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SirFelix

12/17/07 5:50 PM

#22094 RE: Ellington #22093

Here is the spread movement included in the trades. Selling on the bid all day. I don't see any buys at all. I'm not sure why the MMs bumped this up? Any ideas?


2:02:08 PM Trade 0.0185 5000
2:02:06 PM Trade 0.018 5000
1:55:04 PM Trade 0.015 5000
1:49:44 PM Trade 0.0185 10000
1:49:44 PM Trade 0.018 10000
1:49:44 PM Bid 0.018 10000
-->1:49:44 PM Ask 0.02 5000
1:30:52 PM Trade 0.0145 1725
1:30:46 PM Trade 0.0145 5000
1:30:16 PM Trade 0.014 5000
1:30:06 PM Bid 0.0145 5000
-->1:30:06 PM Ask 0.018 5000
1:29:40 PM Bid 0.013 5000
1:29:02 PM Trade 0.014 5000
1:10:00 PM Bid 0.012 10000
1:10:00 PM Ask 0.014 10000
1:09:52 PM Trade 0.012 5000
12:51:22 PM Trade 0.011 100000
12:51:06 PM Trade 0.011 100000
12:31:02 PM Trade 0.011 20000
12:30:40 PM Ask 0.012 5000
12:30:38 PM Ask 0.013 5000
12:30:28 PM Trade 0.011 50000
12:30:04 PM Trade 0.011 5000
12:30:04 PM Trade 0.011 25000
11:28:18 AM Trade 0.011 20000
10:35:00 AM Trade 0.011 150000
10:31:54 AM Trade 0.011 100000
10:27:16 AM Trade 0.011 50000
10:22:16 AM Trade 0.011 45000
10:20:44 AM Ask 0.014 10000
10:16:40 AM Ask 0.013 5000
8:14:54 AM Ask 0.014 10000