The
forward price case requires the introduction of a component which could be able to reflect the fact that the
forward price depends also on the time to maturity.
The relationship between spot and
forward price behaviour shows that the spot price in a daily pattern is volatile and the
forward price is smooth.
Thus, the hedge position is independent of the market structure of the
forward price b-Ep.
Currenex subscribers can also sub scribe to premium FENICS services, including the ability to price exotic options and use third-party mathematical models, as well as near-time volatility, spot and
forward price feeds.
Falling sales will help spur the main manufacturers into bringing
forward price cuts - if only to shift the cars lying on forecourts.
During the October - December 2010 period, the power
forward price for the first quarter of 2011 in Nord Pool climbed to EUR84 per MWh in December from EUR51 per MWh in October with the highest increase of EUR22 being observed for December.
5p) have almost trebled since hitting a low of 49p three years ago and are trading on a
forward price earnings ratio of 14 times.
A quotable contingent payment is a contingent payment substantially similar to a property right for which
forward price quotes are readily available.
The
forward price was still at $3,051 on Friday thanks to some fund buying but then the market was hit by a surge in the value of the US dollar and the three-months price closed the week unchanged at $3,001.
Having touched $3,297 on Friday, the
forward price finally closed the week $57 up at $3,287.
