Search results
Results from the WOW.Com Content Network
Live cattle is a type of futures contract that can be used to hedge and to speculate on fed cattle prices. Cattle producers, feedlot operators, and merchant exporters can hedge future selling prices for cattle through trading live cattle futures, and such trading is a common part of a producer's price risk management program. [1]
The rationale of the Optimum Yield technology was to address the dynamic nature of commodity forward curves. Unstable forward curves has meant the traditional approach employed by commodity indices, namely rolling futures contracts on a predefined scheduled (e.g. monthly) has, in our view, become an inferior strategy for passive commodity index investing.
The Deutsche Bank Liquid Commodity Index (DBLCI) is a commodity price index operated by German based Deutsche Bank. It was launched in February 2003 and tracks the performance of six commodities in the energy, precious metals, industrial metals and grain sectors. The DBLCI has constant weightings for each of the six commodities and the index is ...
The Food and Agriculture Organization's price index, which tracks the most globally traded food commodities, averaged 120.6 points in October, down from 121.3 for the previous month, the agency ...
By Peter Nurse. For premium support please call: 800-290-4726 more ways to reach us
The Food and Agriculture Organization (FAO) Food Price Index 1961–2024 in nominal and real terms. Years 2014–2016 is 100. The FAO Food Price Index (FFPI) is a food price index by the Food and Agriculture Organization (FAO) of the United Nations. It records the development of world market prices of 24 agricultural commodities and foodstuffs ...
A variety of venison (roe, red and fallow deer, mouflon) and other game meat is widely available in butcher shops in fresh state, distributed by wholesalers, [15] as well as in big retail chains such as Tesco, at prices similar to beef or pork, around 200 CZK or 8 EUR per kilogram. Despite the popularity and low prices, in recent years the ...
The bid-ask ticker contained only the two prices and no size. The volume of data on the last sale ticker was therefore much greater than on the bid-ask ticker. Because of this, on high volume days the last sale ticker would run as much as fifteen minutes behind the bid-ask ticker.