Commodity derivative: Difference between revisions
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Latest revision as of 10:59, 11 May 2025
Risk management - hedging - commodity risk - derivative instruments.
A commodity derivative instrument or contract is one designed to hedge commodity risk.
The cash flows and value of the commodity derivative relate to an underlying reference commodity market price.
Examples include commodity futures contracts.
See also
- Collateral
- Commodity
- Commodity risk
- Credit support annex
- Cross-currency interest rate swap
- Currency derivative
- Derivative instrument
- Embedded derivative
- Energy derivative
- Expiry date
- Fixing instrument
- Forward rate agreement
- Futures contract
- Hedging
- Inflation-linked derivative
- Interest rate derivative
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption
