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You will pay a lot for these guys but that's what large financial institutions use to price their futures. Pricing plans, timing and regional coverage depends on the vendor. They all pull prices from various exchanges. Reuters IDC Bloomberg Unfortunately it happens that these guys would pull the wrong settlement price from the various exchanges they feed ...


This FT Alphaville article confirms and has some discussion about your idea that Sarao was indeed taking a risk every time he created spoofing orders. But in short, yes: if you place a limit order and a large enough order hits the market your limit order can be filled without a possibility to cancel (unless the exchange is dodgy) and you will end up with a ...


You can either borrow cash now convert it and enter a forward contract for the stock in ccy2 and repay your loan at maturity invest your cash at the domestic risk free rate and buy the stock at maturity. If there is no arbitrage between domestic and foreign markets, the two strategy lead to you receiving the stock 100% of the time so their cost should ...


You need to express everything in the same currency, by converting it appropriately. You cant be risk neutral with respect to two numeraires at the same time, so the price you get will be in the numeraire with which you are risk-neutral to. This is called Seigel's Paradox. So either convert the S, D or convert the F. It will likely be the S and D.

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