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FMAN Option Cycle

A common option cycle which constitutes a series of option contracts that have the same terms and features and expire…

Futures Short

The trader who takes a short position in futures, i.e., he/she will sell the underlying commodity of a futures contract,…

Futures Long

The trader who takes a long position in futures, i.e., he/she will buy the underlying commodity of a futures contract,…

Forward Swap Option

An option that gives its holder the right, without the obligation, to enter into a forward swap at a given maturity/expiration…

Futures Equivalent

A limit on speculative positions in options on futures contracts. The futures-equivalent of an option position is the number of…

Forward Vol

It stands for “forward implied volatility“. The future levels of volatility calculated taking into account current market prices of options.…

Farther-In Option

An option contract that has an earlier expiration date than a contract that is presently being devised or considered. For…

Promissory FX

A financial instrument that contains an unconditional promise by one party to enter into a foreign exchange transaction with another…

Farther-Out Option

An option contract that has a later expiration date than a contract that is presently being devised or considered. For…

Fence

The purchase of one option and the sale of a different-type option with a different strike price. In other words,…