Natty

Landis82 · Nov 26, 2008

How much volume is actually going off today in Crude and Natty?

ogarbitrage · Nov 26, 2008

Better than ave. volume in natty/cl spot mrkts.

CL ave. is typically about 185K/d, and we've already done 165k with 1.5 hrs left til close.

NG ave. 35-50k; already traded 46k.

Alot of guys out though for Tday, so kind of surprising.

Landis82 · Nov 26, 2008

Thanks for the info!

ogarbitrage · Nov 26, 2008

Mrkt is open on Friday, but I'll be in Houston having a beer. Will resume posting on Monday. Best.

pwrtrdr · Nov 26, 2008

Quote from ogarbitrage:

J.Aron aggressively bidding F EFS.

Dont let that fool you, could be any number of reasons why they are doing the bidding.

They arent agressive unless they know something, like customer business, could just be larger fund needing the swaps to cover.

Rtrader2525 · Nov 28, 2008

interesting day, gald i covered my h/j wednesday

Re entered long again today at .05 we will see hwere it take me

XBOT · Nov 28, 2008

yeah i wouldnt think much about the efs bid right now.

ogarbitrage · Dec 1, 2008

F efs down to "normal" levels - last seen was 6/8.

H/J trading 6 tics.

pwrtrdr · Dec 1, 2008

Quote from ogarbitrage:

F efs down to "normal" levels - last seen was 6/8.

H/J trading 6 tics.

March April going to be interesting as we get close to expiry, want to see how negative we can go.

-.10 will be interesting to see any volume come in one way or another.

Rtrader2525 · Dec 1, 2008

whats the lowest that h/j has been this year -.10. The highest I've seen it get this month was around .10 to march. I imagine that continued economic slowdown could really push this in aprils favor.