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In finance, a long position in a financial instrument means the holder of the position owns a positive amount of the instrument. The holder of the position has the expectation that the financial instrument will increase in value. [1] This is known as a bullish position. The term "long position" is often used in context of buying options ...
This is a timeline of the history of international trade which chronicles notable events that have affected the trade between various countries.. In the era before the rise of the nation state, the term 'international' trade cannot be literally applied, but simply means trade over long distances; the sort of movement in goods which would represent international trade in the modern world.
Long-range trade routes first appeared in the 3rd millennium BCE, when Sumerians in Mesopotamia traded with the Harappan civilization of the Indus Valley. [40] The Phoenicians were noted sea traders, traveling across the Mediterranean Sea, and as far north as Britain for sources of tin to manufacture bronze.
Last month, South Korea's trade with China recorded a US$570 million deficit following shortfalls of over US$1 billion in May and US$1.2 billion in June, according to official data released on Monday.
The U.S. is the largest foreign direct investor in the U.K. A trade agreement is long overdue, especially since the UK can now take advantage of the benefits of leaving the European Union.
Beijing and Brussels are taking the "first step" towards resolving a months-long trade dispute over Chinese electric cars with new talks, after the European Union imposed additional tariffs of up ...
The authority of Congress to regulate international trade is set out in the United States Constitution (Article I, Section 8, Paragraph 1): . The Congress shall have power To lay and collect Taxes, Duties, Imposts and Excises, to pay the Debts and provide for the common Defence and to promote the general Welfare of the United States; but all Duties, Imposts and Excises shall be uniform ...
For a long position this payoff is: = For a short position, it is: f T = K − S T {\displaystyle f_{T}=K-S_{T}} Since the final value (at maturity) of a forward position depends on the spot price which will then be prevailing, this contract can be viewed, from a purely financial point of view, as "a bet on the future spot price" [ 3 ]
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