Futures Equivalent

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Futures Equivalent

The number of futures contracts needed to have the same risk as a given options strategy.
References in periodicals archive ?
The unforgiving options price models would have dictated that between 150 million and 250 million barrels of futures equivalents be sold to assure the financial solvency of the firms writing the contracts.
Record Longs By the close of trading on April 30, money managers had amassed bullish positions across four natural gas contracts that totaled 456,475 futures equivalents, the CFTC report showed.