I took Neftci's class last year.. and see him occationally on campus these days..Is it some dynamic hedging involved here? I think this is good in the sense that a lot of people think about this question.Thanks.

<t>QuoteOriginally posted by: nazzdack(1) Regarding "news" items, it's better to compare the increase in water levels to the market's expectation of the expected increase in water levels instead of believing the increase is bearish all by itself. (2) From a seasonal perspective, Spring thaws take pl...

QuoteOriginally posted by: torontoAsk Neftci about thisI don't know this guy well, if you know the answer, just tell me please..

<t>This is an old question, but I'm still not sure on some points. Are there any members kind enough to take a look?Thank you very much!!Suppose you are trading electricity futures and you read the following news:OSLO, April 28 (Reuters) - Norwegian and Swedish water reservoirs rose last week for th...

<t>QuoteOriginally posted by: Lepperbee. your broker will close out your position before first notice day (since most (retail)brokers) will not allow customers to take delivery (and depending on which broker you use they will notify you of this (pending) action before or after the fact)but why there...

QuoteOriginally posted by: ppauperyes, it applies to belliesYes, I also checked the frozen belly rulebook. But do you mean I have to pay first then they send me the bellies? I think anyway they will send the bellies to me from warehouse. It is just a matter of time??

<t>QuoteOriginally posted by: ppauper713.E. PaymentQuoteUnless otherwise specifically provided in the relevant contract specification chapter, a buyer receiving a Delivery Notice from the Clearing House shall make payment in same day funds, for the net invoicing price. The buyer shall then be entitl...

QuoteOriginally posted by: ppauperCME Frozen Pork Belly Futures "Settlement Type Physically Delivered"Thank you very much!!But what's the answer then?? D or B? or both??I'm still confused.It was a take home exam question. Thank you all of you.

sorry, I didn't mean to post this question 3 times.

<t>Please kindly look at this question, anyone is kind enough to explain which one(s) to choose??Thank you!!4. If you took a long position in a pork bellies futures contract and then forgot about it, what would happen at the expiration of the contract? (a) Nothing -- the seller understands that thes...

<t>Please kindly look at this question, anyone is kind enough to explain which one(s) to choose??Thank you!!4. If you took a long position in a pork bellies futures contract and then forgot about it, what would happen at the expiration of the contract? (a) Nothing -- the seller understands that thes...

<t>Please kindly look at this question, anyone is kind enough to explain which one(s) to choose??Thank you!!4. If you took a long position in a pork bellies futures contract and then forgot about it, what would happen at the expiration of the contract? (a) Nothing -- the seller understands that thes...

<t>NEW YORK, Sep 20 (Reuters) - When a financial marketgets stretched to a two-year extreme, it’s reasonable to assumethat some sort of corrective rebound might be imminent.But euro/dollar currency options, which are languishing neartwo-year lows and showing no sign of recovering, are provingthe exc...

<t>QuoteOriginally posted by: pcga>There will be a EURUSD exposure if all revenues are in EUR.b>It can simply get out of the LIBOR exposure by swapping into fixed EUR rates.Or it can buy a collar if its costs permit.c>Hedging Jet fuel costs means only booking forwards or getting into a situation whe...

<t>QuoteOriginally posted by: mghigginsThey mean implied vol, not realised vol. Implied vol is just another way of expressing the market option price, though, so it doesn't say much to answer your question by saying "vol changes"; it's equivalent to saying that the option price changes.ft..so what's...