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Joshua2004

future option MTM

March 27th, 2014, 2:29 pm

Anybody know which interest rate future options are Mark to Market? thx
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

future option MTM

March 27th, 2014, 3:53 pm

Erm, all of them? Moreover,wouldn't this be determined by the firm's policies, rather than the nature of the futures?
 
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Joshua2004

future option MTM

March 27th, 2014, 4:35 pm

this is future option, not future. should not this be decided by the exchange?
 
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daveangel
Posts: 5
Joined: October 20th, 2003, 4:05 pm

future option MTM

March 27th, 2014, 7:26 pm

euribor futures options
knowledge comes, wisdom lingers
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

future option MTM

March 27th, 2014, 10:35 pm

QuoteOriginally posted by: Joshua2004this is future option, not future. should not this be decided by the exchange?No... For example, all my futures options are marked-to-mkt, because that's what the auditor says.
Last edited by Martinghoul on March 26th, 2014, 11:00 pm, edited 1 time in total.
 
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daveangel
Posts: 5
Joined: October 20th, 2003, 4:05 pm

future option MTM

March 28th, 2014, 5:47 am

QuoteOriginally posted by: MartinghoulQuoteOriginally posted by: Joshua2004this is future option, not future. should not this be decided by the exchange?No... For example, all my futures options are marked-to-mkt, because that's what the auditor says.I think the OP is asking about options where you don't receive the premium upfront.
Last edited by daveangel on March 27th, 2014, 11:00 pm, edited 1 time in total.
knowledge comes, wisdom lingers
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

future option MTM

March 28th, 2014, 9:27 am

QuoteOriginally posted by: daveangelQuoteOriginally posted by: MartinghoulQuoteOriginally posted by: Joshua2004this is future option, not future. should not this be decided by the exchange?No... For example, all my futures options are marked-to-mkt, because that's what the auditor says.I think the OP is asking about options where you don't receive the premium upfront.Ah, the whole LIFFE vs CME discrepancy? Not sure how this is related to mark-to-mkt...
Last edited by Martinghoul on March 27th, 2014, 11:00 pm, edited 1 time in total.