http://www.cmegroup.com/trading/equity-index/us-index/e-mini-dow_product_calendar_futures.html Straight Through Processing (STP). Swap Execution Facility (SEF). Reports on a variety of topics on the forefront of financial market trends. Hours for floor and electronically traded futures and opt...
ABOUTCMEEURODOLLARFUTURESANDOPTIONS2 WHYTRADECMEEURODOLLARFUTURES?3 PRICINGINTERESTRATEFUTURESCONTRACTS4 TRADINGCMEEURODOLLARFUTURES5 CALENDARSPREADS5 BUTTERFLYANDCONDORSPREADS6 CMEEURODOLLARPACKSANDBUNDLES8 ELECTRONICCMEEURODOLLARTRADING9 GROWTHINELECTRONICALLYTRADEDCMEEURODOLLARFUTURES10 ...
http://www.cmegroup.com/trading/equity-index/us-index/e-mini-dow_product_calendar_futures.html Straight Through Processing (STP). Swap Execution Facility (SEF). Reports on a variety of topics on the forefront of financial market trends. Hours for floor and electronically traded futures and opt...
This might be my last Minding the Gap column ever as the ancient Mayan calendar points to the world ending on Dec. 21, 2012. However, my guess is that discerning an expiration date for humankind is tricky as multiple cultures have conflicting calendars. But, if the Mayans were wrong, we ...
They’re options tied to S&P 500 with a maturity less than 24 hours. A flurry of trading in the contracts known as zero days to expiration, or 0DTE, was the backdrop to a jarring acceleration of the day’s decline, one in which the equity benchmark slid roughly 0.4% in 20 minutes,...
Exercise StyleAmerican-style. The buyer of an option may exercise the option on any business day prior to expiration by giving notice to CME Clearing by 5:30 p.m. Options that expire in-the-money after the close on the last trading day are automatically exercised, unless specific instructions...
The range of potential implied volatility changes for options on the underlying instrumentVolatility Scan Range Intra-Commodity Spread Charge ? An amount that accounts for risk (basis risk) of calendar spreads or different expirations of the same products, which are not perfectly correlatedInter...
Long calendar spreads are certainly one of those option strategies. Let’s take a closer look. A long calendar involves selling a call or put and buying the same strike call or put with a longer expiration. This position can have a positive, negative or essentially neutral delta depending on...
The contract expires on the second business day before the third Wednesday of the delivery month (expiration date: June 17). a. What is the forward interest rate implicit in the Eurodollar futures quotation (93.280%) on April 1? Why is it higher than the current three-month Eurodollar ...
orimmediatelypriortoanExchangeholiday,expirationwilloccuronthe previousbusinessday. ListedContracts Tradingisconductedfordeliveryduringthecurrentcalendar month;thenexttwocalendarmonths;anyJanuary,March,May, andSeptemberfallingwithina23-monthperiod;andanyJulyand Decemberfallingwithina60-monthperiodbeginningwiththe current...