Liquidating hedge

27-Nov-2019 13:46

A swap whose cash settlement price is calculated based on the basis between a futures contract (e.g., natural gas) and the spot price of the underlying commodity or a closely related commodity (e.g., natural gas at a location other than the futures delivery location) on a specified date.(1) A strategy involving the simultaneous purchase and sale of options of the same class and expiration date, but different strike prices.In a bear spread, the option that is purchased has a lower delta than the option that is bought.A contract in which the seller agrees to deliver a specified quantity of a commodity or other asset to the buyer at a pre-determined price on a series of specified accumulation dates over a specified period of time.The contract typically has a “knock-out” price, which, if reached, will trigger the cancellation of all remaining accumulations.Market situation in which futures prices are progressively lower in the distant delivery months. The difference between the spot or cash price of a commodity and the price of the nearest futures contract for the same or a related commodity (typically calculated as cash minus futures).For instance, if the gold quotation for January is 0.00 per ounce and that for June is 5.00 per ounce, the backwardation for five months against January is .00 per ounce. Basis is usually computed in relation to the futures contract next to expire and may reflect different time periods, product forms, grades, or locations.

Designation by a clearing organization of an option writer who will be required to buy (in the case of a put) or sell (in the case of a call) the underlying futures contract or security when an option has been exercised, especially if it has been exercised early.A person paid a fee or commission for executing buy or sell orders for a customer.In commodity futures trading, the term may refer to: (1) Floor broker, a person who actually executes orders on the trading floor of an exchange; (2) Account executive or associated person, the person who deals with customers in the offices of futures commission merchants; or (3) the futures commission merchant.A three-legged option spread in which each leg has the same expiration date but different strike prices.

For example, a butterfly spread in soybean call options might consist of one long call at a .50 strike price, two short calls at a .00 strike price, and one long call at a .50 strike price.

In a theoretical efficient market, there is a lack of opportunity for profitable arbitrage. A process for settling disputes between parties that is less structured than court proceedings.

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