FNMA @2.8 10k 股。# Stock
p*a
1 楼
请联系我。
你把amazon的退货当作新货在sears上卖，还落在我手里。
请你至少提供一个prepaid label给我吧?
请不要伤了中医的和气，谢谢。
你把amazon的退货当作新货在sears上卖，还落在我手里。
请你至少提供一个prepaid label给我吧?
请不要伤了中医的和气，谢谢。
l*u
2 楼
在等FMCC的钓鱼单了。
s*0
3 楼
sears也是平台？
【在 p***a 的大作中提到】
: 请联系我。
: 你把amazon的退货当作新货在sears上卖，还落在我手里。
: 请你至少提供一个prepaid label给我吧?
: 请不要伤了中医的和气，谢谢。
【在 p***a 的大作中提到】
: 请联系我。
: 你把amazon的退货当作新货在sears上卖，还落在我手里。
: 请你至少提供一个prepaid label给我吧?
: 请不要伤了中医的和气，谢谢。
s*6
4 楼
现在都到2.6了
p*e
5 楼
澎湖湾见
【在 l*****u 的大作中提到】
: 在等FMCC的钓鱼单了。
【在 l*****u 的大作中提到】
: 在等FMCC的钓鱼单了。
l*u
6 楼
找最低就没有意思了，上午暴跌的时候设了2.1的后来还给取消了打算看看势头。
【在 s*****6 的大作中提到】
: 现在都到2.6了
【在 s*****6 的大作中提到】
: 现在都到2.6了
u*e
7 楼
长期看会涨的，不知道明天是涨是跌
【在 l*****u 的大作中提到】
: 在等FMCC的钓鱼单了。
【在 l*****u 的大作中提到】
: 在等FMCC的钓鱼单了。
l*u
8 楼
现在入就基本上赌个短期巴肥。长期持有风险很大，而且还要搞 avg. down， 烦。呵
呵。
【在 u*****e 的大作中提到】
: 长期看会涨的，不知道明天是涨是跌
呵。
【在 u*****e 的大作中提到】
: 长期看会涨的，不知道明天是涨是跌
u*e
9 楼
搞 avg. down是啥意思
【在 l*****u 的大作中提到】
: 现在入就基本上赌个短期巴肥。长期持有风险很大，而且还要搞 avg. down， 烦。呵
: 呵。
【在 l*****u 的大作中提到】
: 现在入就基本上赌个短期巴肥。长期持有风险很大，而且还要搞 avg. down， 烦。呵
: 呵。
l*u
10 楼
加上FMCC已经入账2200刀。
【在 l*****u 的大作中提到】
: 现在入就基本上赌个短期巴肥。长期持有风险很大，而且还要搞 avg. down， 烦。呵
: 呵。
【在 l*****u 的大作中提到】
: 现在入就基本上赌个短期巴肥。长期持有风险很大，而且还要搞 avg. down， 烦。呵
: 呵。
s*6
11 楼
卖了？
l*u
12 楼
no. still holding. will see tomorrow, set a sell order for 5.x, just in case
I am lazy to get up in the morning. :D
【在 s*****6 的大作中提到】
: 卖了？
I am lazy to get up in the morning. :D
【在 s*****6 的大作中提到】
: 卖了？
s*6
13 楼
我陪你
l*u
14 楼
那事儿完了咱去喝点吃个巴肥，AA爽一吧。
【在 s*****6 的大作中提到】
: 我陪你
【在 s*****6 的大作中提到】
: 我陪你
s*6
15 楼
你还喝不饱？
b*6
16 楼
求教，你用什么broker买的？我的很烂，股价向上走后，就根本买不了，哪怕提高好几分
【在 l*****u 的大作中提到】
: 那事儿完了咱去喝点吃个巴肥，AA爽一吧。
【在 l*****u 的大作中提到】
: 那事儿完了咱去喝点吃个巴肥，AA爽一吧。
l*u
17 楼
看喝什么了。上次在一个胡同里吃的孔雀要1700人刀一位还不给喝汤。
【在 s*****6 的大作中提到】
: 你还喝不饱？
【在 s*****6 的大作中提到】
: 你还喝不饱？
l*u
18 楼
我这次op用的是etrade.
