Arbitrage 101

Post on 13-Jul-2015

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Transcript of Arbitrage 101

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Symbol XBTZ14

Expiry Date 26 December 2014 12:00 GMT

Underlying XBT/USD

Quote Currency USD

Margin / P&L Currency XBT

Multiplier 0.00001 XBT

Tick Size 0.01 USD

Settlement Reference Exchange Bitfinex

Settlement Mechanism 18:00 - 20:00 GMT TWAP

Symbol XBTZ14

Underlying XBT/USD

Home Currency XBT

Foreign Currency USD

Home Currency Exposure Price * Multiplier * Contracts

Foreign Currency Exposure Price * Multiplier * Contracts * XBTUSD

P&L Change in Price * Multiplier * Contracts

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