Recent content by QKapital

Ukxsp Hi UKXSP is the LSE code for FTSE100 auction value quoted only on expiry day 10.10 - 10.30 Kindly Lars

EDSP auction In a technical paper published by London Stock Exchange : Intraday Auction for Exchange Delivery Settlement Price ("EDSP") , all the principles are described however a bit technical. As I understand (most) individual Securities will eventually receive a socalled 5UP Firm uncrossed...

Hi Stevespray I thought that the EDSP auction only is carried out in individual securities included in eg FTSE100 - Is the futures trading not closed at 10:10 when the auction commence? Also cash value and futures should melt into the same value when time remaining approach zero. We operate in...

I Just wonder which Securities in SETS were used to drive up the EDSP. If it happened in the last minute it would have been the securities that uncrossed in the end or what?

I wonder how the value in the EDSP Intraday Auction was so much above cash value on the FTSE100. How can the EDSP be above the highest quote on the cash market ? Any value in EDSP ought to be reported in the daily high of the Index traded in the auction! Also I would like to know which...