Market trending up nicely in the 10’s and 30’s. Curve flattening on this activity and the longer end of the market is performing the best.
Chart below is hourly Bar. on 30yr. options – just something to look at. RSI got above 82 and I sold some longs to book nice profit. Will look to buy again if RSI on the hourly gets below 30.
BTW I am putting out detailed trade recommendation for clients only. If you have any interest – this is just for liquid products only – give me a call and we can make some sort of arrangement. 01 312 432 5083.
The information in these pages is for informational purposes only. The sources for the information including the exchanges themselves are deemed reliable by the writer. However the writer makes no representations or warranties as to the accuracy of the information in these reports. Commodity trading is very risky and before considering trading commodities you should consult with a bona fide financial professional. The CFTC nor the NFA nor the exchanges make any warranties as to these writings.
Larger players from this a.m. session.
| 2/23/2011 | |||||
| New Edge | B | 7,000 | EOM 9887/9912 c 1X2 | 5 | 9869.5/70 |
| Paper | B | 500 | EDH13 9775 strad | 28.5 | ^9773.5 |
| Paper | S | 5,000 | EDH13 9800/9812 c 1X2 | float | N/A |
| Paper | B | 5,000 | EDZ1 9850/9900 p spread | 7 | 9932/32.5 |
| Paper | S | 3,000 | EDU 9937 strad | 32 | N/A |
| Mann | S | 2,000 | EDU12 9875/9900 c spread | 10.5 | 9833.5/34 |
| Paper | S | 2,000 | EDU12 9700/9800 p spread | 20.5 | 9833/33.5 |
| Fed Fund | |||||
| Paper | S | 300 | FFJ/U 9975/9981/9987 c fly stupid | 3.25 | N/A |
| Fortis | S | 500 | FFQ 9900p | 0.25 | 9981.5/82 |
| RJO | S | 250 | FFJ/U 9975/9981/9987 c fly stupid | 3.25 | N/A |
| 10yr. | |||||
| Paper | S | 5,000 | TYM114/116 p 1X2 | flatt 114's over | N/A |
| CSFB | S | 2,000 | TYJ117/118.5 p1X2 | 0.06 | 11929.5/30 |
| Fortis | S | 3,900 | TYM 117/118.5 p spread | 0.39 | ^11819 |
| Paper | S | 1,000 | TYK118.5 strad | 2.58 | ^11823 |
| Mann | B | 500 | TYJ116/117 p spread | 0.12 | 12005/05.5 |
| Bache | B | 500 | TYJ117/118.5 p1X2 | 0.07 | 12005/05.5 |
| New Edge | B | 2,500 | 117/118 p spread | 0.19 | 12005/06 |
| Paper | B | 2,000 | TYJ115.5/117.5 p spread | 0.25 | 12003.5/04 |
| Paper | B | 2,000 | TYJ119/120 c 1X2 | .10 (120's over) | 12002/02.5 |
| Merril | S | 2,500 | TYJ117/118.5 p 1X2 with see below | ||
| Merril | S | 2,500 | TYJ 118.5/120 c 1X2 | .12 (sold both | 12002/02.5 |
| 30yr. | |||||
| Merril | B | 3,000 | USM 109 puts | 0.14 | ^11925 |
| Merril | S | 1,000 | USJ 119/123 c1X2 | 1.00 | 11920 area |
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