3.ForwardandFuturesPrices Summary ShortSellingTheRepoRateForwardContractsForwardPricevs.FuturesPriceStockIndexFuturesForwardandFuturesContractsonCurrencies ShortSelling Sellingsecuritiesthatyoudonotownandbuyingthembacklater Yieldaprofitifthepriceofasecuritygoesdown Yieldalossifthepriceofasecuritygoesup Realworld...
Henry Hub Natural Gas Spot Price is at a current level of 2.03, up from 1.93 the previous market day and down from 3.24 one year ago. This is a change of 5.18% from the previous market day and -37.35% from one year ago. The Henry Hub Natural Gas Spot Price measures the price in ...
Journal of Futures Markets, 00(0), 1-22.Miao, Hong, Sanjay Ramchander, and J. Kenton Zumwalt. "S&P 500 Index-futures prices jumps and macroeconomic news." The Journal of Futures Markets, 2013: 1-22.Miao H, Ramchander S, Zumwalt J K. S&P 500 index‐futures price jumps and ...
Basis 基差:期货价格与实物价格(spot price)之间的差额FT−PT,The convergence property描述的是在到期日时F_T-P_T =0。 Basis Risk基差风险:如果在到期日之前清算,在合同和实物上获得的利润与损失可能无法完全抵消。 Spot-futures parity theorem现货期货平价理论 我们考虑两种方式在未来某时期获得同一个资产 1....
Yield and Price Calculator Eris contracts are traded and settled in futures price format. Use the calculator to determine the par rate equivalent yield for a given futures price or swap NPV.
Xignite offers several APIs that provide real-time, delayed, end-of-day and historical derivative and commodity future price quotes.
B:如果futures price与利率不相关,那么forward与futures的价格有可能不一样。这个不对。当futures price与利率正相关时,对于多头来说,futures price上涨带来的盈利可以按照更高的利率进行再投资,所以futures price > forward price。如果futures price与利率不相关,那么forward与futures的价格应该是一样的才对。 C:利率...
A new interpretation of commodity futures price theory is evaluated because, currently, many products exhibit price behavior which cannot be explained with existing theory. A method for classifying products according to the particular price theory relevant to them is provided. The classification method ...
A futures contract allows an investor to speculate on the direction of a security, commodity, or financial instrument, either long or short, using leverage. Futures are also often used to hedge the price movement of the underlying asset to help prevent losses from unfavorable price changes. ...
A basic futures trading plan should include entry and exit strategies as well as risk management rules. The Basics of Futures Trading As its name suggests, a futures contract is a financial instrument through which a buyer and seller agree to transact an asset at a fixed price at a future ...