New answers tagged futures
2
Agree with @noob2, always best to ask the help desk - especially if the question is purely about definitions within their API.
If you load SPX Index FLDS Turnover on the terminal you see the definition.
This value represents all trade prices for each security that belongs to the index, multiplied by the number of shares relating to each price. This value is ...
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These observations do not hold through time or moneyness in general. A few remarks below:
EMINI and SPY are not the same underlying! The CME has a document highlighting some key differences.
Trading hours:
SPY: Primary exchange for SPY options is in San Fran and local trading hours are 6:30 - 16:15 according to Bloomberg.
ES - Emini options on CME trade ...
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You can go short eurodollar futures. The contact months go out for years and is tied to LIBOR rates, which are tied to fed funds
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Best to ask the Help Desk in my opinion.
=BDH("RX1 COMB Comdty","FUT_CTD_CUSIP","20150101"," ") in excel for example (works also with active or whatever future in the chain)
Edit
Yes, on the terminal it is HCTD - that formula pulls the same info. You cannot do all contracts in a chain at once (that I know of). The ...
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The difference is that they are completely different things.
Let's start with gold futures. Gold futures, if held to delivery, delivery spot gold -- say 100oz gold bars out of NY. So if you sell front gold, roll to next, and so on, you effectively are short a future against the "same gold". Or you can think of it like that because being short Feb ...
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