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Results tagged with derivatives
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user 46435
A financial contract whose payoff is linked to the evolution of an underlying security.
0
votes
futures exposure targeting (spot vs futures price)
If you enter into a futures contract, then your PnL exposure is to the price of that contract, because that is what determines the daily variation margin cashflows into your account.
Using contract si …
- 701
1
vote
Understanding the notion of future options
Firstly the quotes you stated are accurate.
Secondly, most people think of a price as amount of cash that you exchange for a thing. However, a futures contract is a contract. It is a legal agreement. …
- 701
0
votes
How does the underlying get delivered for electricity market derivatives?
The exchange defines contract terms (including settlement). Usually on the exchange website they state exactly how the contract is settled. Try looking there.
- 701
0
votes
When would open interest equal trading volume?
When would open interest equal trading volume
Only very rarely, and purely by chance
and when would it differ?
almost all of the time
See Alex C's great answer for details.
- 701
1
vote
Can you predict MTM gain or losses on future contract?
If you could predict the exact MTM of futures contracts them, you could make a lot of money! ;-)
However, you could make an aggregate estimate by looking at the historical volatility of the contract.
- 701
2
votes
Accepted
Is there a reason why futures and options have more substitutes than other financial instrum...
There are some liquid futures contracts that closely mirror other futures contracts (eg, ICE Brent Crude and CME WTI - both are closely tied to the price of oil). Anyone can create an exchange and lau …
- 701
0
votes
Where can I find implied rates for central bank decisions?
I believe that OIS (overnight index swaps) are what you want, but from memory you'll need a model to interpret the raw data into implied / expected central bank hikes/cuts. Note also that OIS is OTC, …
- 701