FIRST ASSET CANADIAN DIVIDEND LOW VOLATILITY INDEX ETF
... rates of return of the Fund are the historical annual compounded total returns, including changes in unit value and do not take into account sales, redemption or optional charges or income taxes payable by a security holder that would have reduced returns. Performance is calculated net of fees. This ...
... rates of return of the Fund are the historical annual compounded total returns, including changes in unit value and do not take into account sales, redemption or optional charges or income taxes payable by a security holder that would have reduced returns. Performance is calculated net of fees. This ...
Markit iBoxx ABF Indices
... The indices serve as benchmarks for asset managers and investors and may form the basis for traded products, such as ETFs. Multiple-source pricing ensures that they are an accurate reflection of the underlying markets. ...
... The indices serve as benchmarks for asset managers and investors and may form the basis for traded products, such as ETFs. Multiple-source pricing ensures that they are an accurate reflection of the underlying markets. ...
Futurization of Swaps
... U.S. swaps markets, the SEC and the CFTC, have been worried only about geographic regulatory arbitrage, or the movement of swaps transactions out of the country. But in testimony in December before a subcommittee of the House Financial Services Committee, a number of market participants said a diffe ...
... U.S. swaps markets, the SEC and the CFTC, have been worried only about geographic regulatory arbitrage, or the movement of swaps transactions out of the country. But in testimony in December before a subcommittee of the House Financial Services Committee, a number of market participants said a diffe ...
Trading Behaviors Under Floating Exchange Rate System: An Analysis of South Korea’s Financial Market
... completely on May 25, 1998 and the local bond markets and money markets were completely opened up to foreign players. ...
... completely on May 25, 1998 and the local bond markets and money markets were completely opened up to foreign players. ...
C. Mon. Sept. 30--STOCK MARKET GAME PACKET FALL 2013
... EXCHANGE TRADED FUNDS (ETFs) An exchange-traded fund (or ETF) is an investment vehicle traded on stock exchanges, much like stocks. An ETF holds assets such as stocks or bonds and trades at approximately the same price as the net asset value of its underlying assets over the course of the trading da ...
... EXCHANGE TRADED FUNDS (ETFs) An exchange-traded fund (or ETF) is an investment vehicle traded on stock exchanges, much like stocks. An ETF holds assets such as stocks or bonds and trades at approximately the same price as the net asset value of its underlying assets over the course of the trading da ...
multi-market trading and market liquidity: the post-mifid picture
... 3 MTFs with significant market shares ● Chi-X for all securities ● BATS Europe more specifically on large UK equities ● Turquoise more specifically on Euronext large equities ...
... 3 MTFs with significant market shares ● Chi-X for all securities ● BATS Europe more specifically on large UK equities ● Turquoise more specifically on Euronext large equities ...
Modification to the Trading Hours
... the rate applicable on the previous business day for which a rate was reported. For example, Friday’s rate is used for Saturday and Sunday rates. The daily overnight repo rate (CORRA) is calculated and reported by the Bank of Canada. ...
... the rate applicable on the previous business day for which a rate was reported. For example, Friday’s rate is used for Saturday and Sunday rates. The daily overnight repo rate (CORRA) is calculated and reported by the Bank of Canada. ...
Investor Sentiment and Price Predictability in the Oil Future Market
... It is more likely to happen that sentiment affect upcoming price movements when the market sentiment is bullish rather than when the market sentiment is normal Examining when the sentiment is suspected to be bullish - Retrieve sentiment level that is higher than the average level over the sample per ...
... It is more likely to happen that sentiment affect upcoming price movements when the market sentiment is bullish rather than when the market sentiment is normal Examining when the sentiment is suspected to be bullish - Retrieve sentiment level that is higher than the average level over the sample per ...
The Greek Letters
... A portfolio manager is often interested in acquiring a put option on his or her portfolio. The provides protection against market declines while preserving the potential for a gain if the market does well. Options markets don’t always have the liquidity to absorb the trades required by managers of l ...
... A portfolio manager is often interested in acquiring a put option on his or her portfolio. The provides protection against market declines while preserving the potential for a gain if the market does well. Options markets don’t always have the liquidity to absorb the trades required by managers of l ...
The Role of Positions and Activities In Derivative Pricing A
... VIX futures is not only the most actively traded vol derivatives on the most active index (hence economically significant), but it is also the hub of many connections, and thus the perfect test bed for demand and pricing propagations. The term structure: Hedging a futures contracts with a nearby fut ...
... VIX futures is not only the most actively traded vol derivatives on the most active index (hence economically significant), but it is also the hub of many connections, and thus the perfect test bed for demand and pricing propagations. The term structure: Hedging a futures contracts with a nearby fut ...
Derivatives Markets for Home Prices
... open interest in the ten contracts together, which peaked at $109 million in February 2007, has fallen with each contract expiration, and stood at $49 million as of November 21, 2007. Between contract expirations the open interest has been growing at a good rate: open interest grew at a steady rate ...
... open interest in the ten contracts together, which peaked at $109 million in February 2007, has fallen with each contract expiration, and stood at $49 million as of November 21, 2007. Between contract expirations the open interest has been growing at a good rate: open interest grew at a steady rate ...
(the “Stock Exchange”) take no responsi
... under the terms and conditions of the CBBCs (the “Conditions”), a Mandatory Call Event (the “MCE”) in respect of the CBBCs described in the table below occurred at the time (the “MCE Time”) specified in the table below on 11 July 2017 (the “MCE Date”) and trading of the CBBCs has been suspended by t ...
