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Table Of Contents

1.1 Derivatives defined
1.2 Products, participants and functions
1.3.1 Spot versus forward transaction
1.3.2 Exchange traded versus OTC derivatives
1.3.3 Some commonly used derivatives
2.1.1 Physical settlement
2.1.2 Warehousing
2.1.3 Quality of underlying assets
2.2.1 Africa
2.2.2 Asia
2.2.3 Latin America
2.3.1 The Kabra committee report
2.3.2 Latest developments
3.1.1 Promoters
3.1.2 Governance
3.2.1 Trading cum clearing members (TCMs)
3.2.2 Professional clearing members (PCMs)
3.3 Capital requirements
3.4.1 Trading
3.4.2 Clearing
3.4.3 Settlement
4.1.1 Cotton
4.1.2 Crude palm oil
4.1.3 RBD Palmolein
4.1.4 Soy oil
4.1.5 Rapeseed oil
4.1.6 Soybean
4.1.7 Rapeseed
4.2.1 Gold
4.2.2 Silver
5.1 Forward contracts
5.2 Introduction to futures
5.3 Introduction to options
5.4.1 Payoff for buyer of asset: Long asset
5.4.2 Payoff for seller of asset: Short asset
5.5.1 Payoff for buyer of futures: Long futures
5.5.2 Payoff for seller of futures: Short futures
5.6.1 Payoff for buyer of call options: Long call
5.6.2 Payoff for writer of call options: Short call
5.6.3 Payoff for buyer of put options: Long put
5.6.4 Payoff for writer of put options: Short put
5.7 Using futures versus using options
6.1 Investment assets versus consumption assets
6.2.1 Pricing futures contracts on investment commodities
6.2.2 Pricing futures contracts on consumption commodities
6.3 The futures basis
7.1.1 Basic principles of hedging
7.1.2 Short hedge
7.1.3 Long hedge
7.1.6 Limitation of hedging: basis Risk
7.2.1 Speculation: Bullish commodity, buy futures
7.2.2 Speculation: Bearish commodity, sell futures
7.3.1 Overpriced commodity futures: buy spot, sell futures
7.3.2 Underpriced commodity futures: buy futures, sell spot
8.1 Futures trading system
8.2 Entities in the trading system
8.3 Contract specifications for commodity futures
8.4 Commodity futures trading cycle
8.5.1 Permitted lot size
8.5.2 Tick size for contracts
8.5.3 Quantity freeze
8.5.4 Base price
8.5.5 Price ranges of contracts
8.5.6 Order entry on the trading system
8.6 Margins for trading in futures
8.7 Charges
9.1.1 Clearing mechanism
9.1.2 Clearing banks
9.1.3 Depository participants
9.2.1 Settlement mechanism
9.2.2 Settlement methods
9.3 Risk management
9.4.1 SPAN
9.4.2 Initial margin
9.4.3 Computation of initial margin
9.4.4 Implementation aspects of margining and risk management
9.4.5 Effect of violation
10.1 Rules governing commodity derivatives exchanges
10.2.1 Trading
10.2.2 Clearing
10.3.1 Procedure for arbitration
10.3.2 Hearings and arbitral award
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Commodity Derivatives

Commodity Derivatives

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Published by Harshavardhan Reddy

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Published by: Harshavardhan Reddy on Aug 16, 2011
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08/16/2011

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