ES Journal Archive (2006 - 2008)

[jeb9999]

Quote from ammo:

why is ym trading below cash? any one,have a clue,bears awaiting fed #?

Fair value today is minus 8.70 for the YM. Look at www.indexarb.com

 

[dstod]

Awesome thread! What kind of charting service do most of you use for futures?

I use stockcharts.com but they don't chart futures at all, so i make my entries based upon the charts on the SPY.

I'm looking for a service for eminis as well as gold and oil.

Thank you in advance

 

[ammo]

Quote from jeb9999:

Fair value today is minus 8.70 for the YM. Look at www.indexarb.com

thanks, i don,t know how it could be a negative

 

[blaster1]

Short 1400.

Edit: out 98.50 +1.5

 

[Chuck Krug]

Quote from Chuck Krug:

/buys Spy may 135 put 0.82 stoploss 0.74

/buys dia may 125 put 0.71 stoploss 0.6

stopped out of both

 

[jeb9999]

Quote from ammo:

thanks, i don,t know how it could be a negative

When the dividend yield of the index is higher than the interest cost of the index the futures fair value premium is negative.

 

[ammo]

anyone think they sell em into the close

 

[Kovacs]

Quote from ammo:

anyone think they sell em into the close

yeah.

 

[ammo]

lookin for 79-80

 

[blaster1]

Short 89.

Edit: out 86.75 +2.25