CoachA trade at settlement (TAS) is a futures trade executed during the session at a price equal to that day’s settlement price, plus or minus an agreed number of ticks, which is known only after the settlement. A basis trade at index close (BTIC) is a futures trade at a price equal to that day’s official closing level of the index plus an agreed basis.
Quantitative Finance · Begrippenlijst
Wat is Trade at settlement and basis trade at index close?
Ook bekend als: trade at settlement · basis trade at index close