Learn · Commodity Derivatives & Risk Management
Lecture 10 of 60Week 2
Lecture 10: Futures Contract (Mark-to-Market/MTM Margin)
Prof. Prabina Rajib · IIT Kharagpur
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- Commodity Derivatives & Risk Management, IIT Kharagpur (at NPTEL)
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- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
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All the lectures
- Lecture 1: Introduction to Commodity Market
- Lecture 2: Commodity Spot Market & Different Types of Auction
- Lecture 3: Commodity Spot Market & Different Types of Auction
- Lecture 4: Introduction to forward contract
- Lecture 5: Introduction to Futures Contract
- Lecture 6: Futures Contract Specification
- Lecture 7: Futures Contract Specification (contd.)
- Lecture 8: Futures Contract Specification (contd.)
- Lecture 9: Futures Contract (Different Types of Margins)
- Lecture 10: Futures Contract (Mark-to-Market/MTM Margin)
- Lecture 11: Hedgers Vs. Speculators
- Lecture 12: Measures of Speculation
- Lecture 13: Spot Price, Futures Price & Basis Risk
- Lecture 14: Spot Price, Futures Price & Basis Risk (Contd.)
- Lecture 15: Pricing of Futures
- Lecture 16: Pricing of Futures (contd.)
- Lecture 17: Convenience Yield, Minimum Variance Hedge Ratio
- Lecture 18: Hedge Effectiveness, Cross Hedge, Stack & Roll Vs. Strip Hedge
- Lecture 19: Calendar Spread, Valuation of Futures vs. Forwards, Commodity Swaps
- Lecture 20: Commodity Swaps
- Lecture 21: Commodity Index
- Lecture 22: Commodity Index ( Contd. )
- Lecture 23: Commodity Options
- Lecture 24: Introduction to Commodity Options(cont..), Hedgers vs. Speculators
- Lecture 25: Pricing of Commodity Options
- Lecture 26: Commodity Options (cont.), Put-Call Parity & Put-Call Ratio
- Lecture 27: Put-Call Parity, Implied Volatility, Swaptions
- Lecture 28: Commodity Swaption (cont..) & Asian Options on Commodities
- Lecture 29: Commodity Derivatives Market : Value Proposition
- Lecture 30: Commodity Derivatives Market : Value Proposition
- Lecture 31: Agricultural Commodity Price Risk Management
- Lecture 32: Agricultural Commodity Price Risk Management (Cont..)
- Lecture 33: Agricommodities Price Risk, Seasonality, Crush Spread Futures
- Lecture 34: Agri-commodity Seasonality, Crush Spread Futures, Salmon Futures
- Lecture 35: Crush Spread Futures, Salmon Futures, Agri-commodity risk Management Practices
- Lecture 36: Gold & other Precious Metal Derivatives
- Lecture 37: Gold as Asset, LBMA Spot Price Fix
- Lecture 38: Gold as Asset, ETF, Gold-Silver Ratio
- Lecture 39: Gold Price Risk Management, Dehedge, Zero Cost Derivatives
- Lecture 40 : Gold Quanto Futures, Delta Hedge Trap
- Lecture 41 : Crude oil and Crude oil Derivatives Price Risk Management
- Lecture 42 : Crude oil and Crude oil Derivatives Price Risk Management (Cont..)
- Lecture 43 : Crack Spread Futures, Spread Options & Crude Oil Price Risk
- Lecture 44 : Crude Oil Price Risk Management: 3-Way Collar, Spread Options & Swaps
- Lecture 45 : Swaps, Calendar Spreads: Crude Oil & Natural Gas Risk Management
- Lecture 46 : Weather Derivatives
- Lecture 47 : Weather Derivatives (continued)
- Lecture 48 : Weather Derivatives (Snowfall, Rainfall & Hurricane)
- Lecture 49 : Weather Derivatives (Rainfall & Hurricane)
- Lecture 50 : Spot & Derivatives Contracts on Electricity
- Lecture 51 : Electricity Trading in Day Ahead Market (DAM)
- Lecture 52 : Spot & Derivatives in Electricity (System Price & Area Clearing Price)
- Lecture 53 : Spot & Derivatives in Electricity (Green DAM, Duck Curve, Dark/Spark Spread)
- Lecture 54 : Carbon Credits and Carbon Credit Derivatives Market
- Lecture 55 : Carbon Credits (CDM, JI, RGGI, REC, ESCerts)
- Lecture 56 : Carbon Credits (REC, ESCerts,CORSIA) & Carbon Derivatives
- Lecture 57 : Freight Rates Derivatives
- Lecture 58 : Freight Rates Derivatives (continued)
- Lecture 59 : Water Derivatives
- Lecture 60 : Real Estate Derivatives and Derivatives Losses