Forum: Commodities
August 26th, 2021, 09:36 PM
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Replies: 22
Views: 7,042
On an unrelated note now that we are already...
On an unrelated note now that we are already talking about SOFR futures: I am using short positions in 3-month SOFR futures, ca. 1 year to expiration, as a hedge against rising interest rates for a...
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Forum: Commodities
August 26th, 2021, 05:32 PM
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Replies: 22
Views: 7,042
I found out that I exceeded the reporting...
I found out that I exceeded the reporting threshold of the SOFR futures. I used a short position in SOFR futures instead of Eurodollar futures for interest rate hedging, because my understanding is...
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Forum: Commodities
August 26th, 2021, 05:28 PM
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Replies: 22
Views: 7,042
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Forum: Commodities
August 26th, 2021, 04:57 PM
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Replies: 22
Views: 7,042
Thank you. I hope the question is not too...
Thank you. I hope the question is not too private, but if you don't want to let me know your account size range - my positions are less than 5 for each or a few equity index and treasury futures...
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Forum: Commodities
August 25th, 2021, 09:28 PM
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Replies: 22
Views: 7,042
I got email from the CFTC and from Interactive...
I got email from the CFTC and from Interactive Brokers regarding form 40. I'm a pretty "small" guy and my position sizes are by magnitudes smaller than the limits indicated on the site that was...
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Forum: Traders Hideout
July 17th, 2019, 06:50 AM
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Replies: 10
Views: 2,436
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Forum: Emini and Emicro Index
February 14th, 2018, 04:35 PM
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Replies: 1
Views: 846
futures dividend data
Hi,
I am unable to interpret the roll data of /ES (on the cmegroup web site - google cme futures pace of roll - I am not allowed to include the link here).
What does the dividend amount (ca. 13.10...
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