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We can offer SPAN margin at Wedbush Futures if you use a company like Midland IRA. I have my Roth set up that way. https://www.midlandira.com/ Call me tomorrow if you want to discuss. Bob

I've not heard that term before, but I expect that is where you offer payment for order flow (PFOF) as a MM on an exchange as the designated market maker (DMM) . The broker gets a payment for the flow and the DMM gets order flow to trade on.

Yes, we discussed that in the old post. https://www.nyse.com/publicdocs/nyse/markets/nyse-arca/NYSE%20Arca%20Rule%207.10.pdf

It might help to provide a link to your old thread where you posted the issue.

I don't think it will. MM that are members pay reduced fees and go to where the volume is. I expect they will make markets on other exchanges looking for a quick arb. I know you like lower fees, but I expect that when prints trade on other exchanges when there are many and you don't get to...

That worked. The rule relates to NYSE ARCA options.

I was not able to go to your link. From a very quick skim, it looks like Rule 6.89 applies to Option Exchanges. I might be wrong, as reading these documents is painful. https://www.sec.gov/rules/sro/nysearca/2015/34-76094.pdf

We don't have that restrictions as far as I know.

For what it is worth, Wedbush futures can clear these and " NFX exchange is accessible Via CQG and TT."

My quick 2 cents. I hate fragmented markets. I would rather have one market places where all orders go to, so every order is accessible in one place with price discovery. In the US, there are now 15 equity options exchanges all with different models. I think this is terrible for the public...

Interesting names: Ab Chipsters Food Oy Aqua Farms Vartdal AS Bravo Seafood AS Helen Oy Lobster Seafood Sweden AB Not really the big names, but there must be a reason why there are food companies from overseas.

I noticed two things on that list. Wedbush Futures, who we IB to, is not on that list. And, at the end of that list it say,"Two members want to remain anonymous." Odd, unless they are members but don't want to offer access yet.

It is my understanding that a clearing firm needs to be a member to get access and clear or use a carrying broker, which increases costs. CQG can access them. http://www.cqg.com/partners/exchanges/nfx

This is very interesting. Thank you for pointing out that NASDAQ even has a futures exchange. I did not know. I would not trade these markets to save on clearing fees at this time. At 1000 Barrels, that is $10.00 per $0.01. CL and QM trade with tight markets. If this is not the same here, each...

They will replicated the basket because of dispersion theory. You lose alpha because as earning are announced, if one NASDAQ company jumps and the other falls, they offset each other on the QQQ. If you are going to buy straddles for earnings because you believe the options are missed priced, QQQ...

Yes. Some exchanges have a maker/taker model and we support direct market access for options on Sterling Trader Pro, Silexx and Realtick. Why don't you send me an email to my work address and we can set up a time to talk tomorrow. I can also send you an option exchange pricing sheet for your to...

Unfortunately, none of our less expensive routes for taking liquidity like LSPT are available in ETH. I would stick with Nasdaq and ARCA and I have no preference.

https://www.lightspeed.com/pricing/routing-fees/ ARCA and NASDAQ are both available in ETH and both offer $0.002/share for adding, but only if your broker passes that to you. Who do your use?

Correct. A market maker will look at that exercise as selling the put for $0.63 not including interest. It would be to your benefit to loose the stock that way today. You can go out and sell that put for a higher price and have a similar position.

They general formula used is to compare the dividend to the value of the put on that same strike. If the put has a lower value, which is what you lose by exercising early, there is value in doing the exercise. The odds of being assigned increase with lower put value. Open interest would be...