Presentations (2872)
Improvement 0 Spread 0.01 0.02 0.03 0.04 0.05 &...
DATE: April 9, 2015 TO: MIAX Members FROM: MIAX Regulatory Department RE: Market Maker Requirements Currently in Effect at MIAX -----------------------------------------------------------------------------------------------------------------------------The following is a summary of Market Maker quoting requirements and the corresponding MIAX rule. MIAX Rule 604 Market Maker...
Single Stock Futures: An Alternative to Securities Lending David G Downey CEO OneChicago, LLC Introduction Securities Lending is primarily a back-office function that effectively is an over-thecounter derivative transaction. Mutual funds and Pension plans (Funds) lend (actually sell) assets today with an agreement that they will get the asset back at some point in the future. During the interim...
Calculate the Savings with Single-stock Futures The following is a copy of an article published in SFO Magazine http://www.sfomag.com/article.aspx?ID=1306&issueID=c February 2009 By Howard L. Simons Corporate finance is not as complicated as we make it out to be. For instance, say you need a few billion dollars to tide you over for the next several months, perhaps to recapitalize a...
How Futures Can Simplify Securities Lending Page 1 of 3 Market Commentary How Futures Can Simplify Securities Lending By Howard Simons RealMoney.com Contributor 11/4/2008 6:59 AM EST URL: http://www.thestreet.com/p/rmoney/marketcommentary/10445743.html One of the enduring lessons of the 2007-2008 credit crunch will be how many behind-the-scenes markets were disrupted beyond recognition. It is...
EFPs Using Single Stock Futures A single stock future (SSF) and its underlying stock are the same thing until the minute they are not, and that is what makes them so interesting. And they always are the same at expiration. At first, this sounds a little odd: How can two markets be the same sometimes and different at other times? The answer lies in interest rates and expected dividends. All...
Thinking In Basis Points: The OneChicago Advantage “The important thing is not to stop questioning. Curiosity has its own reason for existing.” -- Albert Einstein Einstein was the master of the thought experiment; he is said to have conceived special relativity thus: “I realized if I was riding on a beam of light, time for me would stop.” Newton, his...
Single Stock Futures: An Alternative to Securities Lending David G Downey CEO OneChicago, LLC Introduction Securities Lending is primarily a back-office function that effectively is an over-thecounter derivative transaction. Mutual funds and Pension plans (Funds) lend (actually sell) assets today with an agreement that they will get the asset back at some point in the future. During the interim...
Single Stock Futures: An Alternative to Securities Lending David G Downey CEO OneChicago, LLC Introduction Securities Lending is primarily a back-office function that effectively is an over-thecounter derivative transaction. Mutual funds and Pension plans (Funds) lend (actually sell) assets today with an agreement that they will get the asset back at some point in the future. During the interim...
Volume 3.2 OneChicago, LLC. Application Program Interface OCXdelta1® OneChicago Ticker Plant (OCTP) PROGRAMMERS DEVELOPMENT SPECIFICATIONS Programmer’s Guide to Messages and Content for Real-time OneChicago Market Data  OneChicago LLC. 311 South Wacker Drive, Suite 1700 Chicago, Illinois 60606 Phone 312 883 3410 2 Disclaimer Copyright 2015 by OneChicago, LLC as an...
INTERACTIVE BROKERS GROUP ONE PICKWICK PLAZA GREENWICH, CONNECTICUT 06830 TEL (203) 61(1-5800 • FAX: (203)61B-7731 Thomas Peterffy Chairman May 8, 2014 Via Email & Federal Express Stephen Luparello Director, Division of Trading and Markets U.S. Securities and Exchange Commission 100 F Street, NE Washington, DC 20549 Re: Interactive Brokers Group Proposal to Address High...
Tick Size Pilot Program CHX Market Maker Transaction Data Technical Specification Version 1.0 September 24, 2015 Table of Contents REVISION HISTORY...
Tick Size Pilot Program FAQ: Data Collection Requirements for Broker-Dealers The Tick Size Pilot Plan ("Plan") was approved by the Securities and Exchange Commission (SEC) on May 6, 2015. This document is intended to assist broker-dealers with implementation of the data collection requirements of Appendices B and C of the Plan. These FAQs provide additional guidance on how...
