Anyone scalping the FTSE Futures??

[Dick Lexic]

does it matter?

 

[Shakone]

does it matter?

Yes.

 

[SuddenDeath]

does it matter?

Exchange Delivery Settlement Price Intraday Auction


The Exchange Delivery Settlement Price (“EDSP”) for FTSE 100 and 250 Index Futures and Options Contracts (“the Contracts”) is based on the Index value created by the intra-day auction in each of the constituent securities which is run specifically for that purpose by the London Stock Exchange.

These index expiries occur:

On the third Friday of every month for the FTSE 100 Index Options.
On the third Friday of every quarter (March, June, September and December) for the FTSE 100 and FTSE 250 Index Futures.
On the relevant day the auction call in each security starts at 10:10am. Uncrossing is scheduled to take place from 10.15am (a random start time of up to 30 seconds is applied). For the duration of the EDSP intra-day auction continuous electronic trading is suspended in the securities concerned.

The prime purpose of the auction is to concentrate liquidity in the constituent securities and establish a price for Turquoise and NYSE Liffe’s expiring index contracts. Turquoise and NYSE Liffe declare the final settlement price (the EDSP) against which all outstanding open positions in that delivery/expiry month are settled.

The current EDSP intra-day auction follows the same functionality as the London Stock Exchange’s daily closing auction process with the variation that tighter price monitoring parameters are applied.

 

[ChocolateDigestive]

does it matter?

to some it may matter, to others it may not. will leave it at that.

 

[Dick Lexic]

Exchange Delivery Settlement Price Intraday Auction


The Exchange Delivery Settlement Price (“EDSP”) for FTSE 100 and 250 Index Futures and Options Contracts (“the Contracts”) is based on the Index value created by the intra-day auction in each of the constituent securities which is run specifically for that purpose by the London Stock Exchange.

These index expiries occur:

On the third Friday of every month for the FTSE 100 Index Options.
On the third Friday of every quarter (March, June, September and December) for the FTSE 100 and FTSE 250 Index Futures.
On the relevant day the auction call in each security starts at 10:10am. Uncrossing is scheduled to take place from 10.15am (a random start time of up to 30 seconds is applied). For the duration of the EDSP intra-day auction continuous electronic trading is suspended in the securities concerned.

The prime purpose of the auction is to concentrate liquidity in the constituent securities and establish a price for Turquoise and NYSE Liffe’s expiring index contracts. Turquoise and NYSE Liffe declare the final settlement price (the EDSP) against which all outstanding open positions in that delivery/expiry month are settled.

The current EDSP intra-day auction follows the same functionality as the London Stock Exchange’s daily closing auction process with the variation that tighter price monitoring parameters are applied.

how would you trade this?

 

[SuddenDeath]

how would you trade this?

u asked if it was important,

 

[SuddenDeath]

FTSE pivots for Monday

Buy 5842
Sell 5836

FTSE close = Dow 13,275

 

[Dick Lexic]

u asked if it was important,

so you don't trade it?

 

[bustech]

ISEE at 148 ....some selling may be imminent?

Hi Samirs

AUD is breaking down and gone past key support 1.043

 

[SuddenDeath]

so you don't trade it?

this began with someone asking about the 1min candle on ftse at 10:14.

"trade it" u mean the options expiry on ftse?

 

[SuddenDeath]

Short 1.056 and 1.061
Will add when we break 1.05 at the New York rollover.
Trade above 1.063 and hold will exit trades.
Need DOW and FTSE to go lower to get this trade moving.

Hi Samirs

AUD is breaking down and gone past key support 1.043

your trade from the 13th was great, wish i had a bigger stop

its now 1.04225

 

[bustech]

your trade from the 13th was great, wish i had a bigger stop

its now 1.04225

Now short 1.06,1.056,1.049 and 1.043, average is 1.052
Stop is now 1.049
Next key support is 1.029 to 1.031
The killer is the daily roll over and 3 time rollover on Wednesday, counting for the weekend. Wont add any more for that reason. May look to get out at 1.021 to 1.026
Need some help from the FTSE.DAX, DOW and Hang Seng.
If we go back over 1.053 and hold, then will likely go to 1.060 and above.
Good day trade for Monday is sell 1.046 to 1.047 aim for 1.043
If we get a bounce on Monday.

 

[SuddenDeath]

Now short 1.06,1.056,1.049 and 1.043, average is 1.052
Stop is now 1.049
Next key support is 1.029 to 1.031
The killer is the daily roll over and 3 time rollover on Wednesday, counting for the weekend. Wont add any more for that reason. May look to get out at 1.021 to 1.026
Need some help from the FTSE.DAX, DOW and Hang Seng.
If we go back over 1.053 and hold, then will likely go to 1.060 and above.
Good day trade for Monday is sell 1.046 to 1.047 aim for 1.043
If we get a bounce on Monday.

thats excellent, fading into a short.

1.026/1.021 it can get that low?

 

[bustech]

thats excellent, fading into a short.

1.026/1.021 it can get that low?

Need another 2 weeks plus for that level.
Also market help, FTSE would need to be around 5650 to 5680

 

[bustech]

Morning All
BPP +0.15%
RIO -1.70%
Most Asian markets down.
BHP reports on Wednesday in London session.
Hong Kong could pull FTSE down at the open.

 

[SuddenDeath]

Morning All
BPP +0.15%
RIO -1.70%
Most Asian markets down.
BHP reports on Wednesday in London session.
Hong Kong could pull FTSE down at the open.

morning bustech

HSBC is down 1.7% against its 9am ish level on friday

FTSE is at same level it was on friday close, unless i am missing something we should be selling 5856 (last)

 

[SuddenDeath]

FTSE pivots for Monday

Buy 5842
Sell 5836

FTSE close = Dow 13,275

these in play today

 

[bustech]

morning bustech

HSBC is down 1.7% against its 9am ish level on friday

FTSE is at same level it was on friday close, unless i am missing something we should be selling 5856 (last)

Morning SD

Sounds good to me
My SB currently offering 5,852

 

[SuddenDeath]

sp500 1418.2 = 5840

Dow = 5854

if i remember, mondays tend to have a down swing?

 

[SuddenDeath]

Morning SD

Sounds good to me
My SB currently offering 5,852

just reading about the VIX , its at same levels it was in june 2007 when SP500 was 1500

With S&P 500 Near 4-Year High, Eyes Turn to Technicals

"The VIX closed Friday at its lowest level in more than five years, a time when the S&P 500 was hovering near 1,500 - a level it has failed to approach since the 2007-2009 selloff.