Between Bridges: March 20, 2017 – CME Group Settles Disciplinary Action Alleging Automatic Liquidati

[ajacobson]

http://www.bridgingtheweek.com/Commentary/PostDetails/2450#.WNBAw9QrKt2

 

[Overnight]

http://www.bridgingtheweek.com/Commentary/PostDetails/2450#.WNBAw9QrKt2

Sorry sir/ma'am, a bit late to the party. https://www.elitetrader.com/et/thre...increase-in-margin.307804/page-3#post-4427248

 

[i960]

BTW, with regards to that Cotton NZ14 spread they referred to later in the article, the last minute liquidation before FND did seriously disrupt the market (although not really a market non-commercials would be in at that point):

 

[bone]

Gary DeWaal, the article author, has apparently NEVER seen a Cotton Futures order book. It's worse than Unleaded Gasoline ! Cotton is, IMHO, the gappiest thinnest order book I know of - and that includes the metals.

 

[Overnight]

Gary DeWaal, the article author, has apparently NEVER seen a Cotton Futures order book. It's worse than Unleaded Gasoline ! Cotton is, IMHO, the gappiest thinnest order book I know of - and that includes the metals.

Does that include MGC?

 

[bone]

Does that include MGC?

Sorry, I've never put up a Micro anything order book in my lifetime.

 

[Overnight]

Sorry, I've never put up a Micro anything order book in my lifetime.

Well, it does get gappy and thin.