Risk Management, Speculation and Derivative Securities
By Geoffrey Poitras

List of Tables

Chapter 1: Derivative Securities

Table 1.1: Comparison of Futures and Forward Contracts
Table 1.2: Open Interest, Futures Trading, and the Associated Cash Flows
Table 1.3: Margins for Speculative/Non-Member Accounts: Selected Commodity Futures Contracts
Table 1.4: Recent Corporate Losses Arising from Derivatives Trading
Table 1.5: Ten Holding Companies with the Most Derivatives Contracts (June 30, 1993, Notional Amounts, in $ Millions)
Table 1.6: US Futures Exchanges and Selected Contracts Traded
Table 1.7: Estimated Number of Futures Contracts Traded in U.S. Markets from Sept. 1998 through Sept. 2000
Table 1.8: Selected Contracts Traded on Foreign Futures Exchanges
Table 1.9: Price quotations for futures options, ( Source: The Globe and Mail, Oct. 6, 2001. Reprinted with permission.)

Chapter 2: Risk-Management Concepts

Table 2.1: Profit Function for a Long Futures Position
Table 2.2: Profit Function for a Grain Elevator Hedge Using Futures Contracts
Table 2.3: Profit Function for an Intracommodity Futures Spread Position
Table 2.4: Stylized Short (Long) Hedge Profit Function
Table 2.5: Questions Relevant to Formulating Natural Hedging Strategies

Chapter 3: Speculative Trading Strategies

Table 3.1: Profit Function for a One-to-One Intracommodity Futures Spread Position
Table 3.2: Profit Function for a General Intracommodity Futures Spread Position
Table 3.3: Profit Function for a Tailed T-Bond Spread

Chapter 4: Arbitrage and the Basis

Table 4.1: Profit Function for a Long Gold Cash-and-Carry Arbitrage
Table 4.2: Profit Function for a Short Gold Cash-and-Carry Arbitrage
Table 4.3: Short Covered Interest Arbitrage Trade
Table 4.4: Short Forward Forward Arbitrage
Table 4.5: Bankers' Foreign Exchange Swap Speculation
Table...
Copyright Elsevier Science (USA). 2002 under license agreement with Books24x7
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