XJO 1.39% 7,575.9 s&p/asx 200

There is a service the SEC runs for US markets based on equities...

  1. 1,937 Posts.
    There is a service the SEC runs for US markets based on equities "fails to deliver" - which is linked to options expiries, but I think applies to all derivative deliverables.
    Link: http://www.sec.gov/foia/docs/failsdata-archive.htm

    "Data prior to September 16, 2008 include only securities with a balance of total fails-to-deliver of at least 10,000 shares as of a particular settlement date. Data on or after September 16, 2008 include all securities with a balance of total fails-to-deliver as of a particular settlement date. The data include fails-to-deliver in equity securities."

    Options ain't options Sol (oils ain't oils) ... it seems. But the volumes around expiry would generally reflect the delivery obligations of most honest brokers.

    AFAIKnow there is no raw data on how many options/contracts expire worthless, but I think generally it is in the order of 50-70%. This accounts for such a massive derivatives market $600-700trillion in notional value at risk (double counted) ... of which 50% will expire worthless.

    How much of the price support is EOM/EOQ Q1 window dressing?

    China SSEComp remains weak with no uptrend confirmation still while below the 2100 area


    Yes, copper broke the all important 3.0 neckline, which is a positive. Not sure of the volume in this chart however -


    As for gold - it has so far failed the uptrend backtest on the 200SMA. I might recover but only above 1308 matters for uptrend continuation IMO. That could easily be a bear flag now.


    - happy feet only above 1308 no for mine.

    Ukraine and Russia was/is/will be the playground of the IMF. Important only on a monetary basis.

    US Treasury 30yr TBond indicates underlying risk still present.

    - if this were your stock chart, you'd be happy

    NASDAQ NDX100 has failed and tech stocks continue to dump. This might prevail given numerous reasons why they are overvalued.
 
watchlist Created with Sketch. Add XJO (ASX) to my watchlist
arrow-down-2 Created with Sketch. arrow-down-2 Created with Sketch.