Technology Streamlines Cross-Product Hedging

Summary

---

Software developed by OneChicago, already available on the floor of the Chicago Board Options Exchange, promises to demonstrate the savings traders can achieve through hedging with futures. Option market makers piloting the software say it is already reaping benefits. The software OneChicago Theoretical, or "One Theo" for short, calculates interest rate variables and dividends to allow market makers to compare cash and futures prices on an apples-to-apples basis and execute their hedges with a single click.

See the full content of this document

Extract

---

Technology Streamlines Cross-Product Hedging

Software developed by OneChicago, already available on the floor of the Chicago Board Options Exchange, promises to demonstrate the savings traders can achieve through hed...

See the full content of this document

---