Futures – Page 12 – Fincyclopedia

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Open Contracts

Contracts, such as futures/ forwards, that have been purchased (long) or sold (short) while no transactions have been completed by...

Open Interest

The total number of one-side positions outstanding in options or future contracts. In other words, the total number of long...

Money Market Futures

A standardized, exchange-traded contract to buy or sell a money market security at a set price on a particular future...

Swap Futures Option

An option on a swap futures. This option replicates the European-style convention of an OTC option with exercise taking place...

Derivative Contract

A financial contract whose proceeds, characteristics and value depend on (and so are derived from) the proceeds, characteristics and value...

Derivative

A financial instrument whose performance, characteristics and value depend on (and so are derived from) the performance, characteristics and value...

Quanto Futures

A cross-currency, cash-settled futures contract which has an underlying denominated in one currency (e.g., a foreign currency) and is settled...

Hybrid Derivative

A multi-asset derivative whose components don’t belong to the same asset class. In general, financial derivatives can be divided into...

Stub Risk

The risk that arises because of the duration of the floating leg of a swap. This occurs because once the...

Cross Hedging Risk

The risk that arises in case of hedging an asset with another using futures while the two are not identical...