Here's a huge dump of charts from 9/11/2001 and a bit further extended time frames, a lot of interesting things in retrospect. The price levels for all contracts are pretty surprising a
decade later now and I am more surprised by the non-moves rather than
the moves, especially in how I would've expected certain geopolitical hedges
would've moved.
*Click to enlarge all charts*
To lead off is the the September e-mini S&P one minute chart but because the Sept contract expired later that week, the best reference for spoos is the December charts outlayed below.
Above is December e-mini S&P chart, daily
Above is December e-mini S&P chart, 5 minutes
Above is December e-mini S&P chart, 1 minute
Above is WTI NYMEX November crude chart, daily. Pretty amazing how low oil was trading back in those days by "spiking" to 31/barrel before settling a month later in the low 20s
Above is WTI NYMEX chart, five minutes
Above is COMEX December Gold, daily. Again it's surprising that the spike was 'only' to 300/oz up from the low 270s that morning.
Above is COMEX December Gold, 5 minutes
Above is the Swiss Franc December contract, daily.
Above is Swiss Franc December, 1 minute
Above is Euro currency FX December, daily
Above is Euro currency FX December, 5 minute
Above is 30yr US Treasury December, daily
Above is 30yr US Treasury December, 1 minute
Above is 2yr US Treasury Note December, daily. Notice how little open interest there was in this contract back then!
Above is 2yr Treasury Note December, 5 minute.
Above is Eurodollar interest rate September, daily
Above is Eurodollar interest rate September, 1 minute
Above is Eurodollar interest rate December, daily
Above is Eurodollar interest rate December, 1 minute
1 comment:
Interesting that the Dec Gold chart shows a $290 trade, at that time the CBOT was about to transfer the old kilo gold and 1000 oz. silver contracts to the screen (the last day on the floor was 9/28/01), I had a desk near that pit and next to the Dow Jones reporter, the Grain Room was never very loud before 8:00 am so when we heard the four guys left in the metals pit yelling and screaming I went out and found them pointing at the Comex price jet, which showed something like - GCZ 282.00.... GCZ 283.00.... GCZ 284.00.... MARKET CLOSED, the high tick displayed on the jet was 84 or 85 (but I'll give them fast market conditions!). Within a few minutes clerks started heading over to the pit to get quotes, it was early and the pit's broker had just retired due to the pending venue change so I was pressed into service, before the second plane hit the market was trading in the mid 90s, afterwards I paid $300 for somebody I knew, Dec went on to trade over $305. When I left the floor a bit after 9:10 am central they were getting ready to close down the pit.
KC
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