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  1. M

    CL Dec Spreads

    I'm wondering if the moves in the front end have much big money scrambling to cover, further fueling the move, or whether everyone is piling in and making out like bandits here?
  2. M

    CL Dec Spreads

    I was just coming back to comment on the front end of the curve... It just doesnt want to seem to stop...... Is this something that happens from time to time? It certainly looks like it is just moving in step with the front month... to this untrained eye anyway.... Bone without giving...
  3. M

    CL Dec Spreads

    suprise suprise.... a random quote on a forum turned out to be wrong..... I'm seeing in the COT data that producers are net long for the first time in the data that I have ( since 2006). Is this a product of the curve being in backwardation? Or is it the other way round? Do energy traders...
  4. M

    CL Dec Spreads

    Sorry, not sure I explained myself very well. Below is a comment I picked up re Dec contracts "Index funds have a lot of different strategies to minimize transacation/roll costs, and I believe that one strategy is to just buy the December contract and roll to the next December contract...
  5. M

    CL Dec Spreads

    I had picked up in a couple of threads with liquidity in the dec contracts funds rolled from dec to dec contract to reduce slippage from constant rolling ( not sure wether this liquidity was due to that or that's why they chose the dec contract) . Is it possible to say either way if there is any...
  6. M

    CL Dec Spreads

    Thank you very much. I'll definitely get onto these. Do you know of any good blogs or commentary on the topic? This may be too broad of a question but how much have the different parts of the curve been affected by the flow of money from funds over the past few years? Or does it remain the...
  7. M

    CL Dec Spreads

    The more I learn the less I know........ Are there any good books or publications on trading the curve, or at least understanding it?
  8. M

    CL Dec Spreads

    Are these spreads more prone to continue, mean revert or depend entirely on what the curve is doing? I thought I had found some patterns in these particular spreads based on movements from past years, but what has happened over the last week seems to go completely against what I was expecting to...
  9. M

    CL Dec Spreads

    Thanks for the reply. I've been looking at the Dec's in particular, Not exactly the whole curve. I've been trying to isolate where the big money is going and the Dec contracts seem to be where the liquidity is. Am I missing the bigger picture by focusing on a small group here? Are...
  10. M

    CL Dec Spreads

    Just a follow up to this. the past couple of days have seen the spreads continuing in the same direction, the Dec14/15 falling away from the dec13/14 spread and looks like it could keep going further. From what I have looked at over the past 5 years this seems to be going against the norm.... Is...
  11. M

    CL Dec Spreads

    I have been watching the Dec13/14 and Dec 14/15 spreads. Just trying to learn how they move, what moves them. Ive noticed over the past few days the Dec 14/15 is weaker than the Dec 13/14 especially today as the 14/15 has broken down ( intraday anyway) while 13/14 is still well in its range...
  12. M

    japanese translation

    What is the book? All depends on how long, how complex it is
  13. M

    Help with Correlation Analysis ->

    I know this is an old thread, but hope some of the contributors are still around. I am looking at creating an indicator based on the correlation of a moving period between 2 futures contracts (same way a moving average works). This seems to be easily achievable in excel using correl function but...
  14. M

    Big grain reports on March 28

    Wow, completely missed that. I was looking at the calendar on the USDA website and didnt see this one. Any where else I can see a calendar for Grains announcements? http://www.ers.usda.gov/calendar/2013.aspx
  15. M

    Ag Announcements

    Hi guys, apologies for what may seem a pretty obvious question. What are the major announcements that one must watch out for on the grains markets? I have been looking at the following calendar but just after a heads up as to which one s traders really look out for...
  16. M

    options newsletters

    Thanks for the ideas,(except for the zacky one). I will take a look at them and let you know how I get on
  17. M

    options newsletters

    Frank, thanks for the reply. In general, I definately agree. To date I am mostly self taught and save a few books I have purchased I have found most of what I know for free. What I am looking for is some new trade idea generation ( in options). The idea behind the newsletter option is picking up...
  18. M

    options newsletters

    I'm looking for some options newsletters, subscriptions services or similar ( paid or free) to help build my options trading knowledge. Does anyone know of any decent services available? Im looking to learn how to fish, not just be handed one, as the saying goes.. futures options, ETF's...
  19. M

    Ackman vs Icahn: This is Epic !!

    From the way he carried on I wouldn't put it past him to do just that, purely out of spite. Beating up the little Jewish boys at school?
  20. M

    Option Greeks Excel Add-in

    TskTsk, thankyou for the link I will def take a look at this. Sounds like it might be just what Im after
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