MARKET EYE: US Gas Futures Trade in Narrow Range

Alan Lammey

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MARKET EYE: US Gas Futures Trade in Narrow Range

机译：市场的眼光：美国天然气期货交易范围狭窄

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US natural gas futures ended lower last week after a US Department of Commerce report indicated that the recession may be worse than first estimated, with consumer spending contracting more than twice as much as forecast. Even though gas held in storage continues to rise, prices are likely to remain bound to the recent channeling range of $3.25 to $4/MMBtu.

机译：美国天然气期货上周收盘走低，此前美国商务部（US Department of Commerce）的一份报告指出，经济衰退可能比最初估计的还要糟糕，消费者支出收缩的幅度是预期的两倍以上。即使储存的天然气继续增加，价格仍可能受限于最近的通道区间（3.25至4美元/ MMBtu）。

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《International Oil Daily》 |2009年第148期|共1页
作者
Alan Lammey;
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中图分类石油、天然气加工工业;
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入库时间 2022-08-18 10:43:20

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1. MARKET EYE: US Gas Futures Trade in Narrow Range [J] . Alan Lammey International Oil Daily . 2009,第148期

机译：市场的眼光：美国天然气期货交易范围狭窄
2. Prompt month gas futures collapsed Monday,a day ahead of expiration,as the market becomes more convinced that record cold descending on US northern tier markets is winter’s last gasp. February futures fell 26.7￠ to $2.911 per million Btu and notably traded under $3/MMBtu in a $2.888-$2.983 range [J] . NGW’s Gas Market Reconnaissance Group NGW's Gas Market Reconnaissance . 2019,第Jana28期

机译：迅速月的煤气期货周一倒塌，前一天提前到期，随着市场变得更加确信，记录对美国北部北部市场的冷却下降是冬季的最后一个喘息。 2月期货下跌26.7¢至每百万美元的BTU，明显不足3 / MMBTU的价格为2.888- $ 2.983范围
3. Natural gas futures traded in a markedly narrow range today -- with March gas hovering just over $4/MMBtu -- as traders weighed direction given expectations that the latest arctic blast could be winter's last major blow and certainly that the storage report on Thursday will show a huge draw. [J] . NGWs Gas Market Reconnaissance Group NGW's Gas Market Reconnaissance . 2011,第Feba9期

机译：天然气期货今天的交易范围非常狭窄-3月天然气徘徊在$ 4 / MMBtu以上-交易商权衡方向，因为市场预期最新的北极爆炸可能是冬季的最后一次重大打击，而且周四的存储报告肯定会显示大抽奖。
4. Technical trading on the US natural gas futures market: the dry wood waiting the spark [C] . Etienne Borocco IAEE International Conference . 2018

机译：美国天然气期货市场技术交易：干木等待火花
5. An analysis of market microstructure: Electronic trading versus open outcry trading in the United States Treasury 10-year interest rate futures market. [D] . Salvati, Gregory. 2006

机译：市场微观结构分析：美国财政部10年期利率期货市场中的电子交易与公开喊价交易。
6. Illicit Wildlife Trade Wet Markets and COVID‐19: Preventing Future Pandemics [O] . A. Alonso Aguirre, Richard Catherina, Hailey Frye, -1

机译：非法野生动物贸易潮湿的市场和Covid-19：防止未来的流行病
7. We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US SP500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60. [O] . Gökhan Cebiro˜glu, Ulrich Horst 100

机译：我们在限价订单簿中开发了冰山订单执行的顺序交易模型。 Iceberg-trader可以自由地揭露他的交易意图，或者（部分）屏蔽其他市场参与者的真实订单规模。订单暴露最终会导致市场反应激烈（“市场影响”），导致交易成本上升。另一方面，冰山交易员在隐藏他的意图时面临优先权损失，因为大多数电子限价订单都会惩罚隐藏流动性的使用。因此，冰山商人面临着找到正确权衡的问题。我们的模型为限额订单市场中的冰山交易者提供了最佳的风险敞口策略。特别是，我们提供了一系列分析性陈述，这些陈述与最近关于交易者暴露策略决定因素的实证研究结果一致。在此框架下，我们还研究了市场影响以及限价订单的市场影响。我们为来自美国标准普尔500指数的一系列高科技股票提供最佳曝光配置文件，以及它们如何随着本书的规模扩展。我们最终根据极限订单测试了冰山的表现，发现冰山订单可以显着提升贸易业绩高达60％。

MARKET EYE: US Gas Futures Trade in Narrow Range

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