是的，股票指数的点位（current price）都是相同的，只不过合约乘数不同。设计不同的合约乘数的目的是为...
The smirk in the S&P 500 futures options prices: A linearized factor analysis. Review of Derivatives Research 12, 109-139.Carverhill, A. P., T. H. F. Cheuk, and S. Dyrting. 2009. The smirk in the S&P500 futures options prices: A linearized factor analysis. Working paper, University...
explore the lead-lag relationship of prices changes, the dynamic interactions between spot and futures market and the predicting ability of ECM combined with EGARCH, Genetic Algorithm, and Back-Propagation Network respectively by using intraday data of the S&P500 index and the index futures in CME...
Movers and shakers S&P 500 futures are little changed, signaling caution before the Fed and after the index closed at yet another all-time high yesterday. Treasuries are also mostly flat, while the dollar is charging higher. In Japan, the yen fell to the weakest level since 2008 against the...
文档标签: the temporal price relationship between S ampP 500 futures and 系统标签: temporal futures amp price relationship jstor AmericanFinanceAssociationTheTemporalPriceRelationshipBetweenS&P500FuturesandtheS&P500IndexAuthor(s):IraG.Kawaller,PaulD.Koch,TimothyW.KochSource:TheJournalofFinance,Vol.42,No...
(美国) Second junior subordinated debenture 更次一级公司债 Secondary offering 二级发行; 次级发行 Secular 长期性; 非周期性 Securities 证券 Securities and Futures Commission 证券及期货事务监察委员会(香港) Securities Exchange Commission 证券交易委员会(美国) Securities Exchange of Thailand 泰国证券交易所 ...
Standard and Poor's 500 Stock Price Index. The minimum fluctuation of the futures contract shall be .25 index points, equivalent to $12.50 per contract. Trades may also occur in multiples of .05 index points, for E-Mini S&P 500 futures calendar spreads executed as simultaneous ...
The moves came after stocks jumped in the regular trading session to finish January on a strong note. Futures tied to the Dow Jones Industrial Average shed 22 points or 0.06%. S&P 500 futures and Nasdaq Composite futures were down 0.13% and 0.31%, respectively. —Carmen Reinicke...
and uses derivatives such as futures, swaps to create its portfolio. It invests in growth and value stocks of large-cap companies. The fund seeks to track -2x the daily performance of the S&P 500 Index. ProShares Trust - ProShares UltraShort S&P500 was formed on July 11, 2006 and is ...
Dow futures were down 60 points or 0.2%. S&P 500 futures fell 0.2% and Nasdaq Composite futures were 0.2% lower. Traders will be looking to Powell for more details about the timing and scale of the rate hikes he has signaled the Fed will implement later this year. 8:30 p.m. 4...