Lesson

Futures are a derivative security. Futures contracts are agreements to buy or sell an asset at a predetermined price and date in the future. They are used for hedging and speculation purposes.

Practice Question #1

Which of the following best describes a futures contract?

Options

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Terms

Futures contract:
A legally binding agreement to buy or sell an asset at a predetermined price and date in the future.
Long position:
The futures contract buyer who agrees to purchase the underlying asset at the contract's expiration.
Short position:
The seller of a futures contract who agrees to deliver the underlying asset at the contract's expiration.
Margin:
The initial deposit required to enter into a futures contract.
Mark-to-market:
The daily process of adjusting the value of a futures contract based on the current market price.
Clearinghouse:
A financial institution that guarantees the performance of futures contracts and acts as an intermediary between buyers and sellers.
Hedging:
The use of futures contracts to protect against price fluctuations in the underlying asset.
Speculation:
The use of futures contracts to profit from anticipated price movements in the underlying asset.

Practice Question #2

What is the primary purpose of hedging with futures contracts?

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Do Not Confuse With

Options:
Another type of derivative security where the holder has the right, but not the obligation, to buy or sell an asset at a predetermined price and date.
Forward contracts:
Similar to futures contracts, but customized between two parties and not traded on an exchange.

Practice Question #3

Which of the following is NOT a characteristic of futures contracts?

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Historical Example

In the 1970s, a severe drought caused the price of wheat to skyrocket. As a result, many farmers who had sold wheat futures contracts at lower prices were forced to buy back those contracts at much higher prices to fulfill their obligations, resulting in significant losses.

Practice Question #4

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Real-World Example

A farmer expects to harvest 1,000 bushels of corn in six months. Concerned about a price decline, the farmer sells a corn futures contract for 1,000 bushels at $4 per bushel. If the price of corn falls to $3 per bushel at the contract's expiration, the farmer will still receive $4 per bushel, protecting her from the price decline.

Practice Question #5

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Rhyme

Futures trade on exchanges, price changes they embrace; Forwards are private, terms set case by case.

Practice Question #6

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More Detail

- *Futures Contract Risk*: The risk associated with the underlying asset's price movement in a futures contract can lead to significant gains or losses. - *Contango*: A market condition where the futures price of a commodity is higher than the expected spot price at the contract's expiration. - *Backwardation*: A market condition where the futures price of a commodity is lower than the expected spot price at the contract's expiration.

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More Detail Examples

- *Futures Contract Risk example*: An investor enters into a futures contract to buy 100 barrels of oil at $50 per barrel in 3 months. If the oil price rises to $60 per barrel at the contract's expiration, the investor will gain $10 per barrel. Conversely, if the oil price falls to $40 per barrel, the investor will lose $10 per barrel. - *Contango example*: If the current spot price of gold is $1,200 per ounce and the futures price for a contract expiring in 3 months is $1,250 per ounce, the market is in contango. - *Backwardation example*: If the current spot price of gold is $1,200 per ounce and the futures price for a contract expiring in 3 months is $1,150 per ounce, the market is in backwardation.

Pitfalls to Remember

- *Futures Contract Risk pitfall*:
Investors should be aware of the potential for significant losses in futures trading and should only invest in futures contracts if they fully understand the risks involved.
- *Contango pitfall*:
Contango can lead to higher costs for investors who use futures contracts to hedge their positions, as they may have to pay a premium over the expected spot price.
- *Backwardation pitfall*:
Backwardation can result in lower returns for investors who use futures contracts to speculate on price movements, as they may have to sell the contract at a discount to the expected spot price.

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