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Futures Contract

The Volatility Structure Implied by Options on the SPI Futures Contract

The Volatility Structure Implied by Options on the SPI Futures Contract

... This paper examines the implied volatility structure for call and put options trading on the SPI futures contract on the SFE, and offers a possible explanation for its shape. Rather than focusing on the ...

16

Commodity futures contract; An analysis in Islamic commercial law

Commodity futures contract; An analysis in Islamic commercial law

... Instead of establishing the futures contract commitments, the hedgers close out their futures position before its maturity date and sell or buy the cash commodity in the cash mar[r] ...

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Impact of futures contract on agricultural commodity prices: an Indian perspective

Impact of futures contract on agricultural commodity prices: an Indian perspective

... commodity futures market and some of the popular studies on commodity futures market are briefly reviewed ...that futures trade in agricultural commodities in the modern exchange era had, so far, ...

5

Influencing Factors Of Futures Contract – Evidences From Indian It Companies Equity Futures

Influencing Factors Of Futures Contract – Evidences From Indian It Companies Equity Futures

... and futures market must move together and adjust or respond to the information and events in a similar manner The main objective of this paper is to analyze the factors influencing futures ...

5

Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process

Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process

... oil futures contract is signed on west Texas intermediate crude oil with CL ...CL contract is active for six days a ...oil futures daily data for the period third in January 2012 to sixteenth ...

19

Operational Impacts of the Changes in the Corn Futures Contract of the BM&F Bovespa Regarding Risk Mitigation

Operational Impacts of the Changes in the Corn Futures Contract of the BM&F Bovespa Regarding Risk Mitigation

... corn futures contract traded at the BM&F-Bovespa, which shifted in September 2008 from physical delivery to cash settlement, on the grain futures market ...evaluated contract liquidity, ...

14

Backwardation in Energy Future Markets: Metallgesellschaft Revisited

Backwardation in Energy Future Markets: Metallgesellschaft Revisited

... Rollover gains/losses are calculated for the whole sample period, as well as during two roughly equal subperiods. This span is apt because it runs from close to futures contract inceptio[r] ...

26

Explore the Application of Financial Engineering in the Management of Exchange Rate Risk

Explore the Application of Financial Engineering in the Management of Exchange Rate Risk

... exchange futures is a common tool for hedging, which can be divided into basic strategy of direct hedging and cross ...exchange futures to manage the foreign exchange risk they are faced with, and there’s ...

10

Costs and Benefits of Using NYMEX Crude Oil Futures

Costs and Benefits of Using NYMEX Crude Oil Futures

... The standard pricing model applied to com- modity futures is based on the idea that a risk premium determines the relation between the market price of a futures contract and the corre- s[r] ...

9

Trends in U S  Cotton Basis Since 2001

Trends in U S Cotton Basis Since 2001

... cotton futures contract tended to ...important contract, December, the trend has been toward higher basis during much of the last year of the contract’s ...

12

Hedging vs Contracting: Managing Risk in the Broiler Industry

Hedging vs Contracting: Managing Risk in the Broiler Industry

... broiler futures to the lack of a predictable relationship between cash and futures prices (the ...a futures contract as a hedging tool, as the objective of a hedge is to balance the price ...

106

From Chicago to Shanghai and Dalian: Apprehending the Future of Chinese Commodity Derivative Markets

From Chicago to Shanghai and Dalian: Apprehending the Future of Chinese Commodity Derivative Markets

... Despite the addition of further agricultural commodity contracts, trading volumes remained modest, until the addition of the first few industrial commodities, such as LLDPE (linear low density polyethylene), PVC and RBD ...

17

Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets

Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets

... a futures market dominated by the spot market can exist if all investors are risk ...the futures market is a cheaper vehicle for hedging the risk associated with future portfolio rebalancing between cash ...

30

Exploring the Effect of Physical Delivery V/S Cash Settled Futures Contracts with the Prospective of Obligatory Delivery in Islamic Contract of Sales

Exploring the Effect of Physical Delivery V/S Cash Settled Futures Contracts with the Prospective of Obligatory Delivery in Islamic Contract of Sales

... issue futures contract is used as a risk hedging ...the futures contract to hedge this critical risk, each futures contract must be settled either physical delivery or cash ...

23

An intervention analysis on the Tokyo grain exchange non  genetically modified and conventional soybean futures market

An intervention analysis on the Tokyo grain exchange non genetically modified and conventional soybean futures market

... the contract unit, suppliers, and expiration date on the conventional soybean futures ...soybean futures markets did not respond quickly to the announcement and there was an informational ...

14

BBA FN415 (18) Lect 08 Hedging Linear Risk.pptx

BBA FN415 (18) Lect 08 Hedging Linear Risk.pptx

... is given by the beta of the cash position times its value divided by the notional of the futures contract.  The quality of the hedge will depend on[r] ...

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A market microstructure examination of Australian treasury bond futures overnight options : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy, Massey University

A market microstructure examination of Australian treasury bond futures overnight options : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy, Massey University

... a futures contract at the closing price for a period of time after the close of trading, and/or (v) misspecification of the stochastic process governing index ...

249

Econometric Analysis of Spot and Futures Indices of MCX

Econometric Analysis of Spot and Futures Indices of MCX

... the futures trading in commodity ...that futures market has two important economic functions ...that futures prices act as an accurate indicator of the spot price expected at maturity of the ...

14

Legal Aspects of the Commodity and Financial Futures Market in China

Legal Aspects of the Commodity and Financial Futures Market in China

... Financial Futures Exchange (CFFEX) was established jointly by the five current securities and futures exchanges, namely, the Shanghai Futures Exchange, Zhengzhou Commodity Exchange, Dalian Commodity ...

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The Economics of Financial Derivative Instruments

The Economics of Financial Derivative Instruments

... the futures market does not need to be concerned about who took the opposite side of his trade and thus, the clearing house guarantees performance of all contracts under the exchange ...its contract ...

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