Futures Markets and Contracts II by Edu Pristine

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About the Lecture

The lecture Futures Markets and Contracts II by Edu Pristine is from the course Archiv - Derivatives. It contains the following chapters:

  • Marking to Market and Price Limit
  • Terminating a Futures Contract
  • Different Types of Futures Contracts

Author of lecture Futures Markets and Contracts II

 Edu Pristine

Edu Pristine


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Excerpts from the accompanying material

... balance and the change in the futures price. Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA® and ...

... CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. MARKING TO MARKET: "Marking to market involves adjusting the margin account to reflect the change in the price of the underlying security PRICE LIMITS." The exchange imposes price limits within which the future contracts can be traded. If a contract has a daily price limit of five cents, and it is current price is ...

... the 5-contract trade is $ 750. Maintenance margin for the account is $ 500. Compute the margin balance for this position after:  2-cent decrease in price on Day 1, 1-cent increase in price on Day 2, 1-cent decrease in price on Day 3. Solution: Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA® and ...

... Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. " Five 100,000 Euro Futures Contract are bought (Long) at a price of ...

... a long position and the price went up. Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy or quality of the products or services offered by Pristine. CFA ...

... or warrant the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA® and Chartered Financial Analyst® ...

... or warrant the accuracy or quality of the products or services offered by Pristine. ...

... promote or warrant the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA® and Chartered Financial Analyst® ...

... Contract, DeliveryCash, SettlementReverse, PositionExchange for Physicals Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy or quality ...

... CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of ...

... settlement price on the last day of trading. Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy ...

... the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA® and Chartered Financial Analyst® ...

... Outside exchange transaction: A trader meets another trade with an opposite position off the floor of the exchange and delivers the goods ...

... does not endorse, promote or warrant the accuracy or quality of the products or services offered by Pristine. CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The ...

... Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy or quality of the ...

... or services offered by Pristine. CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. "00 is the most popular index future" ...

... contracts are Euro "size of contract Mexican esox" ...

... or services offered by Pristine. CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property ...

... Here discount was 2.5 %, so 250 * 25 = $ 6,250 1,000,000 - 6,250 = 993,750. Disclaimer: CFA Institute does not endorse, promote or warrant ...

... Pristine. CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute." Which of the following is least likely a characteristic of a Treasury bond futures contract? A. Short has the option to deliver any ...

... the conversion price. Disclaimer: CFA Institute does not endorse, promote or warrant the accuracy or quality of the ...

... Pristine. CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. An investor has entered into a forward contract to purchase the T-bills ...

... discount rate increases. This will result in lower price of T-bills. Disclaimer: CFA Institute does not endorse, promote or warrant the ...

... Pristine. CFA Institute, CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. The LOS are the sole property of the CFA Institute. ...

... was 2 %, so 200 * 25 = $ 5,000 " 1,000,000 - 5,000 = 995,000. Disclaimer: CFA Institute does not endorse, promote or warrant ...