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05 May 20:21:09今天,08年5月4号,美国中部时间20:21:09,20秒内我输了16,093.75美元。 It is fucking unbelievable. I was longing FIT, 30 by 20 and had short orders in the market. Then, one institution bought more than 10,000 10-year future, which made market go nuts, up 20+ ticks. My short orders in 5-year were filled and remained unhedged. Since I hold queue in the market, I shorted more than I wanted to and got myself into this huge loss. My position was short 45 lots in 5-year and short 10 lots in 10-year. At last, I lost 330 ticks and 185 ticks in 5-year and 10-year individually. Each tick worth $31.25. It seemed that someone were trading S&P against 10-year future. S&P future down hard at the same time. But it doesn't make sense for them to make money on initiating this fucking shit. What the fuck. |
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