Search interesting materials

Monday, July 04, 2011

Cash-settled futures on the 91-day treasury bill

It took a while, but here they are!

37 minutes into the life of the market, here's the order book:


  1. Do you know what the margin is per contract? I don't have PC-SPAN to find out.

  2. Deepak, its mentioned in the IRF brochure (retail) under the "Other Information" link on the IRF Tracker page.

  3. Found - thanks Anon. Approximately 2.5%. That's not bad at all.


Please note: Comments are moderated. Only civilised conversation is permitted on this blog. Criticism is perfectly okay; uncivilised language is not. We delete any comment which is spam, has personal attacks against anyone, or uses foul language. We delete any comment which does not contribute to the intellectual discussion about the blog article in question.

LaTeX mathematics works. This means that if you want to say $10 you have to say \$10.