Example sentences of "of a futures [noun] " in BNC.
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| 1 | Therefore the new information contained in the price of a futures contract , over and above that contained in the current spot price , is the value of the cash flows from owning the index between now and time T ( Carlton , 1984 ) . |
| 2 | This is illustrated by the way in which the initial margin payments do not flow from the buyer to the seller of a futures contract . |
| 3 | Since at delivery ( time T ) the price of a futures contract ( F T ) must equal the spot price ( S T ) , this suggests a relationship between the current ( time t ) futures price ( F t ) and the spot price at delivery ( S T ) . |
| 4 | Kipnis and Tsang ( 1984a ) argued that the usual relationship between spot and futures prices during the life of a futures contract is as shown in Fig. 7.3 . |
| 5 | The use of limit pricing can lead to considerable differences between the settlement price of a futures contract and the underlying equilibrium price . |
| 6 | Strategy 1 involves the purchase of a futures contract . |
| 7 | Strategy 2 involves the purchase of a futures contract and the investment of a sum of money equal to the value of the cash index purchased under strategy 1 ( i.e. P s ) at the money market rate of interest . |
| 8 | The creation of a futures market will attract investors to trade the future who did not already trade the spot ( Cox , 1976 ) . |
| 9 | The result is the same as for Cox , that is , that the introduction of a futures market increases the amount of information reflected in the spot price . |
| 10 | A laboratory study of Californian students by Forsythe , Palfrey and Plott ( 1984 ) found that the introduction of a futures market increased the speed with which information was reflected in the spot price . |