Search Results

No results found.

(refine search)
SORT BY: PREVIOUS / NEXT
Keywords:Yen 

Report
The costs and benefits of dual trading

This paper finds that marketmaking practices of dual traders are pit-specific. In the S&P 500 futures pit, the authors estimate that, because of a lower price impact, customers of dual traders pay eighteen cents less per contract on their trades, compared with customers of pure brokers. According to the authors' estimates, however, customers pay eleven cents more per contract for a purchase and receive nine cents less per contract for a sale, compared with the prices dual traders obtain for their own trades. Thus, the estimated net benefit of dual trading to customers in the S&P 500 futures ...
Staff Reports , Paper 2

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

Report 1 items

FILTER BY Author

FILTER BY Jel Classification

G12 1 items

G13 1 items

G18 1 items

FILTER BY Keywords

Futures 1 items

Japanese 1 items

Securities 1 items

Yen 1 items

PREVIOUS / NEXT