, certain things in grains, Rough Rice, most NYBOT stuff...

http://www.bloomberg.com/apps/news?pid=20601080&sid=aW9vRFQs_3ck&refer=asia Jan. 28 (Bloomberg) -- Asian stocks fell, with the region's benchmark set for its biggest monthly decline since September 2001, on concern the U.S. and Japan are heading for recessions. ... Japan's economy probably...

I'm getting absolutely no data on IB's 2-Year (ZT) for June 08, although March is working. Anyone?

Thanks for the link. Just having to VENT my frustration and pain of watching Tim Sykes in the 2nd episode of season one. And this guy wonders why he's not getting investors! Argh! It's unbearable. MojoHD looks like a supercool channel - it's great that they've got the series on the net so...

http://www.investopedia.com/terms/e/euribor.asp The rate of interest at which panel banks borrow funds from other panel banks, in marketable size, in the EU interbank market. In other words, this is the rate at which participant banks within the European Union money market will lend to...

I question whether it is right to combine both the futures value and the cash value and use it as a measuring stock. If the position is futures contracts, that's the only thing that counts. Of course the arbitrage brings support, but that's already baked in. Can't wait until the actual...

I've been thinking the same thing since Asia was panicking on Monday.

If Europe and Asia would have been down a total of 4-5% on Mon/Tue before US open they still could have done a surprise cut of maybe 50, but the extra oomph must have been caused by Soc Gen. And if the markets hadn't been down that much they could have waited until their scheduled announcement...

Thanks YT. And John47; Uhm?? :)

I think the Fed will do 25, because the market still craves and expects something. 50 would be too much after they got suckered by Soc Gen, and I bet they realise the mistake they made. 75 no chance, and no cut would force the pampered baby market to start crying until they come to the rescue...

I've now prepared the final seven spreads to be traded in this journal. First ones are Jun RB/Jun HO and Jul RB/Jul HO for a Feb 10th entry. However, they might be entered earlier (read: prematurely!?). And by "prepared" I mean calculated the avg profit, MAE and MPE as well as # of contracts...

3. What I was trying to say was that although there can be 3 years out of 15 where a spread has turned sour (giving only 80% accuracy), the profits vs the losses can give a very advantagous risk/reward profile. I recommend Scarrtrading.com - I use it although there's a few contracts...

For korn: - Calendar spreads certainly are much easier to handle than legging into two different contracts. - Agree with the liquidity and markets - I think the win ratio can be lower if I see a very strong reason for the seasonality. - I also think you have to start watching the spreads...

First of all, I'm not really a bond type of guy - and I've only recently started to grasp some of the basic concepts of interest rates, and also the enormous amount of strategies that you can trade when you spread the various contracts/durations/months against each other. The possibilities are...