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Results tagged with futures
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user 46435
For futures contracts, instruments which compensate the trader for price changes, may be used to hedge price risk (i.e. lock in a price), and are in zero net supply, standardized, exchange-traded, margined, marked-to-market, netted, and centrally-cleared.
2
votes
Definition of notional for a future contract
He wanted to aggregate that with the other non-futures positions so we made an equivalent 'notional' measure. Frankly, delta was a better measure. …
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1
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two separate minimum tick sizes for micro emini futures?
The tick size is whatever the exchange says it is. That said, there are some contracts where the tick size can change over the lifetime of the contract. If so, it should be stated in the contract spec …
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1
vote
What is the correct tick size for the Nikkei 225 mini futures?
The exchange is always the authoratitive source wrt contract specifications.
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0
votes
Deliver Futures before last trading day
You can't "deliver" a futures contract. Its not a thing - it is a legal contract with the exchange. … A physically settled futures contract cannot be physically settled early unless the rules permit it. …
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2
votes
Future Contract Value
For example, futures contracts have set definitions of what a price is and how it is written that are specified by the exchange. However, some futures contracts have multiple allowed price semantics. … As such, most systems have to either propagate the additional information, or establish some convention like "Soybean futures prices coming on this feed / interface are always quoted in c / bushel". …
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1
vote
Is there any website for a detail chronological description of U.S. index futures market dev...
You could probably figure some things out by getting historical trade price and volume data for the most important contracts. I suspect that much of it would be available from the exchange websites.
…
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2
votes
Accepted
When are intra-day profits from futures settled?
The exchange credits your clearing broker with 1 USD at settlement EOD. Your clearing broker then credits your cash account with 1 USD same day EOD. Exchanges don't deal with end investors directly.
I …
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1
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What is the definition of contract notional value for a futures contract (use futures price ...
The definitions of 'notional' sizes for futures are pretty arbitrary and are not comparable. Comparing between futures types (eg, interest rate futures and index futures) is especially meaningless. … For example, we might look at the deltas of a position in S&P index futures, vs a position of FTSE 100 Index futures. …
- 701
2
votes
What is the forward price of a futures contract?
But what is the theoretical forward price of a futures contract?
The forward price of the futures contract is equal to the current price of the futures contract. …
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0
votes
Accepted
What happens to farmers' futures contracts if a natural disaster destroys their crops?
To answer your questions in turn:
What happens to me, the other party, and the futures contract?
Nothing happens to you initially. … some money on your futures contract in the process. However, you still lost youur crops, so likely you will have lost money. Did you buy weather insurance? …
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1
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General conventions in Futures prices for commodity
Futures contracts have specific dates so as to concentrate all liquidity into a small set of identical deals. This is more efficient for the market and leads numerous effects eg, tighter spreads etc. … An important distinction to note here is that futures exchanges don't directly offer risk. They operate the exchange, but another customer is always on the other side of your trade. …
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0
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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 size * spot price is only correct if you hold the futures contract until final settlement, when the final settlement price will equal spot. …
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0
votes
Crude Oil futures contract delivery
If you are long the futures contract at expiry, then yes you have to accept delivery.
It seems that many people are fascinated by the price being 0 or less. …
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1
vote
How to handle the volume spikes near expiration for futures contracts?
We traded futures extensively. We would set specific windows of time relative to either first notice date or last trade date where we would avoid trading contracts. …
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1
vote
Mechanics of futures contracts: with respect to which time reference is the variational marg...
For futures contracts the value of the contract is defined by a formula that is stated in the contract terms / specification. Exact details can be found on the exchange website. … If you have no open futures contracts, this might be zero. Depending on the exchange rules, you may be able to remove the excess margin immediately or enb of day. …
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