In today's session, we reviewed how Futures Markets work, how to define a Futures contract and what are its main characteristics, how the price of the Future moves in relation to the price of the underlying asset as expiry approaches and what arbitrage opportunities exist, how the margin process works and what is the intuition behind the margin calculator in MEFF and, finally, what is the main regulation affecting these markets.
Remember that margins are always calculated at a portfolio level.
You can find the presentation here.
You have access to the margin calculator and to a description of EMIR regulation in the links section of the blog.
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