This page has been archived and commenting is disabled.
Did The CBOT Get "Overloaded" As Jobs Data Halted Treasury Futures?
Treasury Futures markets on the CBOT were halted this morning for about 10 seconds following the release of the April payrolls data. While somewhat stunning all by itself, given that the move was not massive, Nanex notes that what is unsual about this event is that quotes also stopped updating - indicating a possible system issue at the exchange.
Of course, in these "unrigged" markets, what more would we expect?
Via Nanex,
On May 2, 2014 at 8:30:05, right after release of the Non-farm Payroll number, quotes and trades in Treasury futures from CBOT halted for about 10 seconds. Sequence numbers before and after the event indicate no data was dropped. What is unsual about this event is that quotes also stopped updating - indicating a possible system issue at the exchange.
1. June 2014 5 Year T-Note Futures (ZF) Trades and quote spread.
You can clearly see the gap.
2. June 2014 5 Year T-Note Futures (ZF) Quote spread and Quotes per second.
It is unusual to see a gap in quotes - this indicates a different issue - not a normal trading halt.
3. June 2014 DJIA eMini (YM) futures trades and quote spread.
Also traded at "CBOT" - but doesn't have the gap.
4. June 2014 most active treasuries: Ultra T-Bonds (UB), T-Bonds (ZB), 10 Yr T-Notes (ZN), 5 Yr T-Notes (ZF), and 2 Yr T-Notes (ZT). Note the gap at 8:30:05.
5. Zoom of chart 4 above.
6. Most active Futures contracts.
7. Zoom of chart 6 above.
»
- 6377 reads
- Printer-friendly version
- Send to friend
- advertisements -
And the 3:30 ramp was just about to start...
bummer.
I guess we are "ramping" the treasuries today...
nevermind.
Bitcoin: A whole new world
A new fantastic point of view
No one to tell us no or where to go
Or say we're only dreaming
Holy Crap foney, did you get the day off? Please go back to work.
My boss is a Japanese cryptographer!
Kill him and go back to work.
Foneystar is such a douche.
Crack this code Foney:
Hp Gvdl Zpvstfmg!
:O)
Nice!
Uibolt O)
fonestar will take that caeser and shove it so far up your ass you will beg Satoshi for mercy!
Dude...that ain't no Caeser...its a gorgeous art nouveau representation of the Madeleine.
Not that you appreciate women, no matter their beauty, methinks...;O)
Foney's proudly showing off his entire bitcoin collection.
fonestar's entire Bitcoin collection is worth even more than his 21 year old jeep with a smashed window.
Reporting; sold X3 ZB today @136.-07; new shorts. closed out the four ES@1875.25 @1874.25 for +200; decided I don't like the trade.
10yr froze as well...i thought it was my machine, but obviosuly it was market-wide...
Do these charts mean the CBOT is becoming self aware and coming out of the closet?
Yay though I walk through the valley of the shadow of death I shall fear no evil, for thou art with me.
thy printer comforts me
Satoshi is my staff, he c0nfronts me.
So how does that feel to be cOnfronted: I always wondered. Or is that part of your dream world you live in?
.....a whole new world. Cryptographic feelings....
time to halt GC furures on the way up
i wonder when the absolute fuck the market is going to realize the federal reserve just slammed the door shut behind them and peeled out giving everyone the finger as they zoomed away.
Atomic Gap Band 4
http://www.youtube.com/watch?v=rKte7TguBqo (4:10)
The Gap Band - You Dropped A Bomb On Me
http://www.youtube.com/watch?v=17lkdqoLt44 (4:05)
How bout that DXY action.....
https://www.tradingview.com/x/i20pFyWu/
still waiting for that break below 79. should be quite the waterfall event
Nikka please. you know this was a QUOTE oveload.. these peeps @ the CME admitted algo's f'ed up their systems earlier this week. http://hedge.ly/1m2zMWU
Tell us PINN
Can you prove you are self aware?