Thanks sle, that is very helpful.
OTC. It is still a relatively opaque market, not a lot I can find that is publicly available. For the purpose of this discussion we can narrow it...
Thanks Martinghoul. What are the most common ways, and could you share an example or two? Cheers.
Dear swaption traders, could you please shed some light on how brokerage is calculated in this asset class? I am getting different answers from...
Transaction costs on VIX futures include $1.7 per lot of exchange fees plus $1-2 of brokerage. So 5-7bps wide was actually pretty tight...
Does anyone know how much banks used to charge for trading these products before the advent of listed VIX futures more than a decade ago? And how...
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