These days the margins in the derivative trading are very tight. Once upon a time, during the last days of the open outcry trading, the broker AFS made small mistake. With an order for 250 future rolls the broker messed up badly with a negative value of the future spread, instead of receiving 2.30, theyRead more
Around a week ago the latest auction of the Euronext liquidity provider schemes (ELPS) was held . The coming year the liquidity providers for liquid stock options like Royal Dutch, Mittal and Aegon and a dozen of small stocks have been selected. There hasn’t been much movement – didn’t notice anything particular at first glance.Read more
The traded volume in the options with maturities of one week in the single stocks isn’t very exciting. For example, the volume in ING’s weekly options yesterday was 875 contracts, which is nothing compared to the 50.000 contracts in the regular ING options. For the weekly options on Royal Dutch the situation is even moreRead more
One may have missed it easily, but last Friday during the July expiration three new classes have been introduced. The weekly options on Arcelor Mittal, ING and Royal Dutch. All innovations are usually received with a warm welcome by Amsterdam traders, as long as it is options on something liquid. The dividendfutures are still waitingRead more
While Eurex never has been a cut throat threat to Euronext, mainly due to retail investors kept at the Dutch home market by their brokers, Eurex never gave up and in some option classes it it participating for over 20%.
