Exchange Currency

futures equivalent

Number of futures contracts determined by taking the number of options multiplied by the risk factor of the previous day for the same option series. This also refers to the position in a futures contract that is necessary to have an identical risk profile to that particular option.

Related information about futures equivalent:
  1. Futures Equivalent Definition | Investopedia
    The futures equivalent can be calculated by taking the number of options and multiplying it by the previous day's risk factor (delta) for the same option series.
     
  2. What is futures equivalent? definition and meaning
    Definition of futures equivalent: Number of futures contracts determined by taking the number of options multiplied by the risk factor of the previous day for the ...
     
  3. Futures Equivalent - Financial Dictionary - The Free Dictionary
    The number of futures contracts needed to have the same risk as a given options strategy. Want to thank TFD for its existence? Tell a friend about us, add a link ...
     
  4. Futures Equivalent: Definition from Answers.com
    Futures Equivalent The number of futures contracts needed to be associated with a speculative option position.
     
  5. Futures Equivalent Positions by Carlos Blanco | Energy Metro
    Oct 6, 2012 ... The calculation of futures equivalent portfolios for swaps attempts to reproduce the economic exposure of changes in that swap. Depending on ...
     
  6. Risk Curves and Futures Equivalent Positions: Basis Swaps and ...
    The futures equivalent month of a swap is a way of representing the price risk exposure of a swap in terms of the underlying futures contracts that best match that ...
     
  7. 0.4
    Dec 31, 2007 ... In Billions of U.S. Dollars and Futures Equivalent Contracts. December 31, 2007. U.S. Futures Market. 1. Notional Value. (Billions US$). Futures ...
     
  8. Futures-Equivalent Law & Legal Definition
    According to 17 CFR 150.1 [Title 17 -- Commodity And Securities Exchanges; Chapter I -- Commodity Futures Trading Commission; Part 150 -- Limits On ...