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I am sorry but I don't know who "they"are. The performance bond requirement (margin in the futures world) remains at 20% for Single Stock Futures OR Risk based margin if the calculations indicate potential moves that would necessitate a higher minimum. Of course it is well within the rights...

1. I wanted to use SSFs sometime ago for QQQQ and IWM. Do you have them for 100 shares rather than 1000 shares? I like to scale in or out, and one 100 contract would really help. Ok I will explain our thought process here. We used the 1000 multiplier because of the benefits that SSFs would...

I don't know about TradersStudio. Do you know what clearing firm they use. That would narrow the possibility. CBOEDirect is the electronic matching engine used by the Chicago Board Options Exchange (CBOE). OneChicago uses the same matching engine.

There are three costs to selling short. The commission to execute the trade. The 'rebate rate' on the credit balance from the sale proceeds. The borrow fee for the hard-to-borrow names that in some situations drive the above 'rebate rate' to zero AND into negative territory. In...

'One': SSFs are not for day traders. You are correct as the value goes down dramatically. For customers holding positions and paying interest on margin loans over time the value of the SSF position is indisputable. For customers selling short and receiving a rebate on the invested short...

Well the fact is Congress was sold a bill of goods when they bought into the idea that SSFs compete with the options market. They don't. They compete with the brokerage firms finance and stock loan divisions. Margin (or leverage) is set by the SEC and they are very set in their ways...

No I did not get it wrong. When you purchase an asset you are either borrowing from yourself or you are borrowing from an external source. In the case of stock trading you would borrow from you broker (the external source) or you could use your own funds that are currently earning a return...

'One' if that is you hitting the calculator using 'A' then you are earning a nice return on your deposit. If you lower that then the numbers won't be so good as it makes buying the stock look worse as you opportunity cost is very high. Conversely you will notice that it will make selling the...

Again please look at the calculator. While the spreads are wider then the stock they often represent a lower interest rate then the bid/offer of the underlying stock while taking into account all the costs and income from the two worlds. In addition there are deviations from fair values in...

First to 'One'. The following spreads were from EOD on the 15th of this month. I got them from the OneChicago calculator on our website www.onechicago.com. GE 11cents PFE 6cents C 7 cents T 8 cents WFC 8 cents JNJ 9 cents VZ 9 cents DUK 7...

IB clears SSFs in a securities account. This offers substantial benefits to hedgers and customers with Portfolio Margining accounts. Customers who hedge equity positions (options included) with index futures could replace the index futures with futures on either the DIA, QQQQ, IWM or SPY ETFs...

IB does support trading in SSFs. Their website describes their pricing structure.

No you are not missing anything. There are days with very little volume trading. The reason is two-fold. First very few people understand that Single Stock Futures are an alternative to buying and selling stock on margin as they are not exposed to it at all. Secondly, brokerage firms make...

SSF contracts are futures. I don't believe they are covered under the Pattern Day Trading rules but you should confirm with your broker. It is important to note that SSF may not be suitable for all investors and may not be appropriate for scalpers or other day traders. SSFs are at the...

Symbol Open Int GE1C 125056 PFE1C 75048 C1C 57867 T1C 35945 WFC1C 35164 JNJ1C 20841 VZ1C 19407 DUK1C 14505 KFT1C 12022 SLE1C 5001 SE1C 4000 Daily Summary reports can be produced at our website: http://www.onechicago.com/oc/oc_040800.jsp

Single Stock Futures are simply the forward value of a stock which is computed by adding an annualized interest rate component to the price of the stock and subtracting any dividends to be paid prior to expiration. The interest component is the key as it is a competive rate used by...