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    • avatar Vincent Porco 1
      • avatar Aryän Dz 1

        Hi David, could you please do a vidoe about Futures settlement process with a number example (Daily)? Thanks for all the great videos with math examples.

        • avatar Wiwat L 1

          Thank you for the explanation. It is very helpful and is certainly appreciated.

          • avatar Tarik C 1

            Very good explanation. 

            • avatar koopaevan55 1

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              • avatar Damien M 1

                Hi !
                Suppose I have:

                Buying: 200T
                – supplier A (index LME) : 100T = risk
                – supplier B (flat rate) : 100T = no risk

                Selling: 200T
                – client A (index LME): 100T = no risk
                – client B (Flat rate): 50T = risk
                – client C (Pass trhough): 50T = no risk

                How many Tn are "at risk" ?

                Risk = 100 – 150 = – 50, so 0 Tn at risk ???

                Thanks a lot !!!

                • avatar Bionic Turtle 1

                  yes, i sure will because i have a few posts upcoming in regard to option pricing models. Thanks for the request!