Commodity Futures
10 sub-topics in this chapter
3.1
Introduction to Futures
Sub-topic 1
3.2
Distinction between Forwards and Futures
Sub-topic 2
3.3
Cost-of-Carry
Sub-topic 3
3.4
Convergence of Spot and Futures Prices
Sub-topic 4
3.5
Fair Value of a Futures Contract
Sub-topic 5
3.6
Convenience Yield
Sub-topic 6
3.7
Commodity Futures and Commodity Forwards
Sub-topic 7
3.8
Pay-off Profile for Futures Contracts
Sub-topic 8
3.9
Tick Size and its Impact
Sub-topic 9
3.10
Spot Price Polling and Final Settlement Price of Futures
Sub-topic 10