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The following is a list of futures contracts on physically traded commodities. ... Feeder Cattle: 50,000 lb (25 tons) ... NASDAQ OMX Commodities;
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]
Trading includes various types of derivatives contracts based on these commodities, such as forwards, futures and options, as well as spot trades (for immediate delivery). A futures contract provides that an agreed quantity and quality of the commodity will be delivered at some agreed future date.
Futures exchanges provide access to clearing houses that stand in the middle of every trade. Suppose trader A purchases US$145,000 of gold futures contracts from trader B. Trader A really bought a futures contract to buy US$145,000 of gold from the clearing house at a future time, and trader B really has a contract to sell US$145,000 to the clearing house at that same time.
Feeder cattle futures prices are a part of the S&P GSCI commodity index, which is a benchmark index widely followed in financial markets by traders and institutional investors. Its weighting in S&P GSCI give feeder cattle futures prices non-trivial influence on returns on a wide range of investment funds and portfolios. [18]
It is the financial contract futures that allow an investor to hedge with or speculate on the future value of various components of the NASDAQ market index. Several futures instruments are derived from the Nasdaq composite index, these include the E-mini NASDAQ composite futures, the E-mini NASDAQ biology futures, the NASDAQ-100 futures, and ...
Futures contracts for agricultural commodities have been traded in the U.S. for more than 150 years and have been under federal regulation since the 1920s. [7] The Grain Futures Act of 1922 set the basic authority and was changed by the Commodity Exchange Act of 1936 (7 U.S.C. 1 et seq.).
In finance, a single-stock future (SSF) is a type of futures contract between two parties to exchange a specified number of stocks in a company for a price agreed today (the futures price or the strike price) with delivery occurring at a specified future date, the delivery date. The contracts can be later traded on a futures exchange.