A hedging transaction which involves buying futures contracts (long futures) to protect an investor against possible increases in the price...
It stands for cash-to-first futures; a short cash rate that is observed from current day to the maturity date of...
A short cash rate that is observed from current day to the maturity date of the first (nearest) futures contracts....
With respect to futures, it is the difference between estimated transaction costs and the actual cost paid. Such unexpected costs...
The unexpected costs that arise from having to purchase a large futures position at increasing prices. Therefore, the mark-to-market value...
A commodity trading strategy (an intercommodity spread) which involves the sale of soybean futures and the simultaneous purchase of soybean...
A hedge strategy in which an investor makes no attempts to adjust the hedge once its has been set up....
It is the difference between the spot price of an asset and the futures price (of the asset underlying the...
A measure of basis points as relative spread or return that would make the carry disappear. In other words, it...
The danger of loss which is associated with an unexpected widening or narrowing in the basis between the time of...