Yesterday the dealers engineered a good concession for the 5Y auction but then no inspiration for a cover of those shorts after the a good auction results and ahead of the US GDP today.
- Any insights mcurto?
One of the reason options are still on the pits is they are difficult to replicate on screens with complicated strategies; but it's just a matter of time...
CBOT Options % Electronic: 16.55%
CME Options % Electronic: 20.21%
On eCBOT tbond there are already the 2K/3K per side...just hope after the CME/CBOT merge someone does not invent the same trick, cutting by half the $31.25 tick. :eek: