Long-Term Forward Contract

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Long-Term Forward Contract

A non-standardized, over-the-counter agreement in which one party agrees to buy a certain asset from the other at a certain price, at a certain time more than one year in the future. Because there is little secondary market for any forward contract, long-term forward contracts are zero-sum games; one party will win and the other will lose.
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The participants committed to work actively towards raising further awareness around the South Stream project as well as regional policy issues and a need for long-term forward planning that is required to invest in and deliver large scale energy infrastructure.
The Ibrox manager reckons he is simply not in the position to contemplate long-term forward planning for Premiership life ahead of the fight in store in next term's Championship.
In response," he said, "the international brewing industry placed long-term forward contracts on the assumption that beer output would continue to rise.
One of the broader conclusions that can be drawn from this study is that persistent long-term forward contamination is unlikely as long as bacterial cells are deposited in the upper 2 cm of the Martian surface dust.
The basic strategy calls for entering into long-term forward contracts for physical delivery with big grain suppliers such as Minneapolis-based Cargill Inc.
Sure, SAA would not have locked in the predictability of exchange rates for as long, but it would have mitigated the potential accounting impact of marking-to-market such long-term forward contracts.
This comparison lets us easily consider to what extent the recent behavior of long-term forward rates represents an unusual experience or not.
The more modest decline in the ten-year yield is essentially an average of the sharp decline in long-term forward rates and the concurrent increase in short-term rates.
Similarly, the long-term forward rate is the sum of the long-term real interest rate and long-term inflation expectations.
As its sole financial risk-management strategy, Newmont hedged gold using long-term forward pricing, but the company did not use the same strategy for copper.
Moreover, declines in spot and near-term oil futures and forward prices significantly exceeded declines in long-term forward prices.
Aside from the change in discount rates, Fitch applied the following changes from the earlier recovery analysis: applied a lower long-term forward power price curve to estimate the net present value of future unhedged cash flows for the coal plants and value of the gas hedges, employed market comparable sales to value the Comanche Peak nuclear units and the TXU Energy retail business, reflected the reduced ownership of Oncor shares from 100% to 80%, and revalued existing hedges upward consistent with the lower price deck used to value the coal plants.

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