20140912
Short 1 TF 1167.4, +0.5
Long 1 NQ 4062.0, -2.0
Long 3 TF 1164.8, 1163.9, 1164.1, -0.0, +1.9, +1.0
Long 2 TF 1163.8, 1163.8, +0.5, +1.2
Short 2 NQ 4073.75, 4073.75, +2.0, +3.0
Total NQ +3.0
Total TF +5.1
Contract rollover has become a bit of a curiosity. Once, when there was still a hugely active pit in SPOO's, as we called them, rollover was a quasi-religious event. The TF contract has nearly ignored the event once moving to the ICE from the CME, and now, the CME electronic contracts seem to be ignoring it a some themselves, with volume here on the 2nd day as good still in expiring Sep as is now in the new Dec. Whatever. I simply stayed with the Sep TF and went with the Dec CME's. Action was spotty regardless, but the signals were true nonetheless. Trade the Plan. ...and a good weekend to all...
