This week is quadruple expiration week. Jack explains what that means and how open interest in the December S&P 500 futures rolling over to the March contract affects the market. He also explains why portfolio managers are getting into calendar spreads.
OpenMarkets is an online magazine and blog focused on global markets and economic trends. It combines feature articles, news briefs and videos with contributions from leaders in business, finance, economics and politics in an interactive forum designed to foster conversation around the issues and ideas shaping our industry.
OpenMarkets is an online magazine and blog focused on global markets and economic trends. It combines feature articles, news briefs and videos with contributions from leaders in business, finance, economics and politics in an interactive forum designed to foster conversation around the issues and ideas shaping our industry.
Market Update: Quadruple Expiration Week
Dec 17, 2012 || OpenMarkets
This week is quadruple expiration week. Jack explains what that means and how open interest in the December S&P 500 futures rolling over to the March contract affects the market. He also explains why portfolio managers are getting into calendar spreads.
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OpenMarkets
OpenMarkets is an online magazine and blog focused on global markets and economic trends. It combines feature articles, news briefs and videos with contributions from leaders in business, finance, economics and politics in an interactive forum designed to foster conversation around the issues and ideas shaping our industry.