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ssf's at onechicago are a great product i only wish liquidity increase. as for your trading strategy, look at a reversal. sell an OTM put and buy the ATM call. you reduce your expenditure and can still capture all the upside.

Cumulative Volume Delta at TT on their charting platform is pretty sweet. It gives me a similar feel as in the pit as you can quickly tell if the market has been buying or selling aggressively....

Maninjapan, you might be intested in this publication from CBOT. scroll down and there is a .pdf on the crush spread. http://www.cbot.com/cbot/pub/page1/1,3248,1060,00.html

From CME. http://edgerdc.cme.com:443/

I do trade on TT but no, I'd rather not share my setup for the crush as it's proprietary and I didn't come up with it. one of my trading partners suggested the setup I use.

have you tried spreading r2k to nq? it's whippy as hell but if you hold on, there's money to made.

I won't argue with that. the first two levels of depth in the order book remain very thin.

talk to your broker / fcm. globex has the bm&f contracts but not all fcm's are offering them yet due to gateway configurations and testing.

The crush spreads well on tt's autospreader. liquidity is fine.

The volume is there in the r2000 mini contract on ICE. Just trade the damn thing. I don't know what everyone is afraid of. This has been a great contract and still can be.

I"m just looking into and trying to figure some spreads. I need to look at the contract specs but some bm&f contracts have good volume. They have a one day interest rate contract with good volume and a USD contract. there has to be some good spreads in there. Live Cattle? Sugar? Corn? they...

Now that Globex offer futures from the Brazilian exchange, is anyone trading those contracts? It looks like they have some spreadable contracts (STIRS, Euros, Coffee, etc) and many show good liquidity.

The article is clearly in jest. Lewis is a great author and he's spinning a tale reminicent of Lahde. It makes for a good read though and there has to be some stories lurking about of traders who have made truckloads of money through this meltdown. Who are they and why are they staying so quiet?

While Griffen may be imploding, Andrew Lahde is not the only on walking away with bucketloads of cash. We keep hearing about all these firms going bust, it's nice to see the story behind the winners too. http://www.bloomberg.com/apps/news?pid=20601039&sid=a5PEgwA8j68M&refer=home

Citadel Denies Collapse Rumors October 24, 2008 Citadel Investment Group moved quickly to squelch rumors on Wall Street that the giant hedge fund was in serious trouble. “Categorically false,” a spokeswoman for the Chicago firm told the Wall Street blog Dealbreaker. “Citadel...

I hope your not taunting Maple Leafs fans with a Red Wings cheer with that code.

daynyt brings up a good idea. stick to spreads until you understand what you're doing and how options work. stick to credit spreads (where you get paid to put the spread on) if possible and covered options. Write (sell) one call versus 100 shares of any stock and watch your position every...

http://www.cboe.com/micro/vix/introduction.aspx

I use xtrader to trade options strategies.

I a agree with Jeb on this pretty much. It's sickening how this has played out, the foundation of our competitive economy demanded the huge compensation packages awarded many of these execs. Perhaps the compensation committees at these firms should be held more accountable, but the fact is...