Design, pricing, and returns of short-term hog marketing window contracts

Article Abstract:

Short-term window contracts decreases some market risks in the hog industry of Western Canada and are a better risk-management tool. Moreover, the windows widths is extensively variable over time and the risk properties of the contract change because of this variation. Hence, short- term window contracts for the hog industry proves to be a more volatile price protection tool as compared to the long-term window contracts used frequently in the United States.

Models, Canada, Pork industry

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Decreased price clustering in FTSE 100 future contracts following a transfer from floor to electronic trading

Article Abstract:

The impact of a migration from traditional open outcry trading to electronic trading upon price clustering in the FTSE 100 Stock Index futures contract traded at the London international Financial Futures and options Exchange (LIFFE) is studied. It is examined whether price-clustering behavior differs following a transfer of futures contracts from open outcry trading to an electronic system.

United Kingdom, Management dynamics, Security brokers and dealers, Securities & Commodities Services, Securities, Commodity Contracts, and Other Financial Investments and Related Activities, Securities industry, Company business management, London International Financial Futures and Options Exchange, Electronic trading (Securities), Online securities trading

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The design and pricing of fixed- and moving-window contracts: an application of Asian-Basket option pricing methods to the hog-finishing sector

Article Abstract:

The article describes moving and fixed futures contracts for hog finishing using a Japanese model.

Japan, Methods, Measurement, Options (Finance)

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