Recent content by saminny

Hi, ASX rejects limit orders that are more aggressive than their 4 tick limit. Are there other exchanges that have such limits? Is there a source for this data? thanks

Thanks for the reply and sorry for duplicate post as I lost my first post thought it didn't get posted. Wouldn't the tick size matter if the contracts have different tick sizes in terms of basis points? But in this case, it seems they have the same tick size - 0.01 representing 1 basis point...

I am confused on how to compute the spread ratio. For example, this is example I came across with my broker - Consider 2 contracts Bobl and Euribor. The DV01 of Bobl i 44.8 and Euribor is 25. To equalize DV01, we need 44.8/25=1.792 contracts of Euribor for every 1 contract of Bobl...

I am confused on how to compute the spread ratio. For example, this is example I came across with my broker - Consider 2 contracts Bobl and Euribor. The DV01 of Bobl i 44.8 and Euribor is 25. To equalize DV01, we need 44.8/25=1.792 contracts of Euribor for every 1 contract of Bobl...

Thanks. I thought more about it and it makes more sense now. I am trying to lock in the present value of the bond that is based on current interest rate curve. Each Eurodollar future in this bundle/strip of futures allow me to hedge the interest rate risk for a 3 month period. When I chain...

I have a question on hedging eurodollar futures. If I understand correctly, the contract price for far out contract month is roughly based on the 3 month forward price on that month as seen today. So, for example, suppose today is June 25, 2007, the Sep 2008 contract trading today will roughly...

What are some of the methods for projecting stock dividends? I am trying to find some information on this online but I can't. thanks, Sam

I was looking at the z-spread term structure for past 50 years on Bloomberg. For investment grade bonds, rated A or higher, the z-spread increases as the time to maturity increases (as expected). However, for lower grade bonds (B or lower), the z-spread actually decreases with increasing time to...

They make more money working for them than fishing and filing claims at the same time haha