peternguyen 

Thanks heaps. Calling him now.

You should just have to ask him if margin requirements are any different for international customers.

peternguyen 

So it is not the actual margin that OJBrien charges? What would be the amount that the DeCarley holds as the margin for the above 2 contracts? Thanks

SPAN margin

@Dudetooth

Happy New Year!
My XLS-SPAN (05d) spreadsheet shows incorrect options price for ESH8 P 2690 and P 2630 options (yesterday settlement price was 52.70$ for ESH8 P 2690 and 35.8$ for ESH8 P 2630).
Can you please check yours?

uuu1965 

@Dudetooth Happy New Year! My XLS-SPAN (05d) spreadsheet shows incorrect options price for ESH8 P 2690 and P 2630 options (yesterday settlement price was 52.70$ for ESH8 P 2690 and 35.8$ for ESH8 P 2630). Can you please check yours? Attachment 244982

@uuu1965

Happy New Year to you as well!

The prices you got were the prices released in CME's risk file, which were very close to what they show on QuickStrike.


I even checked the complete cycle risk file and got the same price that the spreadsheet produces. I'm not sure what risk/settlement data QuickStrike is using, but it is not the pa2 files that they produce.

Where were you getting the other numbers?

Dudetooth 

@uuu1965 Happy New Year to you as well! The prices you got were the prices released in CME's risk file, which were very close to what they show on QuickStrike. I even checked the complete cycle risk file and got the same price that the spreadsheet produces. I'm not sure what risk/settlement data QuickStrike is using, but it is not the pa2 files that they produce. Where were you getting the other numbers?

Thanks!
All another prices are correct! Exept ESH8 P 2690 and P 2630! I compared to the Gain Capital daily report.
All data from:
https://ftp://ftp.cmegroup.com/pub/span/data/cme/

uuu1965 

Thanks! All another prices are correct! Exept ESH8 P 2690 and P 2630! I compared to the Gain Capital daily report.

I would conclude that Gain Capital's daily report is wrong for those two strikes in this case.

XLS-SPAN prices match CME prices
https://www.cmegroup.com/daily_bulletin/current/Section48_E_Mini_S_And_P_500_Put_Options.pdf

ron99 

XLS-SPAN prices match CME prices https://www.cmegroup.com/daily_bulletin/current/Section48_E_Mini_S_And_P_500_Put_Options.pdf

@ron99
@Dudetooth

Sorry gentlemen,
It was my mistake because I blurred the option symbols (instead of ESH8 P 2690 and ESH8 P 2630 but EWH8 P 2690 and EWH8 P 2630)

Hi,
I try to scan Crude Oil (CL) on @Dudetooth spreadsheet (XLS-SPAN (05d)) and get Run-time error 13: Type mismatch.
Is the symbol changed?

uuu1965 

Hi, I try to scan Crude Oil (CL) on @Dudetooth spreadsheet (XLS-SPAN (05d)) and get Run-time error 13: Type mismatch. Is the symbol changed?

It appears as though CME has changed some of the codes in the pa2 files. I should be able to get a fix out in a day out two.