Chap014 - Chapter 16 Futures Contracts Slides 16-1 16-2...

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Chapter 16 Futures Contracts Slides 16-1 Fundamentals of Investments 16-2 Futures Contracts 16-3 Forward Contract Basics, I. 16-4 Forward Contract Basics, II. 16-5 Futures Contract Basics, I. 16-6 Futures Contract Basics, II. 16-7 Organized Futures Exchanges 16-8 Financial Futures 16-9 Futures Contracts Basics 16-10 Futures Prices 16-11 Futures Prices 16-12 Why Futures? 16-13 Speculating with Futures, Long 16-14 Example I: Speculating in Gold Futures 16-15 Speculating with Futures, Short 16-16 Example II: Speculating in Gold Futures 16-17 Hedging with Futures 16-18 Hedging with Futures, Short Hedge 16-19 Example: Short Hedging with Futures Contracts 16-20 Example: Short Hedging with Futures Contracts, Cont. 16-21 The Short Hedge Performance 16-22 Hedging with Futures, Long Hedge 16-23 Example: Long Hedging with Futures Contracts 16-24 Example: Long Hedging with Futures Contracts, Cont. 16-25 The Long Hedge Performance 16-26 Futures Trading Accounts 16-27 Important Aspects of Futures Trading Accounts 16-28 Futures Trading Accounts, Cont. 16-29 Example: Margin and Marking to Market 16-30 Molly’s Trading Account for a Long Position in One Gold Futures Contract 16-31 Cash Prices 16-32 Quoted Cash Prices 16-33 Quoted Cash Prices 16-34 Cash-Futures Arbitrage 16-35 Cash-Futures Arbitrage, Cont. 16-36 Spot-Futures Parity 16-37 Spot Futures Parity with Dividends
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A-145 Chapter 16 16-38 Stock Index Futures 16-39 Single Stock Futures 16-40 Index Arbitrage 16-41 Index Arbitrage, Cont. 16-42 Cross Hedging 16-43 Hedging Stock Portfolios with Stock Index Futures 16-44 Example: Hedging a Stock Portfolio with Stock Index Futures 16-45 Another Portfolio to Cross-Hedge 16-46 Hedging Bond Portfolios with T-note Futures 16-47 Handy Estimate for the Duration of an Interest Rate Futures Contract 16-48 Example: Hedging a Bond Portfolio with T-note Futures 16-49 Futures Contract Delivery Options 16-50 Useful Websites 16-51 Useful Websites, Cont. 16-52 Chapter Review, I. 16-53 Chapter Review, II. Chapter Organization 16.1 Futures Contracts Basics A. Modern History of Futures Trading B. Futures Contract Features C. Futures Prices 16.2 Why Futures? A. Speculating with Futures B. Hedging with Futures 16.3 Futures Trading Accounts 16.4 Cash Prices versus Futures Prices A. Cash Prices B. Cash-Futures Arbitrage C. Spot-Futures Parity D. More on Spot-Futures Parity 16.5 Stock Index Futures A. Basics of Stock Index Futures B. Index Arbitrage C. Hedging Stock Market Risk with Futures D. Hedging Interest Rate Risk with Futures E. Futures Contract Delivery Options 16.6 Summary and Conclusions
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Futures Contracts A-146 Selected Web Sites Futures Exchanges: 0. www.cbot.com 1. www.nymex.com 2. www.cme.com 3. www.kcbt.com 4. www.nybot.com For Futures Prices and Price Charts: 5. www.futuresworld.com 6. futures.pcquote.com 7. www.thefinancials.com To Learn More about Futures: 8. www.futurewisetrading.com 9. www.usafutures.com To Learn About Single-Stock Futures: www.nqlx.com www.onechicago.com
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Chap014 - Chapter 16 Futures Contracts Slides 16-1 16-2...

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