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About 2,231 papers for “Futures contract”

Futures contract basics

Branko Novak, Zoran Mesar · 2006

Obrađuju se dugi i kratki futures ugovori, arbitraža, klirinska kuca, te vrste futures tržista. Sudionici na futures tržistu se razmatraju kroz pojmove spekulanata i hedžera, te se pojasnjava postupak trgovanja.

Cited by 0

Currency Futures Contract

Robert R. Miller · 1988

1.01 Save as otherwise specified herein, words and phrases defined in the Rules shall have the same meanings in these terms.

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Wholesale Beef Futures Contract

Robert S. Thompson, Ardian Harri, Joshua G. Maples et al. · AgEcon Search (University of Minnesota, USA) · 2018

In this research, we develop methods to derive a price series that is theoretically sound for a hypothetical futures contract. We extend a futures valuation model to provide a valuation for a hypothetical futures contract. One such hypothetical contract that has been suggested as a possible solution to recent problems in live cattle futures is the wholesale beef futures contract. We present two different methods for generating the term structure of the hypothetical futures contract. The results show that both methods perform very well. The methods developed here are tested for validity using futures markets for hogs and cattle and are found similar in accuracy to a futures valuation model for existing futures. We also use the derived price series for the hypothetical wholesale beef futures contract to evaluate and compare its effectiveness as a risk management tool to the existing live cattle futures.

Cited by 0Open access

ninjatrader futures contract details pdf

xpmpvuobhrj · Zenodo (CERN European Organization for Nuclear Research) · 2024

<pre><code>\n<p><strong>ninjatrader futures contract details pdf</strong><br></p>\n<p>Rating: 4.9 / 5 (1117 votes)<br></p>\n<p>Downloads: 30408<br><br></p>\n <p>= = = = = \n<strong><a href="https://calendario2023.es/21Nr9y?keyword=ninjatrader futures contract details pdf" target="_blank">CLICK HERE TO DOWNLOAD</a></strong>\n = = = = = <br><br></p>\n<p><br><br><br><br></p>\n<p><br><br><br><br></p>\n<p><br><br>There are two Ms because an M = 1, in Roman numerals, so M x M =millionMMBtu is roughly 1, cubic feet of natural gas, so one contract is approximatelymillion , ·Open futures chart, configure and enable strategyNearing expiration date, flatten strategy positions, and disable strategyRepeat stepfor the new contract date Is this the correct workflow for running strategies on futures? details Futures contracts are only active for a specific amount are time before they expire. ninjatrader_futures_contract_detailsFree download as PDF File.pdf), ninjatrader_futures_contract_ e download as PDF File.pdf), Text File.txt) or view presentation slides online. ninjatrader_futures_contract_detailsFree download as PDF File.pdf), Text File.txt) or view presentation slides online 1 Includes $ per futures contract routing fee for use of Continuum (default). Risk 8/23/ Bolsa Límites de Posición NYMEX por Defecto Lifetime Mensual Gratis Índices BZ BRENT LAST DAY CONTRACTMás Información Notional value is the total dollar value of one futures contract, it is calculated by multiplying the contract size by the current price. Please refer to the exchange site for most current product informationIncludes $ per futures contract clearing fee MBT MICRO BITCOIN FUTURESUlteriori InfoMET MICRO ETHER FUTURESUlteriori InfoAgricoltura GF FEEDER CATTLE FUTURESUlteriori InfoHE LEAN HOG FUTURESUlteriori InfoLE LIVE CATTLE FUTURESUlteriori Ninjatrader Futures Contract Details PDF New York Mercantile Exchange Futures Contract. Learn more about roll dates Natural gas futures are standardized exchange-traded contracts that represent, MMBtu (million British thermal units) or 1, MMBtu of gold (Micro contract). nt contracts Futures, foreign currency and options trading contains substantial risk and is not for every investor. Learn more about roll dates Ninjatrader comtract ZC CORN FUTURESMás InformaciónXC MINI-SIZED CORN FUTURESMás InformaciónZL SOYBEAN OIL FUTURESMás InformaciónZM SOYBEAN MEAL FUTURESMás InformaciónZO OATS FUTURESMás Información XC MINI-SIZED CORN FUTURESMais InformaçõesZL SOYBEAN OIL FUTURESMais InformaçõesZM SOYBEAN MEAL FUTURESMais InformaçõesZO OATS FUTURESMais Informações Ninjatrader Futures Contract DetailsFree download as PDF File.pdf), Text File.txt) or view presentation slides online. For example, if Gold futures are trading at $2, an ounce, the notional value for a Gold futures contract is calculated by taking the contract size of ounces multiplied by the $2, current price, which equals a notional value Futures contracts are only active for a specific amount of zeitlich before they expire. Use of Rithmic (available by request) incurs a $ per futures contract routing feeFor NinjaTrader Static SuperDOM users, the listed rates do not include the additional $ per round turn TT licensing fee Ninjatrader Futures Contract DetailsFree download as PDF File.pdf), Text File.txt) or view presentation slides online. This document lists exchange rates and fees for Ninjatrader Futures Contract Details PDF New York Mercantile Exchange Futures Contract. An investor could potentially lose all or more than the initial investment. Ninjatrader Futures Contract Details PDF New York Mercantile Exchange Futures Contract. Ninjatrader Futures Contract DetailsFree download as PDF File.pdf), Ninjatrader Futures Contract DetailsFree download as PDF File.pdf), Text File.txt) or view presentation slides online. Prior to a contract expiring, futures traders must either 1) exit ihr active position or 2) "roll" yours position go a later contract of of same underlying system which extends this sequence period. If so, there is a major issue with deployingstrategies across+ futures instrumentsContract information is subject to change by the respective exchanges. Prior to a compact run, futures traders must by 1) exit their active position or 2) "roll" their position to a then contract are the same underlying asset which extends the expiration cycle.</p></code></pre>

