From the category archives:

Currency and Banking

Equity Rollover – Currency Delivery

March 8, 2011

Please note that Equity Indices products; TF, ES, NQ, EMD and YM roll on Thursday the 10th at 8:30 am Chicago time from the March 2011 contract to the June 2011 contract. The month code for June is ‘M’. March currencies should be closed by end of day Friday March 11 Courtesy of our friends [...]

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Holiday trading hours Labor Day, September 6 2010

September 3, 2010

CME Globex Friday, Sept 3: CME Globex EQUITY INDEX and CBOT Agricultural Products through Globex regular close. CME Globex FOREIGN EXCHANGE and Financial Products close at 3:15 pm. NYMEX/COMEX Products through Globex close at 3:15 pm. Sunday, Sept 5: Globex will open at its regularly scheduled time excluding CBOT Agricultural products will remain closed until [...]

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Positive beta: Short and sweet in Switzerland

February 12, 2010

Deutsche’s bi-monthly Exchange rate perspectives publication contains a report on foreign exchange investment returns. Particularly it analyses three years of live trading (and 30 years of back-tested results) of Deutsche Bank’s systematic currency returns index, the dbCR.

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