Sentences with phrase «nearby futures contract»

in some markets, trading limits are removed prior to expiration of the nearby futures contract.

Using daily gold spot and nearby futures contract prices and the Treasury bill yield (risk - free rate) during November 1978 through March 2010 (377 months), they find that: Keep Reading

Not exact matches

Managing Volatility Around - the - Clock SUNDAY, JULY 28 AT 11 PM CT — Tonight the VIX futures estimated volume topped 26,600 contracts, and the VIX nearby (July) futures rose 10.8 % in the time period from 5 p.m. to around 10:30 p.m. Chicago time.

Nearby Delivery Month: The month of the relevant futures contract that is closest to maturity; also referred to as the front month or lead month.

In order to avoid the delivery process and maintain a long futures position, nearby contracts must be sold and contracts that have not yet reached the delivery period must be purchased.

In practice even many futures traders only know by reflex the quarter month symbols (H M U Z), and some contracts only have quarter expires (commonly, nearby months may have contracts but as you go further out contracts may exist only for quarter months).

Nearby (Delivery) Month The futures contract month closest to expiration.

Initially, all futures contracts serve a local region where the commodity is produced, then consumed nearby.

One indicator of extreme market stress can be seen when the price of futures contract on the CBOE Volatility Index ® (VIX) with a nearby expiration is more expensive than one later dated.