Cited by 0Open access

AGRICULTURAL FINANCE REVENUE FUTURES CONTRACT

MARTIAL V. GUINVARC'H, Jacques Janssen, Jean E. Cordier · International Journal of Theoretical and Applied Finance · 2004

To respond to financial compound risk of farmers, two multiplicative derivative contracts, called respectively revenue futures contract and revenue put option, are proposed. The paper presents the theoretical management strategy of such a contract under the constraint that price and crop yield futures contracts are quoted. A financial intermediary can thus develop a risk-free management strategy to build a revenue futures contract. This paper opens perspectives on risk management for farmers, on completeness of markets and on new financial intermediation.

Cited by 1

Agricultural Commodity Futures Contract Specifications

Parcell, Joe, Vern L. Pierce · MOspace Institutional Repository (University of Missouri) · 2008

This guide provides information about commodity exchange markets and contract specifications for selected agricultural commodities common to Missouri. It is important that you as an agricultural producer have a clear understanding of the operation of the exchange market and know exactly the specifications of the commodity contract you are about to enter into.

Cited by 0Open access

Australian futures contract pricing and hedging : the 90 Day Bank Accepted Bill Futures Contract and the Australian All Ordinaries Share Price Index Futures Contract

Richard Heaney · The University of Queensland · 1993

The aim of this thesis is to analyse futures contract pricing and the use of futures contracts for hedging. The thesis contributes to the literature in the following ways. The analysis focuses on the 90 Day Bank Accepted Bill Futures Contract and the Australian All Ordinaries Share Price Index Futures Contract. These contracts have received limited attention in the literature, and so this thesis extends the existing research in this area. Two alternative methods of analysing the pricing of futures contracts are applied in the thesis, cross-contract regressions and cointegration. Neither of the approaches is evident in the Australian literature for bank accepted bill and share price index futures contracts. They provide a measure of the statistical strength of the cost of carry pricing model rather than attempting to estimate pricing errors. The cost of carry model exhibits descriptive power for the 90 Day Bank Accepted Bill Futures Contract when using cross-contract regression analysis, though cointegration analysis suggests a change in the market after 1985 with evidence of arbitrage profits across trading days in the period prior to 1986. The introduction of foreign banks in 1985, the dramatic growth in trading volume in both the bill market and the bill futures market after 1985 and the existence of automated trading in the bill market after 1984 are suggested as possible reasons for this change. The cost of carry model provides little explanatory power in cross-contract regressions for the Australian All Ordinaries Share Price Index Futures Contract. Cointegration analysis, where one cointegrating vector is assumed, suggests the possibility of more than one cointegrating relationship though a specific test for the number of cointegrating vectors provides conflicting evidence. Nevertheless the cost of carry model does not appear to explain share price index futures pricing particularly well. One problem with the price time series is the use of non synchronous observations. It is difficult to assess the effect of this without access to time matched prices, though it is not expected that this problem will result in biased regressions. It may introduce noise into the analysis and perhaps increase standard errors, thus affecting statistical tests by reducing the chance of rejecting the null. A number of hedge ratio estimation techniques are applied to the one trading day hedge problem with two important results. Firstly, hedging is not always a variance minimising or expected utility maximising alternative. In a number of cases, especially where the expected utility maximisation criterion is applied, remaining unhedged is preferred to hedging. Secondly, for hedge periods of one trading day, it is often the simple ordinary least squares estimation techniques which exhibit the most consistent performance, and this is most evident where the minimum variance criterion is applied. The comment on non synchronous observations also applies to the hedging analysis, though in practice the possibility of synchronising positions in the spot and futures market to create a hedged portfolio is somewhat optimistic.

