S&P 500 Movers WBA27.5 CEG25.2 DAL9.0 5.0 STZ-17.1 PCG-10.8 ON-7.5 -6.5 Visit Market Data Center Latest NewsAll Times Eastern scroll upscroll down 6:46aIs Donald Trump inheriting the best economy in history? 6:34aMy wife and I passed on a family wedding due to a ‘no-child’ rule....
The smirk in the S&P 500 futures options prices: A linearized factor analysis. Review of Derivatives Research 12, 109-139.Carverhill, A. P., T. H. F. Cheuk, and S. Dyrting. 2009. The smirk in the S&P500 futures options prices: A linearized factor analysis. Working paper, University...
The smirk in the S&P 500 futures options prices: A linearized factor analysis. Review of Derivatives Research 12, 109-139.Carverhill, A. P., T. H. F. Cheuk, and S. Dyrting. 2009. The smirk in the S&P500 futures options prices: A linearized factor analysis. Working paper, University...
9:27pU.S. stock futures fall ahead of Fed meeting, key earnings week for Big Tech 8:36pTrump vs Powell: Who will drive the stock market as the Fed holds its first meeting of the year? 7:12pDeal reached to release Israeli hostage and allow Palestinians back into northern Gaza ...
Powell more hawkish than expected, futures price in higher rate for Fed Traders bet the Fed could raise the fed funds rates to a high of 5.05%, before stopping its current rate hiking cycle. The May contract reached that level after dipping to 4.93% after the Fed's policy statemen...
P Christoffersen,K Jacobs,K Mimouni - 《Derivatives Ejournal》 被引量: 0发表: 2007年 [[alternative]]The Stylized-Facts Dynamics for the WTI Crude Oil: Evidence from Daily Returns, Realized Volatility and Futures Prices The study discuss which stylized-facts models is the best to describe the...
Standard and Poor's 500 Stock Price Index. The minimum fluctuation of the futures contract shall be .25 index points, equivalent to $12.50 per contract. Trades may also occur in multiples of .05 index points, for E-Mini S&P 500 futures calendar spreads executed as simultaneous ...
Futures Slip S&P 500 futures and Nasdaq 100 contracts are both down about 0.2% as of 5.30 a.m. in New York. Oracle fell as much as 10% in premarket trading as it reported slowing cloud sales. Shares in Europe struggled for direction while US Treasuries edged lower. Oil traded near its...
Determinants of intraday price discovery in VIX exchange traded notes This study investigates the intraday price discovery of the VIX short€ term futures ETN (VXX) and inverse VIX short€ term ETN (XIV) for the period Januar... A Fernandez-Perez,B Frijns,I Gafiatullina,... - 《Journal of...
Movers and shakers S&P 500 futures are little changed, signaling caution before the Fed and after the index closed at yet another all-time high yesterday. Treasuries are also mostly flat, while the dollar is charging higher. In Japan, the yen fell to the weakest level since 2008 against the...