. . . . . . . . . . . . . . . . . . . . . . . . . 6Off-Exchange Trading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7Reference Guide...
CHICAGO, Nov. 5 (Xinhua) -- Chicago Board of Trade (CBOT) agricultural futures stayed firm at a high level in the past week amid market volatility as traders sought new market drivers, Chicago-based research company AgResource said in a report. In view of the Federal Reserve's interest r...
CHICAGO, April 15 (Xinhua) -- Chicago Board of Trade (CBOT) agricultural futures edged higher this week. Chicago-based research company AgResource looks for extreme trade to continue based on the uncertainty that surrounds the Russia-Ukraine conflict amid rising inflation in the United States and ...
The CBOT tradesfuturesand options contracts for agricultural and financial products. The agricultural products include commodities such as flour, corn, rice, hay, soybeans, wheat, silver, gold, and ethanol. The financialderivativesinclude items such as emission allowances, interest rate swaps and futu...
(theinterestrate),movingaccordingtoaMarkovdi¤usion processconsistentwiththeno-arbitrageprinciple.Weproposeamodelthat canhandleallthedeliveryrulesembeddedintheCBOTT-bondfutures,in- terpretedhereasanAmerican-styleinterestratederivative.Ourpricingpro- cedureisabackwardnumericalalgorithmcombiningDynamicProgramming (DP)...
(like all exchanges) actively encourages the participation of gamblers, who seek to buy and sell futures purely to take a margin on the rate. The participation of speculators increases the likelihood that a sale can be made, i.e. that that a current market price exists. It also injects ...
In addition to commodity futures contracts, e-CBOT was also used to trade other financial derivatives, such asinterest rate swaps,index futures, andoptions. These products can be useful not only as a means of speculating on market prices but also as a way for investors to hedge their exposure...
The CME launched its first futures contracts in 1961 on frozen pork bellies. More significant contract launches include financial futures and currency contracts in 1969 and the first interest rate futures contracts in 1972.5 The CME is now a Designated Self-Regulatory Organization or DSR...
Smoother Way to Trade Interest Rate Swaps: As Liquidity Grows in Interest Rate Swap Futures, Traders Will Benefit from Improved Hedging and Trading Possibi... Electronic, or automated, trading of interest rate swaps has created an easily accessible... PD Cretien 被引量: 0发表: 2008年 Automated...
The article reports on a 30 year interest rate swap futures contract to be launched by the Chicago Board of Trade (CBOT). It is said that comparable price/yield characteristics and plan swaps will be offered by the new contracts. It is mentioned that the 30 year contract will be traded ...