Cited by 1

1 month futures contract cointegration test.

Zi Qian Wu (17409764) · Figshare · 2023

<div><p>Futures market is an important part of the financial market, with a high degree of liquidity and leverage effect. However, the futures market is also faced with various risk factors, such as price fluctuations, market shocks, supply and demand changes. In order to better determine the risk correlation between specific futures markets, this paper uses the wavelet transform—quantile Granger causality test method to identify the risk correlation of four major futures markets in the US futures market from the end of January 2009 to the end of March 2023, such as gold, crude oil, soybeans and natural gas. It provides a new perspective and method for the risk correlation identification of the futures market. The results show that futures contracts with different maturities and price fluctuations under different quantiles have a significant impact on risk correlation. Specifically, in 1-month and 6-month futures contracts, the strongest bidirectional risk correlation exists between gold and natural gas (T-statistics -15.94 and 10.92, respectively); In the 1-month futures contract, there is also a strong bidirectional risk association between crude oil and soybeans and natural gas (T-statistics are 6.87, 17.42, -2.05, 7.35, respectively), while in the 6-month futures contract, there is a bidirectional risk association between crude oil and soybeans (T-statistics are -2.49 and 18.374, respectively). However, natural gas has unidirectional risk association with crude oil and soybean (t statistics are 2.7 and -3.35, respectively); There is a bidirectional risk correlation between gold and soybean, that is, the risk correlation between gold and soybean increases with the increase of the degree of price fluctuation; There is a one-way risk association between gold and crude oil, soybean and gold, and crude oil and natural gas (the T-statistic is greater than the critical value of 1.96). In addition, there is a strong bidirectional or unidirectional risk association between all varieties at the 0.95 quantile. The research results of this paper have certain reference value for the supervision, investment and risk management of the futures market. This paper uses the wavelet transform and quantile Granger causality test method to identify the risk correlation of the futures market, providing a new perspective and method for the risk correlation identification of the futures market, and uses relatively new data to ensure the effectiveness of the empirical analysis. However, there are some limitations in this paper, such as the applicability of wavelet transform-quantile Granger causality test method. Future studies can further expand the sample range, compare the effects of different methods, and explore the risk transmission mechanism between different varieties.</p></div>

Cited by 0Open access

Livestock futures and options contract specifications

Peel, Derrell S. · SHAREOK (University of Oklahoma; Oklahoma State University; Central Oklahoma University) · 1991

The Oklahoma Cooperative Extension Service periodically issues revisions to its publications. The most current edition is made available. For access to an earlier edition, if available for this title, please contact the Oklahoma State University Library Archives by email at libscua@okstate.edu or by phone at 405-744-6311.

Cited by 0

What Makes a Successful Futures Contract?

Hung‐Gay Fung, Qingfeng Liu · Chinese Economy · 2013

China's stock index futures contract, known as the Hushen 300 Index futures, was launched just over three years ago on April 16, 2010. It has developed into one of China's most successful futures contracts in terms of trading volume, despite the declining underlying stock market. This study investigates the root causes of its success. The most important contributing factors are the difficulty in margin trading and short selling of the underlying stock market index, the continual loosening of regulations, and the improved futures contract's price-discovery functions. Although the spot market seems to have led the price-discovery process over the entire period, there have recently been significant improvements in the futures market's price-discovery functions and cross-market information flows.

Cited by 5