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One derivative contract is a forward contract, where parties agree to trade assets at a future date at a specified price. Both forward and futures contracts are similar in terms of their nature. However, future contracts are standardized agreements, unlike forward contracts. These videos (along with the attached slides) discuss financial futures contacts in detail, including how to calculate payoffs. What are some other differences between forward contracts and futures contracts, and what determines forward and futures prices?
Finance Theory
Forward Contracts
Definition: A forward contract is a commitment to purchase at a future date a given amount of a commodity or an asset at a price agreed on today.
- The price fixed now for future exchange is the forward price
- The buyer of the underlying is said to be "long" the forward
Features of Forward Contracts
- Customized
- Non-standard and traded over the counter (not on exchanges)
- No money changes hands until maturity
- Non-trivial counter party risk
Example:
- Current price of soybeans is $160/ton
- Tofu manufacturer needs 1,000 tons in 3 months
- Wants to make sure that 1,000 tons will be available
- 3-month forward contract for 1,000 tons of soybeans at $165/ton
- Long side will buy 1,000 tons from short side at $165/ton in 3 months