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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.
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...; options on securities and indices; futures contracts; options on futures contracts; forward c... with respect to contractual specifications and contract expirations. \11\ COMEX, NYMEX, LME, ...
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... operator (``CPO'') with the Commodity Futures Trading. Commission (``CFTC'') and is a member of ... on securities and indices; futures contracts; options on futures contracts; forward contracts; ...The specific contract specifications for the futures contracts are also available on su...
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... pool operator with the Commodity Futures Trading Commission (``CFTC'') and is a member of t... on securities and indices; futures contracts; options on futures contracts; forward contracts; ...The specific contract specifications for the futures contracts are also available on su...
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...Short VIX Short-Term Futures ETF, ProShares Short VIX Mid-Term Futures. ETF, Pr...UltraShort Funds) positions in futures contracts based on the Chicago. Board Options Exchange (``CB...The specific contract specifications for component futures underlying the Indexes are a...
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The Commodity Futures Trading Commission (Commission) is adopting final regulations to implement certain provisions of Title VII and Title VIII of the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act) governing derivatives clearing organization (DCO) activities. More specifically, the regulations establish the regulatory standards for compliance with DCO Core Principles A (Compliance), B (Financial Resources), C (Participant and Product Eligibility), D (Risk Management), E (Settlement Procedures), F (Treatment of Funds), G (Default Rules and Procedures), H (Rule Enforcement), I (System Safeguards), J (Reporting), K (Recordkeeping), L (Public Information), M (Information Sharing), N (Antitrust Considerations), and R (Legal Risk) set forth in Section 5b of the Com...
..., the proposed DCO rules used the terms ``contract'' and ``product'' interchangeably, and some provis... the term refers to the contract specifications currently used by a variety of futures facilities....
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...; options on securities and indices; futures contracts; options on futures contracts; forward c...The specific contract specifications for such contracts are also available at the CBOT ...
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...; options on securities and indices; futures contracts; options on futures contracts; forward c...The applicable specific contract specifications for the futures contracts are also available from ...
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...; options on securities and indices; futures contracts; options on futures contracts; forward c...The specific contract specifications for such contracts are also available at the CBOT ...
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...; options on securities and indices; futures contracts; options on futures contracts; forward c...The specific contract specifications for the futures contracts are also available on su...