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Me too. I thought European banking/financial system was in better shape than that of US. Last week, EU economy commissioner Joaquin Almunia stressed that "the situation we face here in Europe is less acute and member states do not at this point consider that a US-style plan is needed." Now...

According to CBOE: Russell 2000 (RLS): 771.41

No. Index futures are regulated by CFTC, not SEC. Thank God !!:p Look at the bright side. It'll provide a great incentive to learn option theory: Buy Put and Sell Call.:D

From the web site of WSJ: Breaking News: The Fed is considering offering a secured bridge loan to AIG, and under the proposed rescue plan, the U.S. government may end up controlling the firm, according to a person familiar with the matter.

Although the bank has reduced its leverage, or debt relative to assets, it still has about $600 billion of assets supported by some $30 billion of equity, meaning the value of its assets need only decline by 5 percent to make the company worthless...

Senior government officials, eg. Bernanke, got copies of the job reports about three hours ago. However, they are NOT allowed to leak the info.

This is really bad. A monthly return of negative 24.28% can easily translated to a maximum draw-down of almost 50% in January 2008. :eek: IMHO: The Annual Max. Draw-down reported by this fund may be misleading. "Biggest negative monthly return for that particular year" may be a better...

I think this is true for a Regular T Margin account. For a Portfolio Margin account, the overnight margin requirement should be much lower.

Unfortunately, Portfolio Margining does not talk to SPAN. Unless SEC and CFTC adopt a single margining system for securities, commodities and their derivatives, the cross-margining you mentioned will not be allowed.

For each underlying instrument (each combined commodity) in which a portfolio has positions, SPAN will add up the Scanning Risk Charges, the Intra-Commodity Spread Charges and any Delivery Month Charges. The program then subtracts any Inter-Commodity Spread Credits that it has calculated for the...

I am not sure about your question. I ***THINK*** you are referring to the multipliers: ES options (50) ER2 options (100) NQ options (20) SPAN is risk-based . Hence the margin requirement depends on the multiplier, volatility, strike price, etc. If I sell one contract of ES...

The above example involves ES Call and ER2 Put, not straddles or strangles.

Hi, Let me give you an example: If I sell 10 contracts of ES Call ( margin requirement $10,000 ), and then sell 10 contracts of ER2 Put ( margin requirement $5,000 ), SPAN will give a total margin much less than $15,000. If memory serves, it should be around $10,000. As of Friday, my...

Hi, Has anyone been trading options on index futures via ThinkorSwim ? Any good or bad experience to share ? I noticed that SPAN has not been fully implemented. For example, there is no cross-margining.:eek:

This will be the 1,000th post of this thread. Die, thread, die !!! :p

Some sprinters can finish a 100-meter race under 10 seconds. Some tennis players can return serves over 125 mph at Wimbledon. Can everyone on Earth achieve such tasks ? IMHO: The answer to your question is "YES". However, it is very difficult to have good returns with small draw-downs...

Just received an E-mail from ThinkOrSwim: They will launch options on futures tomorrow, and plan to turn them on for trading mid to late next week.:p

I received an E-mail from them on Friday: The schedule has been pushed back for one week. Since they have not decided on the commissions, I won't be surprised, if I get a similar E-mail next week.:(

I heard that ThinkOrSwim would offer options on futures next week. Any rumor or update about this ? :D Hopefully, there won't be any delay.:eek:

Same here. No stocks, futures or options real-time quotes from TWS. However, WebTrader seems to be working.