... under the terms and conditions of the CBBCs (the “Conditions”), a Mandatory Call Event (the “MCE”) in respect of the CBBCs described in the table below occurred at the time (the “MCE Time”) specified in the table below on 11 July 2017 (the “MCE Date”) and trading of the CBBCs has been suspended by t ...
Derivatives and Risk Management
... b. According to COSO, enterprise risk management “is a process, effected by an entity’s board of directors, management and other personnel, applied in strategy setting and across the enterprise, designed to identify potential events that may affect the entity, and manage risk to be within its risk a ...
... b. According to COSO, enterprise risk management “is a process, effected by an entity’s board of directors, management and other personnel, applied in strategy setting and across the enterprise, designed to identify potential events that may affect the entity, and manage risk to be within its risk a ...
Commodity Market Capital Flow and Asset Return Predictability ∗ Harrison Hong
... or less to maturity. These contracts are typically illiquid because futures traders do not want to take delivery of the underlying physical commodity. We therefore rule out investment strategies that require holding futures contracts to maturity. While Gorton and Rouwenhorst (2006) isolate the contr ...
... or less to maturity. These contracts are typically illiquid because futures traders do not want to take delivery of the underlying physical commodity. We therefore rule out investment strategies that require holding futures contracts to maturity. While Gorton and Rouwenhorst (2006) isolate the contr ...
Valuing Stock Options: The Black-Scholes
... Fundamentals of Futures and Options Markets, 7th Ed, Ch 13, Copyright © John C. Hull 2010 ...
... Fundamentals of Futures and Options Markets, 7th Ed, Ch 13, Copyright © John C. Hull 2010 ...
IIAC Comments to CSA re the Application of the Order Protection
... As stated in our previous submissions relating to the multiple marketplace regime and the OPR, we are of the view that the protected market component of the OPR has unnecessarily increased costs, added complexity to the market and provided a regulatory subsidy for unproven and underperforming market ...
... As stated in our previous submissions relating to the multiple marketplace regime and the OPR, we are of the view that the protected market component of the OPR has unnecessarily increased costs, added complexity to the market and provided a regulatory subsidy for unproven and underperforming market ...
The Dual-Listing Law:
... Israeli investors, both institutional and retail, who are currently not investing in U.S./U.K.-traded securities. Both institutional and retail investors are expected to substantially increase their holdings of shares that dual-list on the TASE. The TASE’s low transaction costs, convenient time zone ...
... Israeli investors, both institutional and retail, who are currently not investing in U.S./U.K.-traded securities. Both institutional and retail investors are expected to substantially increase their holdings of shares that dual-list on the TASE. The TASE’s low transaction costs, convenient time zone ...
Chapter: 351 EXCHANGES (SPECIAL LEVY) ORDINANCE Gazette
... In this Ordinance, unless the context otherwise requires"Commission" (監察委員會) means the Securities and Futures Commission established by section 3 of the Securities and Futures Commission Ordinance (Cap 24); (Added 71 of 1993 s. 2) "facility letters" (提供貸款通知書) means the facility letters entered into ...
... In this Ordinance, unless the context otherwise requires"Commission" (監察委員會) means the Securities and Futures Commission established by section 3 of the Securities and Futures Commission Ordinance (Cap 24); (Added 71 of 1993 s. 2) "facility letters" (提供貸款通知書) means the facility letters entered into ...
semester v cm05bba05 – investment management
... b. Securities in a depository are fungible c. Securities in a depository are held in dematerialized form d. Dematerialized securities have distinct numbers 93. SEBI has prescribed code of conduct for the sub broker in _____________ a. Indian contract Act,1872 b. Securities Contract (Regulation) Act ...
... b. Securities in a depository are fungible c. Securities in a depository are held in dematerialized form d. Dematerialized securities have distinct numbers 93. SEBI has prescribed code of conduct for the sub broker in _____________ a. Indian contract Act,1872 b. Securities Contract (Regulation) Act ...
Commodity market
A 'commodity market' is a market that trades in primary rather than manufactured products. Soft commodities are agricultural products such as wheat, coffee, cocoa and sugar. Hard commodities are mined, such as gold and oil. Investors access about 50 major commodity markets worldwide with purely financial transactions increasingly outnumbering physical trades in which goods are delivered. Futures contracts are the oldest way of investing in commodities. Futures are secured by physical assets. Commodity markets can include physical trading and derivatives trading using spot prices, forwards, futures, and options on futures. Farmers have used a simple form of derivative trading in the commodity market for centuries for price risk management.A financial derivative is a financial instrument whose value is derived from a commodity termed an underlier. Derivatives are either exchange-traded or over-the-counter (OTC). An increasing number of derivatives are traded via clearing houses some with Central Counterparty Clearing, which provide clearing and settlement services on a futures exchange, as well as off-exchange in the OTC market.Derivatives such as futures contracts, Swaps (1970s-), Exchange-traded Commodities (ETC) (2003-), forward contracts have become the primary trading instruments in commodity markets. Futures are traded on regulated commodities exchanges. Over-the-counter (OTC) contracts are ""privately negotiated bilateral contracts entered into between the contracting parties directly"".Exchange-traded funds (ETFs) began to feature commodities in 2003. Gold ETFs are based on ""electronic gold"" that does not entail the ownership of physical bullion, with its added costs of insurance and storage in repositories such as the London bullion market. According to the World Gold Council, ETFs allow investors to be exposed to the gold market without the risk of price volatility associated with gold as a physical commodity.