Can't edit or delete post, so putting this here. Basically I didn't read carefully...the 2pm settlement is just for itm otm determination, so...
CME site says weekly Friday treasuries options trade until 4pm Central time (unlike M and W only till 2pm), but the Friday settlement is based on...
We bought data for GC gold futures, and were going to simply use the 130 PM price as a "good enough" surrogate for daily settlement value. (It's...
A little late, but do you know if most of the exchanges that do offer rebates on options, offer them on spreads too, meaning x 2 basically? IBKR...
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