Right, but essentially the same index in reverse. Total return includes interest accrual on the notional value of the index based on the...
quick update. still going through details but the answer appears to be in the following (copied from an article on XIV) " Understand that XIV...
EDIT: I wrote ETF's, actually they are ETN's Thanks. From what I can find, VXX is charged an annual fee 0.89% calculated daily. XIV is higher...
I have been doing some analysis of the two volatility ETF's, XIV and VXX. My understanding is XIV should basically be a mirror of VXX. However...
Thanks for all the suggestions people. Have spoken to these providers and now know where I can get futures option data. Unfortunately the pricing...
Thanks, spoke with them, not quite what I am looking for. Currently speaking with Morningstar about some excel add-ins and data they have, will...
Does anyone know of any software or data service that offers historical data for Futures Options that can be used to backtest strategies? I am...
I'm having a hard time trying to find reason with the front end of this curve..... A few weeks ago I came to the conclusion the situation in...
I get how I could check that for a contract that is purely physical delivery (ie CL), but for a contract like Brent how can you tell if the...
Question regarding Brent futures , from my understanding, this contract can have either cash/physical settlement. I was wondering how much of this...
That was my idea for my next trade.......
I see you've got your Sherlock hat on again! Are you able to assume that all of this is going to storage or is there just as much chance that...
This article seems to infer that this still involves a fair element of risk and will depend on a favourable move in the outright to get them over...
Never noticed.... Thanks for the info on the VLCC rates too. Are the inventories on these storage facilities published regularly like the EIA...
Ogarb: Where do you get the VLCC rates from? paid services like bloomberg? http://www.bloomberg.com/quote/BTCEVLCC:IND Google turned up plenty...
How do you calculate the 20-25 cents here? And while I am sure the answer will be something along the lines of 'As little as someone is willing...
http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_contractSpecs_options.html#prodType=AME&optionProductId=7503
Energy TRader: Again, very informative, thank you. These front spreads don't seem to want to stop....... Short term supply issues(random...
I was directed to this article on the crude below 90 thread....
Energy trader, thanks for the article. Very informative.... Couple of questions, if backwardation is normal, then the recent contango was...
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