Discussion in 'Options' started by pismo10, May 13, 2005.
What are the position limits on the emini futures options?
Thank you but yes I have read it and .....Here is what they say......
"Net 20,000 futures-equivalent contracts in S&P 500 futures and options contracts on the same side of the market in all contract months combined. Each E-Mini S&P 500 futures-equivalent contract shall be deemed equal to one-fifth (.20) of an S&P 500 Stock Price Index futures-equivalent. The futures equivalent of an option contract is 1 times the previous business day's IOM risk factor for the option."
So I still ask...................... is that 20,000 equiv eminis so at 50 per ctc that's 400 net emini options ctcs is therefore the limit? Or are the thinking 20,000 large SP so 100,000 emini equivs so by 50 yields 2,000 emini option ctcs is the limit? The first line does not state exactly which SP futures. Just curious.
20,000 refers to the large contract, so that would equal 100,000 of the ES (E-mini) contracts.
So 2,000 futures option ctcs net, thanks very much.
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