Jump to content

investCo007

Community Member
  • Posts

    14
  • Joined

  • Last visited

Posts posted by investCo007

  1. jun contract is about as close to s[pt as you can get given its may so smoothing effect should be minimal. From the BB screenshot what is the exact contract wekk, 1 2, etc? Can you sent be full price series from bloomberg and IG of THAT specific contract vs spot price series for those days where it spiked.

     

    many thanks

  2. sorry still confused...... vix term struct is in backwardation  so settlement price on jun contract should be higher than the the theoretical spot price no?

     

    is there any way you could show me a graph of the first say 4 months as they move throuh this volatile time frame?

     

    sorry to be a pain but it would really jelp hey my head straight?

  3. Hi all, 

     

    I tend to short a few things (stocks, us and uk) in my portfolio and am looking to add a few more. 

     

    How can we get visibility on the funding rates for the Repo leg of the trade for each stock?

     

    i'm just worried that ill short something then hit with a huge financing overnight bill if the stock is "repo special" etc?

     

     

     

     

     

     

×
×
  • Create New...