The ACD Method

Quote from cdcaveman:

So what your were talking about as far as "implied" ted spread.. is i would construct the combo, and when i went to put the spread on the margin relief would just show???

An implied spread is one where your software constructs the spread for you and executes it as a spread. Your broker will margin it effectively as an inter-market spread. It should be on their website or ask them to be sure. Granted, futures brokers are different then places like IB and TDA. I seem to recall the overnight margin being something around $750 per spread. It may even be less now with vol so low.
 
Quote from Maverick74:

An implied spread is one where your software constructs the spread for you and executes it as a spread. Your broker will margin it effectively as an inter-market spread. It should be on their website or ask them to be sure. Granted, futures brokers are different then places like IB and TDA. I seem to recall the overnight margin being something around $750 per spread. It may even be less now with vol so low.

Its quoted as a positive number. inferring that its GTB - GE..I'm guessing.. I constructed the spread.. Tomorrow when the market is open i'll check the margin on it..


Why did you mention the number lines working for vix.. where did that come from..
 
Quote from cdcaveman:

Its quoted as a positive number. inferring that its GTB - GE..I'm guessing.. I constructed the spread.. Tomorrow when the market is open i'll check the margin on it..


Why did you mention the number lines working for vix.. where did that come from..

Oh, just following up from TJ's question on the VIX thread. I meant to mention that before on here and I wanted to post that before I forgot. All the A levels are spot on and the number lines are very effective. Great if you trade the VX futures or stuff like XIV or VXX.
 
big move in CL for the beginning of the month...

In and out of a front bear fly for +.10 over night even though the price went directly against me..
 
Quote from cdcaveman:

big move in CL for the beginning of the month...

In and out of a front bear fly for +.10 over night even though the price went directly against me..

anyone playing yen complexes...usd/jpy is on a pullback....cad/jpy is also pulling back...but cad has been weak across the board
 
Quote from cdcaveman:

big move in CL for the beginning of the month...

In and out of a front bear fly for +.10 over night even though the price went directly against me..

The action has been in Brent/WTI. Absolutely historic move the last few months. From parity to $17 plus. Absolute monster move. No other way to describe it. Keep an eye on that beast.
 
Quote from koolaid:

anyone playing yen complexes...usd/jpy is on a pullback....cad/jpy is also pulling back...but cad has been weak across the board

Monster moves in FX land as well. I'm watching all the new monthly levels!
 
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