It's important to note that index futures contracts are legally binding agreements between the buyer and seller. Futures differ from options since futures come with an obligation. An option, meanwhile, is a right the holder may or may not exercise. Profits and Losses from Index Futures An inde...
A paper examines the parity relationship between futures and options contracts written on the Hang Seng Index (HSI). These contracts eliminate a number of obstacles to index futures-index options arbitrage that have been proposed as reasons for mispricing in other markets, including uncertainty in ...
Collins, RA (2000) The risk management effectiveness of multivariate hedging models in the Soy complex. Journal of Futures Markets 20: pp. 189-204Cheng, Louis T.W., Fung, Joseph K.W. and Chan, Johnny K.C., (forthcom...
In 1982, stockindex futurestrading began. This marked the first time traders could actually trade a specific market index itself, rather than the shares of the companies that comprised the index. First came options on stock index futures, then options on indexes, which could be traded in stock...
Premium/ Discount for Index Futures回上頁 期指的高低水是指期貨與現貨的相差,對後市具有一定指標性,原因是買賣期指的投資者大多是對後市走勢有影響力的大戶或專業投資者。以恒指為例,如果恒指是28,000點,而當日的期指是28,100點,期指便是高水100點,相反的話,即為低水。當出現高水時,即大戶願意以較現貨市...
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View all MSCI Futures & Options MSCI Size & Style Indexes Pace of Roll Trading Calendar Related content Micro MSCI Index Futures ICE’s micro contracts allow for precise trading of some of the leading equity benchmarks in the world: the MSCI USA and MSCI Europe indices. ...
VIX Options VIX Futures Mini VIX Futures Overview VIX Methodology The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500®Index (SPX℠) call and put options. On...
(“HKEx”) launched the VHSI futures contract, whichisavolatility indexfutures contract based on the VHSI. legco.gov.hk legco.gov.hk 香港交易及結算所有限公司(“香港交易所”)在 2012 年 2 月 20 日推出了恒指波幅指數期貨合約,這是一種以恒指波幅指數為基礎的波幅指數期貨合約。
VIX | A complete Cboe Volatility Index index overview by MarketWatch. View stock market news, stock market data and trading information.