Futures contract: Difference between revisions
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imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Update - source - Association of Corporate Treasurers - email from Naresh Aggarwal 16 Feb 2022.) |
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Futures contracts are contracts stipulating the purchase or sale of commodities, currencies or securities of a specified quantity, at a specific price and on a predetermined date in the future. | |||
Futures contracts tend to be standardised in terms of quantity, price and maturity periods. | |||
They are written against an exchange clearing house and traded through the clearing house. | |||
Because of their standardisation, futures contracts have a deep secondary market. | Because of their standardisation, futures contracts have a deep secondary market. | ||
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== See also == | == See also == | ||
* [[Clearing house]] | |||
* [[Exchange]] | |||
* [[Fixing instrument]] | * [[Fixing instrument]] | ||
* [[Forward contract]] | * [[Forward contract]] | ||
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* [[Margin call]] | * [[Margin call]] | ||
* [[Open interest]] | * [[Open interest]] | ||
* [[Secondary market]] | |||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
Revision as of 12:56, 16 February 2022
Futures contracts are contracts stipulating the purchase or sale of commodities, currencies or securities of a specified quantity, at a specific price and on a predetermined date in the future.
Futures contracts tend to be standardised in terms of quantity, price and maturity periods.
They are written against an exchange clearing house and traded through the clearing house.
Because of their standardisation, futures contracts have a deep secondary market.
