Recent content by andanotherthing

if he is spoofing and winning then he has found the markets achilles heel and is exploiting it. its like when my 4 year old plays football and everyone on the pitch chases the ball together, the chances of getting to the ball first are stacked against you and if you do get it it is very...

note to self.....opportunity cost of a coffee =£2-01 + (tic movement in bunds x lots traded x 10eur)

Story from bberg 4nov 1998 ........ Barclays Offers Negative Rates for Yen Libor " Tokyo, Nov 4 (Bloomberg) -- Barclays Plc Britains third largest bank, provided negative rates of interest for the calculation of London interbank offered rates on yen lending...

you can trade "eur/usd" and all the main currencies through the futures mkt on cme (or for you pedants cme/cbot/nymex known as cme group). the front dec has a respectable 140k open interest. just calculate the forward points to establish fair value and then its just like spot fx. have fun....

is it a broking job? if so then it is fairly common. the lower your salary the lower your breakeven before bonus distribution. a very successful broker will want the lowest salary possible.

Iran news | Jerusalem Post

rumours about iranian naval exercises and the unveiling of their new undetectable submarine rumoured as reason behind upness........a bit old now though....

not getting off that lightly......you tell me the what not the why ....

EUSS5 <index> <gip> <go> on bberg will give you the composite live quote for the 5y swap spread which you can use as a very effective proxy. EUSS2, EUSS3 etc etc but 5y is a good benchmark.

Anyone know why mar = h jun = m sep = u dec = z

Banks are not interacting in a normal fashion. In Spain for example according to their deputy governor this morning the spanish banks are borrowing up to 47bn euros from the ECB because that cash is just not available to them in the interbank market at the moment, this is triple their normal...

its august....the 1st anniversary of credit crunch .........school holidays so most major city bank's decision makers on hols so no big conviction plays being made, thin mkts as a result and therefore spikey bund. august is my bogie month.........:thumbsdow

i imagine it changes all the time. depends on the correlation which sometimes is very high between the two and at other times they seem to have a separate life of their own. the higher the correlation the easier it is to calculate. probably an easy way is to find the correlation, then tic match...

.....ok so for example since 7.00 am this morning the bund future has traded 497,000 lots. if mr x is in the market for whatever size he is not on his lonesome. The open interest in the contract is 1,227,144 lots as at close last night, all that open interest may cause you a slight problem and...

mkt has traded the 85/00 range from 11.30 to 16.30 .....5 hours of sideways......must be due a move