Contract modifications and the basis behaviour of live cattle futures

Article Abstract:

The Chicago Mercantile Exchange (CME) made adjustments for non-par cattle large, in June 1995, so that under normal market conditions, delivery on the futures contract would not be an economic alternative for marketing cattle. To determine which method provides a better representation of the basis level an alternative method of basis calculation utilizing weighted mean futures prices versus settlement futures prices was compared.

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Stock return dynamics, option volume, and the information content of implied volatility

Article Abstract:

The fifty firms with the highest option volume on the Chicago Board Options Exchange between 1988 and 1995 are examined to report on the information content of implied volatility, with respect to modeling and forecasting the volatility of individual firm returns.

Illinois, Return on investment, Rate of return, Chicago Board Options Exchange Inc., Stock markets, Stock market

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Execution quality in open-outcry futures markets

Article Abstract:

The results of a study conducted to examine the customer order flow composition, and quality of execution for various customer orders in six future pits of the Chicago Mercantile Exchange (CME) are presented

Marketing procedures, Market share, Company market share, Customer relations

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