几分
【在 b****6 的大作中提到】
: 求教，你用什么broker买的？我的很烂，股价向上走后，就根本买不了，哪怕提高好几分
几分
【在 b****6 的大作中提到】
: 求教，你用什么broker买的？我的很烂，股价向上走后，就根本买不了，哪怕提高好几分
s*6
19 楼
16:02 $ 3.5965 1,394,000
什么情况？
什么情况？
s*6
20 楼
原来是这么回事
转
In the OTC, after hours Form T trades are almost without exception "late
prints". They are the result of accumulated buys or sells handled on a "not
held" basis through block desks. They have nothing to do with short selling
in particular, but with buying and selling in general.
Let's say you are an insider, promoter, or finance guy and who has a large
block of shares you want to liquidate (the most common reason for Form T
trades, in my experience). You can tell your broker (who in the penny market
is usually someone who specializes in this kind of work) that you want to
sell "up to XXX million shares at the best price possible". He turns the
order over to a market maker (it may be one from his own firm or it may be a
market maker with whom his firm has an order flow agreement). In other
cases, the seller may instruct his broker to "sell up to 10% of the day's
volume at a positive average weighted price". The broker usually monitors
the progress of the order throughout the day.
At the end of the day, the market maker handling the order will place a T-
trade print on the tape for an accumulated total at the average price at
which the shares were sold if there was still a balance left to sell. If the
entire order had been completed during trading hours, the print will go on
the tape normally.
All of this can work the same for buyers as well. If you want to take a
large position of lets say, 5 million shares, you can instruct your broker
to accumulate the stock "at the best price possible" on a not held basis or
"under the average weighted price". At the end of the day, if the order was
not competed during market hours, the final print will occur as a T trade at
an average price.
Occasionally the trade may have been completed earlier in the day, but the
customer was unsure if he might want to add to the order. In those cases,
the book is left open until the end of the day and the trade is printed
after hours.
In more rare occasions, the final print may have been forgotten to be
entered and those trades are also entered as Form T trades.
You can pretty much tell whether the Form T trades are from large block
buyers are sellers by looking at the price at which the trade was entered.
If it is at the lower end of the day's price range, and the stock had been
under pressure that day, it was probably from a seller. By the same token,
if it was printed at the higher end of the range and the stock had been
strong that day, it was likely to have been from a buyer. This rule is not
absolute, however.
转
In the OTC, after hours Form T trades are almost without exception "late
prints". They are the result of accumulated buys or sells handled on a "not
held" basis through block desks. They have nothing to do with short selling
in particular, but with buying and selling in general.
Let's say you are an insider, promoter, or finance guy and who has a large
block of shares you want to liquidate (the most common reason for Form T
trades, in my experience). You can tell your broker (who in the penny market
is usually someone who specializes in this kind of work) that you want to
sell "up to XXX million shares at the best price possible". He turns the
order over to a market maker (it may be one from his own firm or it may be a
market maker with whom his firm has an order flow agreement). In other
cases, the seller may instruct his broker to "sell up to 10% of the day's
volume at a positive average weighted price". The broker usually monitors
the progress of the order throughout the day.
At the end of the day, the market maker handling the order will place a T-
trade print on the tape for an accumulated total at the average price at
which the shares were sold if there was still a balance left to sell. If the
entire order had been completed during trading hours, the print will go on
the tape normally.
All of this can work the same for buyers as well. If you want to take a
large position of lets say, 5 million shares, you can instruct your broker
to accumulate the stock "at the best price possible" on a not held basis or
"under the average weighted price". At the end of the day, if the order was
not competed during market hours, the final print will occur as a T trade at
an average price.
Occasionally the trade may have been completed earlier in the day, but the
customer was unsure if he might want to add to the order. In those cases,
the book is left open until the end of the day and the trade is printed
after hours.
In more rare occasions, the final print may have been forgotten to be
entered and those trades are also entered as Form T trades.
You can pretty much tell whether the Form T trades are from large block
buyers are sellers by looking at the price at which the trade was entered.
If it is at the lower end of the day's price range, and the stock had been
under pressure that day, it was probably from a seller. By the same token,
if it was printed at the higher end of the range and the stock had been
strong that day, it was likely to have been from a buyer. This rule is not
absolute, however.
r*e
21 楼
good news. cong! baozi!
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