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I don't believe that was the point of the thread.

Amaranth blew up MotherRock. Centaurus blew up Amaranth. Low volatility blew up Centaurus.

Consider ERCOT this week? I think they had to turn off NASA yesterday.

So you're looking for a market maker to actively pick off your paper clients?

Just get long spot NYISO and pray for capacity outages. Worked the last few weeks.

natgas/coal prices, hydro/nuke capacity, iso/nodal loads, heating/cooling degree days, day ahead weather, spot weather, etc. etc. etc. etc. it's not basic.

I have the ERP (Nov 11). It will help open doors in Houston.

JPM is shorting paper as they're long OTC swaps and physical. It's called a hedge.

Vix futs spreads perform in the typical bull/bear fashion based front month? IE: -june / +july is a bearish VIX spread?

I don't think he missed it. I think he was too early. http://youtu.be/VBWiQlS5Qg0

Heech, can you post current vol levels and include Brent?

The easy answer is yes. If there's depth in the cash then there's depth in the futs.

Yasuo Hamanaka? Paul Rotter?

May have spoken too soon on the n/z/m3, but I would love some commentary on the steepness in the curve beyond Mar14.

Martin, any thoughts N/Z/M13 fly?

http://www.elitetrader.com/vb/showthread.php?s=&threadid=242604

Blasphemy.

Currency markets are not immune from this loss of liquidity either, however a widening of the bid/ask spread on any product is nothing nefarious, simply an increase in risk.

CNBC is retarded. Nanex/Themis have no clue what they're publishing.