'Short futures position' diaporamas de présentation

Hedging Strategies Using Futures

Hedging Strategies Using Futures. Chapter 3. HEDGERS OPEN POSITIONS IN THE FUTURES MARKET IN ORDER TO ELIMINATE THE RISK ASSOCIATED WITH THE SPOT PRICE OF THE UNDERLYING ASSET. Spot price risk. Pr. S j. S t. time. j. t.

1.75k views • 136 slides

437 views • 35 slides

Using Derivatives for Hedging Fixed Income Portfolios

Using Derivatives for Hedging Fixed Income Portfolios. Andrea Zager May 13 2006. Address European Headquarters 30, St Mary Axe London. Environment of rising interest rates. EUR,USD 5Y last year. EUR, USD 5Y5Y Volatility. Are you long of bonds?. What can be done about it?.

726 views • 33 slides

ECON 337: Agricultural Marketing

ECON 337: Agricultural Marketing. Lee Schulz Assistant Professor lschulz@iastate.edu 515-294-3356. Chad Hart Associate Professor chart@iastate.edu 515-294-9911. Old Crop/Livestock Weekly Table. New Crop/Livestock Weekly Table. Speculators have no use for the physical commodity

340 views • 25 slides

ECON 337: Agricultural Marketing

ECON 337: Agricultural Marketing. Lee Schulz Assistant Professor lschulz@iastate.edu 515-294-3356. Chad Hart Associate Professor chart@iastate.edu 515-294-9911. Old Crop/Livestock Weekly Table. New Crop/Livestock Weekly Table. Speculators have no use for the physical commodity

253 views • 25 slides

ECON 337: Agricultural Marketing

ECON 337: Agricultural Marketing. Lee Schulz Assistant Professor lschulz@iastate.edu 515-294-3356. Chad Hart Associate Professor chart@iastate.edu 515-294-9911. Market Participants. Speculators have no use for the physical commodity

344 views • 23 slides

Hedging Strategies Using Futures

Hedging Strategies Using Futures. ISSUES. ASSUME. 3.1 Basic Principle. 3.2 Arguments For and Against Hedging. 3.3 Basis Risk. 3.4 Cross Hedging. 3.5 Stock Index Futures. 3.6 Rolling the Hedging Forward. ISSUES.

635 views • 22 slides

Futures and Options on Foreign Exchange

9 Chapter Nine. Futures and Options on Foreign Exchange. Chapter Objective: This chapter discusses exchange-traded currency futures contracts, options contracts, and options on currency futures. Chapter Outline Futures Contracts: Preliminaries Currency Futures Markets

584 views • 21 slides

ECON 339X: Agricultural Marketing

ECON 339X: Agricultural Marketing. Chad Hart Assistant Professor chart@iastate.edu 515-294-9911. John Lawrence Professor jdlaw@iastate.edu 515-294-7801. Going Short. Sold Nov. 2011 Soybeans @ $12.73, 1/11/11. Futures @ $13.36 63 cent shift. Cash quote for Oct. soybeans from Alleman

506 views • 19 slides

475 views • 18 slides