Questions tagged [futures]

For questions relating to futures contracts.

26 questions with no upvoted or accepted answers
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52 views

After hours matching

I put in an after hours sell order, well below the standard hours and after hours ask, on a liquid Dow futures security. The transaction did not complete. I looked in the ledger detail and found that ...
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2answers
120 views

Do futures markets have any predictive potential?

Comparing the WTI Crude Oil spot prices of the last five years with WTI Futures prices for Nov'2020 over time, it seems that they mostly follow the current price. This seems to enable one to lock in ...
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38 views

How to set take profit when there is no position yet

I'm trading on binance futures and sometimes I see a nice (for example) resistance level. I then set a limit sell order so that if price reached that level I sell x coins. However I would also like to ...
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2answers
120 views

What are the implications for institutional traders left holding a long WTI contract at expiry, unable to take delivery?

Given the historic drop in the front month WTI price today, I was wondering what the ramifications are for those professional traders who are left holding a long position. Note this problem won't ...
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1answer
153 views

Premium charges

can anybody explain me please what Premium charges in CBOT Rulebook - https://www.cmegroup.com/content/dam/cmegroup/rulebook/CBOT/II/14/14.pdf (section 14108 Premium charges) are? I am somehow ...
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1answer
879 views

Logistics of Hedging INR investment with USD INR future

I am a beginner so please forgive any gaps in my understanding of Forex Futures. Based on RBI's decision earlier this year to let NRI's invest in rupee futures I want to propose a Currency Futures ...
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101 views

Forward Contract Extension

I was reading this article Below is a small snippet from the article. I'm wondering how Barrick gold could extend the hedge at its own option. How would this be executed and how do they have this ...
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38 views

Why derivatives markets are the most fragile in times of correction?

I read an article about bitcoin derivatives which has been skyrocketing lately. The author wrote at the end of the article: "Derivatives markets are the most fragile in times of correction, ...
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1answer
48 views

Futures and dividends

Let's say I have a portfolio of futures for a long period (let's say 2000-2020). All of my underlyings are equity indices. I am always invested in the next maturity futures (thus I never wait for the ...
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0answers
38 views

Return on a futures contract

If Sam invests $200000 on Futures and takes Futures short position on an index fund whose settlement is one year from now, with the current futures price being $1200. The relation between spot price(S)...
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1answer
24 views

How to find world market index symbols in different brokers (i.e. TOS, RH)

I use Thinkorswim to check on the E-Mini S&P 500 futures, 'ES20', but I also want to see the FTSE 100, CAC 40, AEX, Hang Seng, etc. But when I enter those names to the search field I get no ...
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1answer
52 views

Can any European-style options be exercised before expiration?

I found a page that says the following about European-style options (in the context of weekly and end-of-month options for S&P 500 futures): European-style options can be exercised only on the ...
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26 views

Entering or exiting a position on “sell bid or sell ask”

I just have a question I’m curious about Lets say you are long ABC and you want to get out and you decide you want to sell on the bid Lets say the bid price is trading at 10 When hitting that “sell ...
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0answers
24 views

What kind of orders can be placed in a limit up or limit down?

Although the market is halted, can traders still enter in a market order or a limit order? Page 4 says it is a quote only state. Does this mean traders can enter in limit orders that are open and not ...
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1answer
365 views

Impacts on RBC banning USO explaining to a futures beginner

As you might be aware of this recent news: "RBC Capital Markets has informed United States Commodity Funds, the operator of the USO ETF, that they may no longer hold positions in or buy oil futures ...
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15 views

Futures Commission Merchant Maximum Commission

Is there a maximum round turn commission FCM's can charge their customers? I looked here: NFA Assessment Fee and here for a fee break down. There is no maximum round trip fee for commission such as $...
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270 views

Trading micro e-minis futures from Canada with limited net worth (with NinjaTrader platform)

I am a Canadian. I wish to get into the Micro E-mini Equity Futures market. I wish to use the Ninja Trader platform as I find it powerful, and I can code strategies using my favourite programming ...
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1answer
55 views

Will Bloomberg Composite Crude Oil Subindex rise when Crude oil prices rise?

Since the oil prices have plunged recently, I want to capitalize on this opportunity by investing in WisdomTree WTI Crude Oil ETC which tracks Bloomberg Composite Crude Oil Subindex. Question: 1) ...
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1answer
78 views

Futures - Eurodollars basic questions

I've been learning about trading futures markets and had a few basic questions. The Dec-20 Eurodollar trades at 98.59 (i.e. by Dec-20 investors are expecting 3 month LIBOR rates to be 1.41%). Now ...
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2answers
103 views

Invest in Commodity Index ETP avoiding the rolling Yields

I am looking to invest in an ETP which is based on a Index of Commodities basket. From previous question I understand that investing in indexes tracking Futures prices is most likely the only ...
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0answers
21 views

Is there a time limit for 1256 contract tax loss carry-forward?

I was wondering, is there a time limit for 1256 contract tax loss carry-forward? Or can you carry the loss forward indefinitely? I saw a website that suggested that the limit is typically 7 years, ...
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1answer
71 views

How much amount is tranferred in market to market settlement of futures?

The book by J.C. Hull gives a proof that if interest rate is constant, futures price is same as forward price (no-arbitrage price). In the proof outlined in the book, scenario of daily settlement is ...
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2answers
76 views

How well do Treasury bond Futures correlate to their hypothetical underlying bond?

How well do Treasury bond Futures correlate to their hypothetical underlying bond? If the price of the future is most tightly related to the current CTD, whose maturity varies widely, how can the ...
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0answers
823 views

Meaning of “non-reportable” and “dealer intermediary” in the CFTC COT report

What is intended with "non-reportable" and "dealer intermediary" long/ short positions in the CFTC COT report HERE? My toughts of "dealer intermediary" is that they could be the fx brokers; in other ...
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1answer
36 views

How is money calculated when buying BRR future on CME through IB?

I tried on simulated account to buy 1 BRR future (multiplier = 5). Total amount with commissions expected was 49280 Initial margin expected was +31047 Maintenance margin expected was +24837 ...
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1answer
53 views

Why does rollover helps to cut cost of current contract?

Offsetting involves closing a position. Rollover involves closing a position and opening a new one. Is offsetting a part of rollover? If not, what is the strategic difference between these two? ...