Sentences with phrase «average trading impact»

Using the previous example, the Fund's actual average trading impact of 0.18 % versus mid-market prices would be about 3 cents on an option valued at 14.50, and would represent about 0.005 % based on the notional value of that underlying index.

Not exact matches

Stronger Ties: CETA Tariff Elimination and the Impact on Canadian Exports shows that average tariffs on merchandise in Canada and Europe are low, thanks to years of successive bilateral and multilateral trade negotiations.

The average market impact cost was 29 basis points (39 basis points) per $ 1 million traded for investment - grade (high - yield) corporate bonds.

Most are wasting their time: On average only three or four deadline trades have been made over the past 15 years, and few of those have had an immediate impact.

In March researchers at the trade credit insurer Euler Hermes came up with a headline figure of 18.5 % as the averaged - out post-Brexit impact of duty on the agrifood sector.

A Staten Island congressman is taking aim at the so - called «Volcker rule,» which bans banks from trading for their own benefit, arguing it could hurt average Joes just as much as it would impact Wall Street.

To determine liquidity risk, the authors used a variety of measures that reflect bond liquidity, including measures related to bid / ask spread, average daily trading volumes, turnover, issue size, price impact and frequency of zero - trading days.

The number 0.03 derives from the empirical observation that trading 10 % of average daily volume has 30 basis points of market impact.

Emissions trading and averaging can create disproportionate impacts on local communities.

Since ENSO is a coupled ocean - atmosphere process, I have presented its impact on and the inter-relationships between numerous variables, including sea surface temperature, sea level, ocean currents, ocean heat content, depth - averaged temperature, warm water volume, sea level pressure, cloud amount, precipitation, the strength and direction of the trade winds, etc..

In Ontario, analysis supporting the cap and trade program found that the average cost impact on the large trade - exposed emitters in 2020, with a $ 20 carbon price, was a reduction in profits of approximately 1.5 per cent or equal to 0.12 per cent of sales.

«The top 30 cryptocurrency exchanges charge, on average, 0.2 % trading fees for makers and takers which significantly impacts profit margins.

Prior to Friday's stock purchases, we owned 72.2 million shares of GGP stock representing approximately 16 days» total average trading volume, a stake which could easily be liquidated in 90 days with minimal if any market impact.