I used Man for lumber options, and they were terrible (I mean, they handled the lumber market fine, but Man as a whole is terrible). I'd echo...
www.pinnacledata.com has pretty good (and low priced) historical data. They can give you a continuous contract using any rolling method you'd like.
"Longwinded"? Ha! This is probably the most useful post on ET this week.
The Market Maker is *never* working "against you". You're confusing Specialist with Market Maker. In any case, just don't trade NYSE stocks if...
They don't halt trading in corn unless it's a limit move. Limit is 20 points. And actually, they don't "halt", they just don't allow trades...
That's the Euro (the currency), not Eurodollars (the fixed income deposit).
Be careful with this though, the settle doesn't mean you could have gotten a fill anywhere near there. The only people standing near expiration...
Actually, that's not true either. Arbitrage is different from a scalper. This is particularly true in physically settled commodities. If you can...
Huh? Read again. There is nothing "in the system" (meaning Globex, CBOT, CME, or anything else) requiring the cost of carry to be accounted for....
Never mind I think an easing cycle is insane, but there are many ways to play Eurodollars with lower risk. :-) Look at mid-curve options, for...
5.25% interest on $70k for one quarter is $918. This represents 18 ES points. So, on the first day of the quarter, cash of 1400 would have a fair...
Well, the futures contract has to settle at something. Both nothing in the "system" is forcing the prices in line before expiration. Only...
Yes, with some minor caveats. Read the link I posted earlier for more details. You bought at 800, you sold at 805, you would make 5x$50. Keep in...
Right, much like you would own 5000 bushels of corn if you did not sell a long corn contract before expiration.
Because, at expiration, ES settles at the cash value of SPX. http://www.cme.com/trading/prd/equity/settlement.html In other words, if you...
The margin is set by the exchanges, in general, through SPAN. So, the margin charged to TS or IB by the exchange should be the same margin charged...
You're absolutely right. One does not affect the other. If arbitrage were difficult or impossible to perform, it's conceivable that ES would float...
I assume you mean spread trades, not pairs. ("Pair trade" generally refers to statistical arbitrage, "Spread Trade" generally refers to relative...
The most simplistic (but unrealistic) way to do this is to: 1) Buy ES 2) Sell stock in all 500 members of the S&P 500 index in the proper...
You would buy the futures contract, take delivery of the corn, drive it to the nearest grain silo, and drop it off at the spot price. If you can...
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