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May I ask which broker and which market data you use? Could you take a screenshot of the unfriendly spread to make sure if by some reason I am looking at the wrong thing? :D

Are you trading CFDs? Who is your broker? I cannot find those instruments in Bloomberg or IB.

I am mystified by your ignorance about "what numbers". You have obviously not been the past three pages, where I made my calcs and said exactly which numbers and calcs I want or want to have checked.

United Kingdom - Oil - >500K avg vol.

Don't misunderstand me. I care nothing for the news Trump is more than news, he is leader of the most powerful nation on the planet. His words affect the markets. I just sit and wait and take advantage. I don't care about politics, I care about how policy affects markets. Mostly, I trade only...

What are you talking about? Trump said he was leaving the Paris Accord, and although a moot gesture, it sends the message to private investors to avoid renewable. He is pro-oil. After news of the accord, the renewables that I was watching like FSLR dropped. Oil also rised. Super Thursday is...

I posted US already. Here is Canada. ADRs are directly below their corresponding Canadian counterparts, if they exist.

If you thought I was talking about 9 months from now, why would you say look at the 3m LIBOR? Anyway, I have checked the futures forwards with the spots and it maintains 1.08%. Since nobody has shown me any numbers, and are parsimonious in explanation, I'll stick with my calcs. If you have...

March 2018 forward 1.2800 put on that futures

So, I think USD LIBOR is 1.219 and GBP LIBOR is 0.29094. 1.219-0.29094=0.928%. I should use 0.928% instead of 1.08%?

When I search through the available financial instruments for "Eurodollar" Excel is such a bottleneck, plus I am using Macs. PCs are even worse, even though it is supposedly multicore capable. I have had it tested. Excel suffers from features bloat, as do all other spreadsheet programs, which...

I doubt you that you will find it like that online anywhere. I don't know if you care about real-time data, but you have to pay to display more than 100 lines, plus NYSE market data. I am using IB's platform, but I made it myself it. I had to type it in myself and arrange the equities by...

Ouch!

That's all well and good, but nobody has shown any numbers to that effect. What market data are you using to obtain the IRP? The IRP is supposed to represent the rate in theory. I thought I would just use a back calculation between the forward and spot. That's I determined the 1.08%. I guess...

That answers my question.

How do you mean?

Which is?

[T-t] would equal [(275/365)-(155/365)] ? So the multiplier is also multiplied by the option premium to determine the price of the contract? p.s. P(1.2465(S_t); 0.7546(T-t); 1.28000(K); 0.09(IV), 0.0108) = 0.0468/0.0317 = 47.6%*$1,831.25 per contract. ??

275/365 = 0.7534 155/365 = 4246 1.3005 = 1.29000*(1+r)^(0.7534); r = 0.0108, which is the same the 6 month T-bill. This means they are using this as the risk-free interest for calculating F_0. F_0 = S_0*(1+r)^(n/t) = 1.2400*(1+0.0108)^(0.4246) = 1.24566 1.29000*(1+r)^(0.7534) = 1.3005 I think ...

If the underlying is $1.2400, the futures price will not be the same. So, I don't appreciate your tone.