|
|
Spot futures parity theorem |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
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 MatchesNew York Futures Exchange (NYFE)New York Futures Exchange (NYFE)A wholly owned subsidiary of the NYSE that NYSE NYSE and futures NYSE on the NYSE composite index. Foreign currency futures contractForeign currency futures contractStandardized and easily transferable obligation between two parties to exchange currencies at a specified rate during a specified delivery month; standardized contract on specified underlying currencies, in multiples of standard amounts. Purchased and traded on a regulated exchange on which margins are posted. Swiss Options and Financial Futures Exchange (SOFFEX)Swiss Options and Financial Futures Exchange (SOFFEX)The Swiss derivatives market with the first fully electronic trading system in the world, now called Eurex Zurich AG. Futures Commission MerchantFutures Commission MerchantIn the US, an individual or organisation accepting orders to buy or sell futures contracts or futures options, and accepting payment for his services. FCMs must be registered with the CFTC and the NFA. Kuala Lumpur Options and Financial Futures Exchange (KLOFFE)Kuala Lumpur Options and Financial Futures Exchange (KLOFFE)Established in 1995, the Kuala Lumpur Options and Financial Futures Exchange offers equity derivative products based on underlying instruments traded on the Kuala Lumpur Stock Exchange (KLSE). Further SuggestionsMercato Italiano Futures (MIF)South African Futures Exchange (SAFEX) National Futures Association Commodity futures contract Securities and Futures Authority Interest rate futures contract Futures commission merchant (FCM) financial futures universal stock futures Underlying futures contract London International Financial Futures and Options Exchange futures contract Commodity Futures Trading Commission (CFTC) Tokyo International Financial Futures Exchange Managed Futures Commodity Futures Trading Commission Futures Industry Association futures Index futures Hong Kong Futures Exchange (HKFE) London International Financial Futures and Options Exchange (LIFFE) Futures Futures market Sydney Futures Exchange (SFE) Rolling of Futures |
|
|
|