Dislikedyou don't think that futures vol and oi could be used effectively as a proxy for spot fx then ptl?Ignored
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Dislikedyou don't think that futures vol and oi could be used effectively as a proxy for spot fx then ptl?Ignored
DislikedNot really. Its a very small portion of the total market. Not to mention, lots of futures volume could be hedges against option positions, and even against spot postions.Ignored
Dislikedwell i must say that using it helped me pick the exact bottom in cable in 2010, just wish i'd held the damn thing, lol..Ignored
Dislikedwhat i think your saying is you would need to look at the reports daily but off course they lag for us in london as it comes from cme which isnt a big problem sorry they lag for everyone as its basically an indication on positions held for longer than normal
but we can see the difference between march april
http://www.cmegroup.com/wrappedpages...Report_CME.pdfIgnored
Dislikedno cme daily reported.. and i was referring to vol specifically in the post about cable...Ignored
Dislikedi'm probably being dumb here, but which one of those is eurusd cross rate futures?Ignored
Dislikedwhat i think your saying is you would need to look at the reports daily but off course they lag for us in london as it comes from cme which isnt a big problem sorry they lag for everyone as its basically an indication on positions held for longer than normal
but we can see the difference between march april
http://www.cmegroup.com/wrappedpages...Report_CME.pdfIgnored
Dislikedi'm probably being dumb here, but which one of those is eurusd cross rate futures?Ignored
Dislikedvolume is a little different story, might be a tad more useful, and its more accurate now that most trading takes place on the screen...Ignored
Dislikedscroll down, under FX futures, its Euro FX...if I'm not mistaken...not to be confused with Eurodollars which are in the interest rate category..Ignored
Dislikedi think i have serious issues... never sleep longer than 3 hours without waking up...Ignored