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John Lee знакомое лицо
in Antwort sunsun 02.08.07 19:49
... вот объяснение этому вечернему прыжку... ошибочный ордер на покупку фьючеров...
The SP500 rally last night was apparently due to an error.
A US house made a mistake and bought 5400 futures
when they should have bought just 54 futures.
This turned all long var players, who were going to sell the close, into buyers.
Since you cannot cancel MOC orders in the last 10 minutes,
these var swap delta buyers had to buy back their MOC amount plus more to get the right hedge.
This amounted to $5billion worth of fake buying, causing the Dow to rally 250 points in 20 minutes...
...вс╦ так просто...
The SP500 rally last night was apparently due to an error.
A US house made a mistake and bought 5400 futures
when they should have bought just 54 futures.
This turned all long var players, who were going to sell the close, into buyers.
Since you cannot cancel MOC orders in the last 10 minutes,
these var swap delta buyers had to buy back their MOC amount plus more to get the right hedge.
This amounted to $5billion worth of fake buying, causing the Dow to rally 250 points in 20 minutes...
...вс╦ так просто...
As for me, it is psychologically better to rule in
financial Hell than serve in heavenly wealth.