The ratio of the value of long or short futures contracts to the value of the cash commodity being hedged....

A forward pricing sales arrangement which involves determining the cash price of a forward sales agreement (a futures contract) either...

A weather derivative that is principally used to transfer risk associated with adverse weather events. It is an index-based futures...

A cash and carry transaction that is reversed. It involves the simultaneous sale of a cash market commodity/ instrument for...

On the futures markets, it indicates that the highest current bid on a futures contract is below the maximum price...

It stands for cash-to-first futures; a short cash rate that is observed from current day to the maturity date of...

A short cash rate that is observed from current day to the maturity date of the first (nearest) futures contracts....

With respect to futures, it is the difference between estimated transaction costs and the actual cost paid. Such unexpected costs...

A credit derivative that is based on a credit spread as observed from market spread levels, for the purpose of...

A futures contract or futures option in which the underlying is a specific spread. Examples of underlying spreads include crack...