May I ask which broker and which market data you use? Could you take a screenshot of the unfriendly spread to make sure if by some reason I am...
Are you trading CFDs? Who is your broker? I cannot find those instruments in Bloomberg or IB.
I am mystified by your ignorance about "what numbers". You have obviously not been the past three pages, where I made my calcs and said exactly...
United Kingdom - Oil - >500K avg vol. [IMG] [IMG]
Don't misunderstand me. I care nothing for the news Trump is more than news, he is leader of the most powerful nation on the planet. His words...
What are you talking about? Trump said he was leaving the Paris Accord, and although a moot gesture, it sends the message to private investors to...
I posted US already. Here is Canada. ADRs are directly below their corresponding Canadian counterparts, if they exist. [IMG] [IMG]
If you thought I was talking about 9 months from now, why would you say look at the 3m LIBOR? Anyway, I have checked the futures forwards with...
March 2018 forward 1.2800 put on that futures
So, I think USD LIBOR is 1.219 and GBP LIBOR is 0.29094. 1.219-0.29094=0.928%. I should use 0.928% instead of 1.08%?
When I search through the available financial instruments for "Eurodollar" [IMG] Excel is such a bottleneck, plus I am using Macs. PCs are even...
I doubt you that you will find it like that online anywhere. I don't know if you care about real-time data, but you have to pay to display more...
Ouch! [IMG] [IMG] [IMG] [IMG]
That's all well and good, but nobody has shown any numbers to that effect. What market data are you using to obtain the IRP? The IRP is supposed...
That answers my question.
How do you mean?
Which is?
[T-t] would equal [(275/365)-(155/365)] ? So the multiplier is also multiplied by the option premium to determine the price of the contract?...
275/365 = 0.7534 155/365 = 4246 1.3005 = 1.29000*(1+r)^(0.7534); r = 0.0108, which is the same the 6 month T-bill. This means they are using this...
If the underlying is $1.2400, the futures price will not be the same. So, I don't appreciate your tone.
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