futures contract rollover

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97 documents for futures contract rollover
  • ... (ETF), which invest directly in its gold futures contract and its platinum futures contract respect... back contract month (however, for the rollover, the new back contract month will only be tracked ...

  • Introduction What Is Goldfarming? Japan-bashing and the Chinese Exclusion Act Analysis Conclusion

    ... through which investors can extend a contract for the sale of a commodity by continually extend--ing a futures contract, thereby tendering a new contract for the...

  • ... Commission's jurisdiction extends to contracts of sale of a commodity for future delivery (or an ... during the same business day and the rollover of an open retail forex transaction to the next bu...

  • Discussions of oil prices and currencies in the media are typical. Often, charts are used to deliver the message, but because of the simultaneous existence of multiple contracts, commodity price charts can create misconceptions. Such illusions affect the public's perception and can affect traders' judgment. The reason is the term structure of simultaneous futures prices, but with an understanding of this structure, traders can see prices more clearly. Despite the clarity of visual presentation, the charting algorithms that are used create illusions that affect trader and money managers' judgment calls. Long term chart constructions can lead to psychologically comforting, but incorrect, conclusions. Rigorous analysis of profits and losses may present a substantially different picture tha...

    ... consideration of actual cash positions, rollover price gaps and spreads between contract structure,...

  • ... that the trades at issue were "futures contracts" governed by the CEA and that the CFTC is authoriz...Instead, the rollover provisions were invoked and the trades carried int...

  • ... this paragraph (a) as a hedge) is a spot contract, futures contract, forward contract, option contra...(C) Special rules for historical rate rollovers(1) Definition. A historical rate rollover is an ex...

  • The foreign exchange markets, or forex, stand alone as the largest and most liquid markets in the world with trillions being traded daily. Foreign exchange consists of trading one country's currency for that of another's to hedge exposure to a specific currency risk or to profit from movement in exchange rates. The spot currency market is the most basic way to trade currencies. Here, a broker supplies the trader with software that displays the current spread for a specific currency pair. Trades in the spot market normally have a two-day expiration, after which traders either have to accept delivery of the currency or roll over the contract. While retail forex platforms are numerous and offer access to forex to all sizes of traders, there had been very little retail access to forex optio...

    ... one for the next expiration, but that rollover may include carry charges or interest. Of course, ...

  • ... order; (ix) a transaction pursuant to a rollover of a qualified plan or trust assets; and (x) trans...Number of shares or options contracts traded; whether the transaction was a purchase, sa... like security-based swaps and security futures; (iii) how limited exercises of discretion, such a...

  • ... a change in the way it rolls commodity futures contracts with the objective of mitigating the neg...The modification enables the index to rollover to the futures contract which generates the highes...

  • Due to the heterogeneous nature of real estate assets, as well as the difficulty in selecting a reliable and representative underlying index, real estate markets are the last of the major asset classes not to have a liquid futures market. The design presented here for property futures contracts is based on a selection of NCREIF Property Indices (NPIs). Seventy-five potential underlying indexes / sub indexes in the NCREIF database are examined. The findings indicate that provided an innovative combination of contract specifications is selected, establishing NPI-based property futures and options is conceptually feasible. They would represent a notable improvement to the current situation where risk management tools are notoriously scarce for real estate investors.

    ..." will choose to incur extra costs to rollover their short-term positions, rather than trade dist...



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