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What is there to think about?
Earnings will be less :(
let's hope there is a time for a rate hike
What do you think about this?
The refinancing rate is only indirectly involved here. It is time to start learning, especially for those who are trying to make money.
10. who generates the repo rate "embedded" in the futures?
The repo rate in the futures is set by the market. Market makers use the market repo rate when quoting. In the case of a non-market rate there would be arbitrage and the risk of "clogging" the limits on the futures position.
Since there are no long repo rates, they use
The refinancing rate is only indirectly involved. It is time to start learning, especially for those who are trying to make money.
10. Who generates the repo rate "stitched" into the futures?
The repo rate in the futures is set by the market. Market makers use the market repo rate when quoting. In the case of a non-market rate, there would be arbitrage and the risk of "clogging" the limits on the futures position.
Since there are no long repo rates, they use
I get the impression you've had too much beer....
Read other books.
I get the impression you've had too much beer....
Read some other books.
It's not a book, mate. It's information from the Mosbirge website.
Market expects central bank rate of 4.75%
It's written here. https://rg.ru/2020/05/08/bank-rossii-dopustil-snizhenie-kliuchevoj-stavki-v-iiune.html
It's not a book, mate. It's information from the Mosbirge website.
I say again, "Read other books."
Expressions like:
"some delta","some premium" - not applicable in any way in the formulas.
Give me a link to the original text.
Added
Found it myself.
https://www.moex.com/s1256
And drink less beer(stocks and OFZs are not the same thing at all!)
Added
Read at least this:
https://www.probonds.ru/posts/253-proosnovy-fyuchersy-parametry-fyuchersnogo-kontrakta.html
But don't forget that they are talking about equity futures everywhere, for other instruments(commodities, indices, OFZs),
the formulas will be quite different.
A futures is a public instrument, i.e. it can be traded by both individuals and legal entities, hence
the risk-free interest rate for an equity futures is the official rate of the Central Bank
This is what they say. https://rg.ru/2020/05/08/bank-rossii-dopustil-snizhenie-kliuchevoj-stavki-v-iiune.html
Finally, they have turned their heads! In other crises, the Central Bank has raised interest rates
I say again, "Read other books".
Expressions like:
"some delta","some premium" - do not apply in any formulas.
Give me a link to the original text.
Added
Found it myself.
https://www.moex.com/s1256
And drink less beer(stocks and OFZs are not the same thing at all!)
Added
Read at least this:
https://www.probonds.ru/posts/253-proosnovy-fyuchersy-parametry-fyuchersnogo-kontrakta.html
But don't forget that they are talking about equity futures everywhere, for other instruments(commodities, indices, OFZs),
the formulas will be quite different.
A futures is a public instrument, i.e. it can be traded by both individuals and legal entities, hence
The risk-free interest rate for an equity futures is the official rate of the Central Bank.
It is impossible to argue with you, you see only what you want to see. The market doesn't work by formulas, otherwise all the money in the market would have been made by mediocre programmers long ago. That's why you won't find the exact formula for the risk free rate used in the calculations.
But if it's easier for you to calculate, the futures rate=the Central Bank rate, that's fine with me, and you can continue in your delusions. In the stock market, unlike in many areas of business, it's simple: money goes from those who don't know to those who do.
It is impossible to argue with you, you only see what you want to see. The market does not work by formulas, otherwise all the money in the market would have been made by mediocre programmers long ago. That is why you will not find the exact formula for the risk-free rate used in the calculations.
But if it's easier for you to calculate, the futures rate=the Central Bank rate, that's fine with me, and you can continue in your delusions. In the stock market, unlike in many areas of business, it's simple: money goes from those who don't know to those who do.
I am not looking for any risk-free betting formula.
From what you are saying, you have no idea what you are talking about at all.
And leave my illusions alone.
That's the end of it.It is expressed as a percentage per annum.