THE FUTURES MARKET
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INTRODUCTION
What we
know as the futures market of today came from some
humble beginnings. Trading in futures originated in Japan during
the 18th century and was primarily used for the trading of rice and
silk. It wasn't until the 1850s that the U.S. started using futures
markets to buy and sell commodities such as cotton, corn and
wheat.
A futures
contract is a type of derivative instrument, or financial
contract, in which two parties agree to transact a set of financial
instruments or physical commodities for future delivery at a
particular price. If you buy a futures contract, you are basically
agreeing to buy something, for a set price, that is not deliverable
until a future date. But participating in the futures market does not
necessarily mean that you will be responsible for receiving or
delivering large inventories of physical commodities. Traders in the
futures market primarily enter into futures contracts to hedge risk or
speculate rather than exchange physical goods. The cash (spot)
market is where producers exchange physical goods. Futures are
used as financial instruments which to eventually tend to parralell
the price movement of the underlying cash market.
The consensus
in the investment world is that the futures market is
a major financial hub, providing an outlet for intense competition
among buyers and sellers and, more importantly, providing a center
to manage price risks. The futures market is extremely liquid, risky,
and complex by nature, but it can be understood if we break down
how it functions.
While futures
are not for the risk-averse, they are useful for a wide
range of people. A common denominator among all futures
contracts, is the need for hedging the underlying commodity.
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HISTORY
Before the
North American futures market originated some 150
years ago, farmers would grow their crops and then bring them to
market in the hope of selling their inventory. But without any
indication of demand, supply often exceeded what was needed, and
unpurchased crops were left to rot in the streets. Conversely, when
a given commodity, such as grain, was out of season, the goods
made from it became very expensive because the crop was no
longer available.
In the mid-19th
century, central grain markets were established and
a central marketplace was created for farmers to bring their
commodities and sell them either for immediate delivery (spot
trading) or for forward delivery. The forward delivery contracts were
the forerunners to today's futures contracts. In fact, this concept
saved many a farmer the loss of crops and profits and helped
stabilize supply and prices in the off-season. An important
distinction between forward contracts and futures contracts is
contract spefication. Specifications for all futures contracts for a
particular commodity are the same, except for price. Forward
contracts could have varying specifications, such as size, quality,
and delivery date.
As the agriculture
commodities dominated the futures markets for
over 100 years, financial contracts, such as foreign currencies,
treasuries, and stock indices were introduced in the 1970's and
1980's, and have dominated the futures industry ever since.
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HOW IT WORKS
The futures
market is a centralized marketplace for buyers and
sellers from around the world who meet and enter into futures
contracts. Pricing can be based on an open cry system, or bids and
offers can be matched electronically. The futures contract will state
the price that will be paid and the date of delivery. But don't worry,
as we mentioned earlier, almost all futures contracts end without
the actual physical delivery of the commodity
A futures
contract is an agreement between two parties: a short
position, the party who agrees to deliver a commodity, and a long
position, the party who agrees to receive a commodity.
In every
futures contract, everything is specified. The quantity and
quality of the commodity, the specific price per unit, and the date
and method of delivery. The price of a futures contract is
represented by the agreed-upon price of the underlying commodity
or financial instrument that will be delivered in the future.
Profit And
Loss - Open Trade Equity
The profits
and losses of a futures depend on the daily movements
of the market for that contract and is calculated on a daily basis. For
example, say the futures contracts for wheat increases 10 cents per
bushel the day after a trade is made. (Each cent change is equal to
$50.00).
On the day
the change occurs, the seller's account is debited $500
(10 cent x $50), and the buyers account is credited $500. As the
market moves every day, these kinds of adjustments are made
accordingly. Unlike the stock market, futures positions are settled
on a daily basis, which means that gains and losses from a day's
trading are deducted or credited to a person's account each day. In
the stock market, the capital gains or losses from movements in
price aren't realized until the investor decides to sell the stock or
cover his or her short position.
As the accounts
of the parties in futures contracts are adjusted
every day, most transactions in the futures market are settled in
cash, and the actual physical commodity is bought or sold in the
cash market. Prices in the cash and futures market tend to move
parallel to one another, and when a futures contract expires, the
prices merge into one price. So on the date either party decides to
close out their futures position, the contract will be settled.
A futures
contract is really more like a financial position. You can
see that the two parties in the wheat futures contract discussed
above could be speculators or hedgers. If a speculator, the profit or
loss is treated as a short-term capital gain. If a hedger, the gain or
loss would offset the change in value of the underlying physical
commodity.
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THE PLAYERS
Hedgers
Farmers,
manufacturers, importers and exporters can all be
hedgers. A hedger buys or sells in the futures market to secure the
future price of a commodity intended to be sold at a later date in the
cash market. This helps protect against price risks.
The holders
of the long position in futures contracts (the buyers of
the commodity), are trying to secure as low a price as possible. The
short holders of the contract (the sellers of the commodity) will want
to secure as high a price as possible. The futures contract,
however, provides a definite price certainty for both parties, which
reduces the risks associated with price volatility. Hedging by means
of futures contracts can also be used as a means to lock in an
acceptable price margin between the cost of the raw material and
the retail cost of the final product sold.
Speculators
Other market
participants, however, do not aim to minimize risk but
rather to benefit from the inherently risky nature of the futures
market. These are the speculators, and they aim to profit from the
very price change that hedgers are protecting themselves against.
Hedgers want to minimize their risk no matter what they're investing
in, while speculators want to increase their risk and therefore
maximize their profits. The speculator is vitally important as they
help provide the liquidity that the hedger needs.
In the futures
market, a speculator buying a contract low in order to
sell high in the future might be buying that contract from a hedger
selling a contract low in anticipation of declining prices in the future.
Unlike the
hedger, the speculator does not actually seek to own the
commodity in question. Rather, he or she will enter the market
seeking profits by offsetting rising and declining prices through the
buying and selling of contracts.
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REGULATION
The United
States' futures market is regulated by the Commodity
Futures Trading Commission (CFTC), an independent agency of
the U.S. government. The market is also subject to regulation by
the National Futures Association (NFA), a self-regulatory body
authorized by the U.S. Congress and subject to CFTC supervision.
A broker
and/or firm must be registered with the CFTC in order to
issue or buy or sell futures contracts. Futures brokers must also be
registered with the NFA and the CFTC in order to conduct business.
The CFTC has the power to seek criminal prosecution through the
Department of Justice in cases of illegal activity, while violations
against the NFA's business ethics and code of conduct can
permanently bar a company or a person from dealing on the futures
exchange. It is imperative for investors wanting to enter the futures
market to understand these regulations and make sure that the
brokers, traders or companies acting on their behalf are licensed by
the CFTC.
In the unfortunate
event of conflict or illegal loss, you can look to the
NFA for arbitration and appeal to the CFTC for reparations. Know
your rights as an investor!
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