@daniburgz Sep futures are still up 24% YTD (LBU1 Comdty) and excess return index (RICILBER Index) is up 34%. LB1 Comdty in the chart includes big drops when the contract rolls, so not really an accurate pic.
Hey energy fintwit. I was wondering if anyone could help me. How do I get the 2021 or 2022 or 2023 Natural Gas curve on the Bloomberg?
I know how to get the 12month strip NRGSNG12 Index, but I want the forward year strip. Do I have to make a CIX?
FTSE 250 (UK) since original Brexit vote, which will "definitely crash the stock market" +13.4%
$SPX (USA) since 2016 Election, which if Trump wins, will "definitely crash the stock market" +34.0%
You guys are really good at this.
Finance-twitter-CMBX-experts I need your help. I watched this Canyon Ptners BB clip, and CEO asserts that BBB- tranche can have LTV's above 100%.
Can someone walk me through what's in this CMBX? And for non-ISDA mopes like me, is there a way to play this froth in public mkt?
@kevinmuir They are shorting series 11 so exchange S6 for S11. From that screen MEMC gives you the members. To be fair, looks v similar to SPX chart... {CMBX BBB- CDSI S11 PRC Corp SPX Index gr <GO>}
and btw, is this the correct instrument to watch?
CMBX BBB- CDSI S6 PRC 87.734
and when I look at a chart I see that this index has declined by 10 points over the past 4 years, but if you were short this index, there is a carry you are paying, correct?
The 2018 Cape Wrath Ultra® drew 177 highly motivated runners to gather on the start line in Fort William on May 20th. They all had one thing in common; the dream of running to Cape Wrath:
capewrathultra.com/news/2018/05/3…
Synthetic short in HYG options rolling from May to Jun? Massive OI on May 95 strike & large trade in Jun yesterday. Over 2bn notional (249,550 cts) $hyg #highyield#hyg
#highyield $hyg Large synthetic short in High Yield ETF (HYG) May options?? 95 strike calls and puts, 162.5k cts on each with 23k added so far today...1.4bn notional short?
@EricBalchunas@caroewilson Seems to coincide with large options trades in HYG. Looks like 70,500 May 95 synthetic, which traded around the same time. That's around about the same notional as the large blocks in HYG and JNK (HYG US Equity OMST)
@readinghalf Can we give the #readinghalf guys a break please. They’ll have put their heart and soul in to getting the race run and I doubt they’ve ever faced a situation like this. It is inconvenient and yes money has been paid for travel etc but in the end the right decision was made.
@srussolillo@SoberLook Complacent or clever? short VIX ETF (XIV) up 105% YTD...vs -57% YTD for long VIX ETF (VXX)...SPX 1m realised vol 7.6, Aug VIX 11.15...