contango意味着futures价格比spot要高, 临近交割日时, futures的价格会向spot收拢并在交割时达到一致. fu...
Suppose a jewelry manufacturer believes the price of gold is poised to turn upwards in the short term. The firm can enter into a long futures contract with its gold supplier to purchase gold in three months from the supplier at $1,300. In three months, whether the price is above or belo...
1)long futures那一方本身是不持有现货的,short futures的那一方才持有,在合约到期之前,如果现货产生任何成本,都不是由Long那方承担,而是由short那一方承担;如果产生任何收益,例如equtiy的分红,都是short那一方(持有资产的那一方)获得,Long需要等到合约到期了才以一个约定价格买到这个东西,因此期间的分红会损失,cost要...
Long futures收到长期债券的收益率,支付的定价是短期利率,因此Long bond futures的收益里,天然就是借短期、投长期的Carry trade。 同理,short bond futures就相当于是做空长期债券,因此是支付长期利率,收到短期利率,因此天然就是借长期、投短期的Carry trade。 long T-note futures contract 表示在 6 个月后有权...
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This chapter describes the financial data series that is to be used to test ANTAS. In this chapter we describe the Long Gilt Futures Contract (LGFC) and other financial series that will be used by ANTAS in Chapter 8 in order to formulate a predictive model of the LGFC. The chapter ...
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买空又称多头期货(Long Futures).是指投机商在行市看涨时,买进期货,待行市实际上涨后将期货回抛出售.卖空又称空头期货(Shor… www.5doc.com|基于22个网页 2. 期货多头 承诺买入的纽约投资者持有了所谓的期货多头(long futures),承诺卖出的Kansas投资者持有了所谓的期货空头(short futures… ...
The investment seeks to replicate, net of expenses, the Deutsche Bank Liquid Commodity Index - Optimum Yield. The index is intended to reflect changes in the market value of certain commodity futures contracts based on crude oil, heating oil, corn, wheat, gold and aluminum. The T-Bill Index...
The index is intended to reflect changes in the market value of certain gold futures contracts and is comprised of a single unfunded gold futures contract. Sponsored Brokers 1 Interactive Brokers Account Minimum $0 Fee $0 Low commission rates start at $0 for U.S. listed stocks & ETFs*. ...