New answers tagged

1 vote

What do "Start Period" and "End Period" mean for maintenance margins of futures at the CME Group?

Those are ranges of EXPIRATION DATES fot the futures concerned. If you have a futures contract now, this table shows that you have to put up more margin for a contract expiring in June 2022 then you ...
user avatar
  • 9,347
2 votes

What do "heating degree day" prices actually measure?

Are you sure these futures are trading? There is no data on BBG - or the CME. I have no experience with these products, but I am almost certain that there are no quotes (and hence no trading) for July ...
user avatar
  • 4,178
4 votes

What is the consensus interpretation of index future dealer gamma?

If dealers are short gamma, as you say, the client base is long gamma. The explanation for this will not always be the same, but here’s a few possibilities client base has bought a lot of puts to ...
user avatar
  • 13.7k

Top 50 recent answers are included