New answers tagged futures
You can get netted level 2 Eurex data from InteractiveData (derived from CEF Core). For un-netted data the only place I know of is the Eurex datashop. I've been looking for un-netted data for Bund/Bobl/Schatz without success for a while.
I think there is confusion around the forward price and the value of a forward contract. A forward contract obligates an exchange of an asset at some future time $T$. By convention, this forward contract has initial value zero (at time $0$). The forward contract, being an exchange of an asset for a set dollar amount in the future, has at some $t \in [0, ...
Looking at the post - it seems it is the definition of delta itself, not the details of the formulae, that is different I thought the delta was the ratio of change in value of the derivative to the change in the same (unit) amount of underlier The post appears to be saying that the delta is the ratio of change of the derivative to the change in the ...
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