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Spot futures parity theorem |
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Spot futures parity theoremDescribes the theoretically correct relationship between spot and futures prices. Violation of the parity relationship gives rise to arbitrage opportunities.Spot futures parity theorem Similar MatchesTokyo International Financial Futures ExchangeTokyo International Financial Futures ExchangeExchange that trades Euroyen futures and options, and futures on the one-year Euroyen, three-month eurodollar, and US dollar/Japanese yen currency. National Futures AssociationNational Futures AssociationA registered futures association in the US authorized by the CFTC in 1982 that requires membership for FCMs, their agents and associates, CTAs, and CPOs. This is a self-regulatory group for the futures industry similar to the National Association of Securities Dealers Inc. (NASD) in the securities industry. Futures Industry AssociationFutures Industry AssociationThe futures industry's national trade association in the US. They lobbied in favour of establishing a second layer of bureaucracy for the futures industry (NFA). URL: http://www.fiafii.org FuturesFuturesSee 'futures contract'. Rolling of FuturesRolling of FuturesAs financial futures have short-term maturities, often 3-9 months, before or at maturity, the future must be sold and a new future (for the same asset but with a new maturity) must be repurchased. Further SuggestionsCommodity futures contractfinancial futures Futures contract multiple Hong Kong Futures Exchange (HKFE) Securities and Futures Authority Kuala Lumpur Options and Financial Futures Exchange (KLOFFE) Interest rate futures contract Futures market Underlying futures contract Index futures Futures Commission Merchant Commodity Futures Trading Commission (CFTC) futures contract Swiss Options and Financial Futures Exchange (SOFFEX) London International Financial Futures and Options Exchange (LIFFE) Futures contract Mercato Italiano Futures (MIF) London International Financial Futures and Options Exchange Theoretical futures price Futures market Managed Futures South African Futures Exchange (SAFEX) Sydney Futures Exchange (SFE) Commodity Futures Trading Commission universal stock futures |
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