Notionally weighted is pretty straight forward. How would one go about adjusting for vol?
Thanks for the info, not sure what you mean by not recognized spread? meaning not enough market players? As for the margin wise, can you...
Hi, New to spread trading, i'd be interested in trading the spread of this highly correlated instruments. How would i go by to get my ratios?...
Looking to use Futures contracts.
Ok but staying on commodities-to-pips spread, how would one go about getting an accurate ratio for it?
Most if not all know that the $CAD has an almost perfect correlation with CL. If one were to venture off trading that spread, how would one go...
how crazy is it to go long vol here....summer never brings much action other than uncertainty in the middle east and that tends to have ripple...
Lumber contract on cme is for R/L of 100k board feet. Is it possible to have prices or to be able to hedge a position on certain length???...
So what would be some of those hedging strategies, other than outright futures or credit linked notes?
thank you for that. I'm surprised to see that no producer would use gold etf's to hedge their books. seems like it would be an option......
Hi, If anyone could shed some light on how gold miners/producers hedge their position? I have a good understanding of how it is done in the...
Hi, You recently talked of "We've had a frustrating amount of days where long sp delta outperforms short vol, the extra vol makes weighting...
What about bean oil? Or rapeseed? Would appreciate if you'd share a monthly or quarterly level for bean oil if you have one ? One thing is...
Where is this mkt going?? How high can this crush go? Any thouhts on the direction of Meal or seeds in a near future??
So your a crushing plant, and you are short the board crush margin. If you don't anticipate to crush and need to either reverse your position...
1. So wouldn't a crushing plant lock in their crush margin on cbot and then hedge the contracts they progressively take on with their clients?...
Thanks for your answers nazzdack. For #2. But what do you mean by reverse crush? Even the CME posts the board crush margin as (meal + oil -...
Can someone explain the factors in the board crush margin calculation: For example, in Soy it's: 2.2*ZMZ13(sb meal) + 11*ZLZ (sbo) - ZSF14...
Why do Ag products (soy, corn, meal) have a price discrepancy btwn Pit & Electronic trading? Thanks,
How would one calculate the crush margin for Canola (Rapeseed) - would it be priced off soy or corn? Thanks for the feedback
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