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Yes. Just checked. I agree. Rearden will have to tell us...

Do you remember what was the size of the limit bid? Hogs algo is split FIFO/pro-rata with TOP and LMM if I am right. Depending on the number of ( stupid )prints and the size of Rearden order, it is possible he got out. I wasn't in that market so I don't know.

http://www.ifre.com/derivatives-cftc-transaction-fee-gaining-traction-wetjen/21136029.article

I use IB as a back up broker with a small 30K$ account. I am not sure if they apply exact SPAN margins but they definitely don't use 2x outrights or even 1x outright margins. IMO they use just slightly more than exchange SPAN margins.

Hello Guys, A question to liquidity providers/MMs. Do you usually show your size? Especially when a trade gets bad , you have full size on and every tick against you makes you sweat...:D I was used to always use icebergs but lately I prefer to show size, it seems I get more fills and...

WASDE today 12 ET

Good ol' 360 flips... I learned them when I was sixteen and the day I got them, I stopped. I only try them when playing SKATE and never land one...Everybody knows it and put me a letter on it...LOL. I can do some flatground tricks that are supposed to be harder like switch bs flip, nollie back...

http://uk.reuters.com/article/2014/03/07/infinium-sec-inquiry-idUKL1N0M41CY20140307

Thanks Maverick, You mean at the same level, right? In between 2 guys bidding at -0.25 for example on the spread, one natively and one replicating, the replicating one will get the fill before the other?

Hello guys and gals , I have a question for people who understand matching algorithms and CME market microstructure : Why are there so many people replicating calendar spreads with TT autospreader( or CQG or whatever ) when they could simply provide size on the native spread?... Using...

http://www.bloomberg.com/news/2014-03-07/behind-the-100-billion-commodity-empire-that-few-know.html

http://www.bloomberg.com/news/2014-03-05/schaeuble-says-derivatives-tax-still-on-germany-s-eu-agenda.html

Monkeyjoe, I guess you should give a try to ag options. It is actually quite easy to find opportunities based on "midprice" or fair value on those markets. The tricky part is to find edges that would overcome B/A spread or find a way to enter the market passively with MMs. Ag space is one of...

Hello, I am looking for a cheap ( or free ) website or application to see daily calendar spread datas on ag contracts. I would like to be able to watch native calendar spreads( OHLC candlesticks) with native volume. Not a software with implied prices of spreads based on legs( like IB TWS...

http://www.reuters.com/article/2014/02/26/commodities-investment-idUSL6N0LP4H020140226

Perhaps. There are also "Financial" reasons for higher vol in commodities : Retracement in stocks, institutions getting back after Dodd-Frank uncertainty, newly rich farmers think they can beat the market and leave the farm...

I am not an expert but I thought that China was buying US soybeans to crush at home. There is even a pdf about on cme site: http://www.cmegroup.com/trading/agricultural/cbot-soybeans-vs-dce-soybean-meal-and-soybean-oil.html Also they import a lot of dairy( see milk lately...), they consume...

I am back to work after a long and tiring relocation process, and it seems there will be some action in the grains in 2014. It seems volatility has increased a bit compared to november when I stopped and pretty much across all products( soy, wheat, oats of course...). Was it the same in...

http://uk.reuters.com/article/2014/02/24/uk-eu-transactiontax-idUKBREA1N0H720140224

http://www.bloomberg.com/news/2014-02-19/hollande-says-imperfect-financial-market-tax-better-than-none.html