[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]  Ross Brown [@Hey_ross](/creator/twitter/Hey_ross) on x 5997 followers Created: 2025-07-19 18:36:41 UTC Without a source, this could just be someone creating hype files, but if it is legit, it’s likely two legs on the same trade On July 1, 2025, two forward contracts were recorded within minutes of each other, each referencing a single stock and sharing nearly identical structural characteristics. Both instruments are classified under JESXSC, denoting cash-settled equity forwards according to ISO 10962 standards. The short names provided—“NA/Fwd Nstd Sgle Stk” and its abbreviated variant—further confirm that these are non-standard forward contracts on individual equities. Each record defines the contract as a “Spread-bet” under the “Return or payout trigger” attribute, a term typically associated with directional exposure or synthetic trading strategies. These contracts are cash-settled, not physically delivered, and are categorized as “Single Stock” under the underlying asset type. The entries conform to both the 2015 and 2021 CFI taxonomy versions, reinforcing that they were likely generated through an automated trade reporting system. The first contract references ISIN US36467W1099, which identifies GameStop Corp. Class A, while the second contract references ISIN US0758961009, which corresponds to Bed Bath & Beyond Inc. The timing of the entries—only thirteen minutes apart—and their identical metadata structure suggest that these two trades were part of a coordinated strategy or batch filing by a single reporting entity. Both GameStop and Bed Bath & Beyond are high-volatility equities that have featured prominently in speculative and retail-driven trading. The presence of synchronized forward contracts on both names, using the same spread-bet cash-settled structure, points to a deliberate pairing. This could indicate a hedged or relative-value trading position, or a synthetic exposure designed to meet internal portfolio, regulatory, or accounting objectives. The uniform formatting, timing, and terminology strongly imply that these records were submitted through a structured reporting interface, likely to a swap data repository (SDR) as part of regulatory compliance. These types of filings are typically not publicly available in detailed form and would only be traceable through SDR access or counterparty-level disclosure. The two entries represent a matched set of equity derivative positions with deliberately mirrored characteristics and a clear strategic or operational linkage. XXXXXX engagements  **Related Topics** [legit](/topic/legit) [files](/topic/files) [Post Link](https://x.com/Hey_ross/status/1946640351995011574)
[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]
Ross Brown @Hey_ross on x 5997 followers
Created: 2025-07-19 18:36:41 UTC
Without a source, this could just be someone creating hype files, but if it is legit, it’s likely two legs on the same trade
On July 1, 2025, two forward contracts were recorded within minutes of each other, each referencing a single stock and sharing nearly identical structural characteristics. Both instruments are classified under JESXSC, denoting cash-settled equity forwards according to ISO 10962 standards. The short names provided—“NA/Fwd Nstd Sgle Stk” and its abbreviated variant—further confirm that these are non-standard forward contracts on individual equities.
Each record defines the contract as a “Spread-bet” under the “Return or payout trigger” attribute, a term typically associated with directional exposure or synthetic trading strategies. These contracts are cash-settled, not physically delivered, and are categorized as “Single Stock” under the underlying asset type. The entries conform to both the 2015 and 2021 CFI taxonomy versions, reinforcing that they were likely generated through an automated trade reporting system.
The first contract references ISIN US36467W1099, which identifies GameStop Corp. Class A, while the second contract references ISIN US0758961009, which corresponds to Bed Bath & Beyond Inc. The timing of the entries—only thirteen minutes apart—and their identical metadata structure suggest that these two trades were part of a coordinated strategy or batch filing by a single reporting entity.
Both GameStop and Bed Bath & Beyond are high-volatility equities that have featured prominently in speculative and retail-driven trading. The presence of synchronized forward contracts on both names, using the same spread-bet cash-settled structure, points to a deliberate pairing. This could indicate a hedged or relative-value trading position, or a synthetic exposure designed to meet internal portfolio, regulatory, or accounting objectives.
The uniform formatting, timing, and terminology strongly imply that these records were submitted through a structured reporting interface, likely to a swap data repository (SDR) as part of regulatory compliance. These types of filings are typically not publicly available in detailed form and would only be traceable through SDR access or counterparty-level disclosure. The two entries represent a matched set of equity derivative positions with deliberately mirrored characteristics and a clear strategic or operational linkage.
XXXXXX engagements
