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 · Glossário
O que é Trade at settlement and basis trade at index close?
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