A transaction that involves simultaneously taking a cash position and futures position on the same underlying. That means, a position taken…
A futures option whose underlying is a specific interest rate. The holder of such an option, by exercising it, obtains…
A futures contract whose underlying is a stock index (such as the S&P 500 in the United States). This contract...
It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…
The duration of the deliverable or underlying bond of a futures contract that is used as an estimate of the…
An index which consists of futures contracts on a small set of stocks related to a specific sector (such as…
The largest change a futures contract can have in a single trading session before a trading halt is triggered. The…
An abbreviation for short-term interest rate futures. It is an interest rate futures contract in which the underlying is typically...
The day on which any four classes of option contracts (stock index futures, stock index options, stock options and single…
A short-term (usually 30-day) option on a futures contract whereby the option expires before its underlying futures reaches maturity. If…
