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  2. Normal backwardation - Wikipedia

    en.wikipedia.org/wiki/Normal_backwardation

    The resulting futures or forward curve would typically be downward sloping (i.e. "inverted"), since contracts for further dates would typically trade at even lower prices. [2] In practice, the expected future spot price is unknown, and the term "backwardation" may refer to "positive basis", which occurs when the current spot price exceeds the ...

  3. Futures contract - Wikipedia

    en.wikipedia.org/wiki/Futures_contract

    For example, a futures contract on a zero-coupon bond will have a futures price lower than the forward price. This is called the futures "convexity correction". Thus, assuming constant rates, for a simple, non-dividend paying asset, the value of the futures/forward price, F(t,T) , will be found by compounding the present value S(t) at time t to ...

  4. Contango - Wikipedia

    en.wikipedia.org/wiki/Contango

    When the spot price is higher than the futures price, the market is said to be in backwardation. It is often called 'normal backwardation' as the futures buyer is rewarded for risk he takes off the producer. If the spot price is lower than the futures price, the market is in contango". [3]

  5. Spot contract - Wikipedia

    en.wikipedia.org/wiki/Spot_contract

    The settlement price (or rate) is called spot price (or spot rate). A spot contract is in contrast with a forward contract or futures contract where contract terms are agreed now but delivery and payment will occur at a future date.

  6. Forward price - Wikipedia

    en.wikipedia.org/wiki/Forward_price

    The forward price (or sometimes forward rate) is the agreed upon price of an asset in a forward contract. [ 1 ] [ 2 ] Using the rational pricing assumption, for a forward contract on an underlying asset that is tradeable, the forward price can be expressed in terms of the spot price and any dividends.

  7. S&P 500 futures - Wikipedia

    en.wikipedia.org/wiki/S&P_500_futures

    S&P Futures trade with a multiplier, sized to correspond to $250 per point per contract. If the S&P Futures are trading at 2,000, a single futures contract would have a market value of $500,000. For every 1 point the S&P 500 Index fluctuates, the S&P Futures contract will increase or decrease $250.

  8. Analysis-FTC settlement could shelter Amgen from US price ...

    www.aol.com/news/analysis-ftc-settlement-could...

    The U.S. Federal Trade Commission's decision on Friday to allow Amgen's takeover of Horizon Therapeutics was the latest setback to its stated goal of stricter antitrust enforcement, and instead ...

  9. Exchange-traded derivative contract - Wikipedia

    en.wikipedia.org/wiki/Exchange-traded_derivative...

    Exchange-traded derivative contracts [1] are standardized derivative contracts such as futures and options contracts that are transacted on an organized futures exchange.They are standardized and require payment of an initial deposit or margin settled through a clearing house. [2]