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Need to know the typical bandwidth of one contract like CL front month during peak trading hours. By this I mean non-aggregated tick data.

There were problems for a LSE listed "short oil" ETF during the oil price meltdown in 2008. When the big crunch came for contract counter-party (AIG)... ... trading of the ETF was suspended on the LSE. During the height of the panic; the ETF was trading off-exchange as junk...

WTF? ES just did 50M contracts in 30 min according to my chart. Is this the end of session Globex auction or just a method to take out stops? ... Is this tradable at bid/offer? What is this? (edit: It happened 1545 - 1615 Eastern time)

Please inform me: If these options, are not traded according to contract spec, what spec are they trading under? What exactly is it that defines when the market participants come together to trade this contract? -if not the contract spec!

According to the CME contract spec, GC options should start trading at Sunday 6:00 p.m EST. As I write this, the time is Sunday - 21:55 EST, and I'm not getting any quotes on IB's TWS. Is this some sort of retail broker "standard"? I'd happily move broker if I can trade according...

Is this how trading the Kospi works?... And is the danger highlighted at the end of the post a reality? 1. Buy to Open K200 using Interactive Brokers, 2. IB will lend you the KRW, which is on based the accounts ability to margin KRW. (note: maximum leverage on KRW/USD is 10%) The...

U/L & Options with same trading hours I know about the Kospi200 index on the S. Korean Exchange.... There's not even a pre-open available electronically. Anyone know of any others?

I meant to write: "account value could fall based on the Futures loss but the Option would not increase the account balance as it would still be priced at last market close."

I want to sell a CL future and buy a atm call to protect against price increase... What I cannot understand (despite reading about SPAN on CME) is how does SPAN calculate the put up margin needed? 1. As limited to the premium paid on the option, or, 2. Margin for both Fut & FutOpt and...

Thanks for the links, psytrade.

I'm looking at an emerging market index and a ETF that tracks the same. Having completed a price study on both, It's been calculated that continuing strength in this emerging market together with weakness in the dollar is being sold on the US markets at a deep discount to the same compared to...

I'm looking for a website that gives world indices as an RSS feed (e.g: for Firefox bookmarks toolbar) Until then, http://online.wsj.com/mdc/public/page/mdc_international.html?refresh=on is my source. Can any kind soul help a fellow trader?

That's good to hear. Thanks for the reply.

Will the Tiger: Pounce, Watch diligently or retreat...

Suppose the following: You're short ITM calls, or alternatively, Long ITM puts. And that the underlying is either; De-Listed from the exchange, or, Trading (of the underlying) has been suspended... - What's the result? - Anyone got previous experience of this event? Also...

Thanks for the info on gamma scalping. Your result would seem to shadow other people's attemps. I read somewhere (maybe here) that scalping gamma is more lucrative for premium sellers -not buyers- as time decay is in their favour. Still the question about ETF/invETF remains.

Apologies if this has already been suggested... Sambian: Would this work with going long on both an ETF & its Inverse twin at the same time and averaging daily? Anyone care to backtest it?

Thanks, KINGOFSHORTS. The explaination is clear and your additional advice is also very helpful.

Thanks for your reply... Now I understand that I'll just be selling the option and not writing a call to sell. I also understand that it must be possible to short a call.... But what are the rules for borrowing an option?

I've bought out the money calls on a stock but I would not have enough margin to exercise all the options at the strike price. My position is speculative - I don't own the underlying. I've just realised that if I sold these (hopefully) "in the money calls" before they expired to realise...