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Template:Equity swaps on futures: Difference between revisions
Template:Equity swaps on futures (view source)
Revision as of 16:04, 26 September 2019
, 26 September 2019→{{eqderivprov|Share Transactions}} on futures
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As is so often the case, the answer can be laid at the door of our American friends. The [[CFTC]] doesn’t allow one to write swaps on certain {{eqderivprov|Shares}}, so if you want synthetic exposure to them, the, ahhh, [[future]] is your only hope.<ref>This sounds like something [[Criswell]] would say, doesn’t it?</ref> | As is so often the case, the answer can be laid at the door of our American friends. The [[CFTC]] doesn’t allow one to write swaps on certain {{eqderivprov|Shares}}, so if you want synthetic exposure to them, the, ahhh, [[future]] is your only hope.<ref>This sounds like something [[Criswell]] would say, doesn’t it?</ref> | ||
You may want to borrow some of the concepts from this Futures Price Valuation, but you’ll need to do some ninja [[mutatis mutandis]] moves. | You may want to borrow some of the concepts from this {{eqderivprov|Futures Price Valuation}} — what’s not to like about ISDA standard drafting, after all — but you’ll need to do some ninja ''[[mutatis mutandis]]'' moves, taking our references to “{{eqderivprov|Index}}” throughougt and replacing them with references to “the assets underling the {{eqderivprov|Exchange-traded Contract}}”. | ||