instruction to the survey
... if SEK 100 000 worth of shares in a fund have been sold and SEK 50 000 worth of shares have been bought, the transaction would be recorded as -100+50=-50 ...
... if SEK 100 000 worth of shares in a fund have been sold and SEK 50 000 worth of shares have been bought, the transaction would be recorded as -100+50=-50 ...
Oaktree High Yield Bond Fund
... considerations not typically associated with investing in other more established economies or markets. In emerging markets, there is often less government supervision and regulation of business and industry practices, stock exchanges, over-the-counter markets, brokers, dealers, counterparties and is ...
... considerations not typically associated with investing in other more established economies or markets. In emerging markets, there is often less government supervision and regulation of business and industry practices, stock exchanges, over-the-counter markets, brokers, dealers, counterparties and is ...
Dual-Listed IPOs - Boston University
... (IPO) when for the first time a private company offers its shares publicly simultaneously on an exchange based in the company’s home country and on an exchange in the United States.1 A company headquartered outside of the United States, e.g., a foreign corporation, is able to take advantage of uniqu ...
... (IPO) when for the first time a private company offers its shares publicly simultaneously on an exchange based in the company’s home country and on an exchange in the United States.1 A company headquartered outside of the United States, e.g., a foreign corporation, is able to take advantage of uniqu ...
Turquoise Derivatives - Strike Price Generation
... This document is being distributed by Turquoise Global Holdings Limited only to, and is directed only at (a) persons who have professional experience in matters relating to investments who fall within Article 19(1) of the FSMA 2000 (Financial Promotion) Order 2005 and (b) persons to whom it may othe ...
... This document is being distributed by Turquoise Global Holdings Limited only to, and is directed only at (a) persons who have professional experience in matters relating to investments who fall within Article 19(1) of the FSMA 2000 (Financial Promotion) Order 2005 and (b) persons to whom it may othe ...
Security Futures
... margin outlay or any additional maintenance margin payments made to cover losses on futures contracts, or that losses will not exceed margin payments made. It is important to emphasize that sellers of futures contracts have the same margin obligations as buyers. Whereas buyers may be called on to de ...
... margin outlay or any additional maintenance margin payments made to cover losses on futures contracts, or that losses will not exceed margin payments made. It is important to emphasize that sellers of futures contracts have the same margin obligations as buyers. Whereas buyers may be called on to de ...
Determination of Forward and Futures Prices
... If F0 > (S0 – I) erT an arbitrageur can lock in a profit by buying the asset and shorting a forward contract on the asset; If F0 < (S0 – I) erT an arbitrageur can lock in a profit by shorting the asset and taking a long position in a forward contract. If short sales are not possible, investors ...
... If F0 > (S0 – I) erT an arbitrageur can lock in a profit by buying the asset and shorting a forward contract on the asset; If F0 < (S0 – I) erT an arbitrageur can lock in a profit by shorting the asset and taking a long position in a forward contract. If short sales are not possible, investors ...
Reporting Form SRF 536.0 Repurchase Agreements Instructions
... holder. Repos and securities lending/borrowing both occur at a specified price with a commitment to repurchase the same or similar securities at a fixed price on a future date, which is specified in the contract or available on demand. Primarily the difference between repos and securities lending/bo ...
... holder. Repos and securities lending/borrowing both occur at a specified price with a commitment to repurchase the same or similar securities at a fixed price on a future date, which is specified in the contract or available on demand. Primarily the difference between repos and securities lending/bo ...
The Trading Behavior of Institutions and Individuals in Chinese
... Financial economists are always intrigued by the trading behavior of institutional and individual investors in the financial markets. The recent availability of more proprietary data has afforded them the opportunity to empirically study the issue. Much of the evidence shows that past price performa ...
... Financial economists are always intrigued by the trading behavior of institutional and individual investors in the financial markets. The recent availability of more proprietary data has afforded them the opportunity to empirically study the issue. Much of the evidence shows that past price performa ...
Large Cap Value Select UMA Hancock Horizon
... in managing accounts and investment products, in the same or a substantially similar investment discipline. (For periods through June 2012, the Fiduciary Services program operated through two channels - Morgan Stanley channel and the Smith Barney channel - and any performance and other data relating ...
... in managing accounts and investment products, in the same or a substantially similar investment discipline. (For periods through June 2012, the Fiduciary Services program operated through two channels - Morgan Stanley channel and the Smith Barney channel - and any performance and other data relating ...
Securities Trading Policy
... the Investor Relations Executive Officer and, via the latter, the CVM and the stock exchanges where Vale's shares are listed for trading: - The amount of securities (including derivatives or any other securities referenced in shares) issued by Vale and its subsidiaries or parent companies that are p ...
... the Investor Relations Executive Officer and, via the latter, the CVM and the stock exchanges where Vale's shares are listed for trading: - The amount of securities (including derivatives or any other securities referenced in shares) issued by Vale and its subsidiaries or parent companies that are p ...
Weekly Economic Update
... This material was prepared by MarketingPro, Inc., and does not necessarily represent the views of the presenting party, nor their affiliates. This information has been derived from sources believed to be accurate. Please note - investing involves risk, and past performance is no guarantee of future ...
... This material was prepared by MarketingPro, Inc., and does not necessarily represent the views of the presenting party, nor their affiliates. This information has been derived from sources believed to be accurate. Please note - investing involves risk, and past performance is no guarantee of future ...
Trading Strategies Involving Options
... The price today of a risk-free $1,000 par value bond is 1,000 x e-0.06x3 or $835.27 and the dollar interest earned will be 1,000 – 835.27 = $164.73 The bank finds a 3-year call option (on a stock or portfolio) costing less than $164.73 and offers it to the client along with the risk-free bond. The c ...
... The price today of a risk-free $1,000 par value bond is 1,000 x e-0.06x3 or $835.27 and the dollar interest earned will be 1,000 – 835.27 = $164.73 The bank finds a 3-year call option (on a stock or portfolio) costing less than $164.73 and offers it to the client along with the risk-free bond. The c ...
Efficient Risk Reducing Strategies by International Diversification
... Fluctuating exchange rates represent a crucial factor for investors who want to diversify their investment portfolio internationally. So, it is important to study whether hedging the exchange rate risk is worthwhile. A standard approach is to hedge the exchange rate risk completely through the use ...
... Fluctuating exchange rates represent a crucial factor for investors who want to diversify their investment portfolio internationally. So, it is important to study whether hedging the exchange rate risk is worthwhile. A standard approach is to hedge the exchange rate risk completely through the use ...
Short (finance)
.png?width=300)
In finance, short selling (also known as shorting or going short) is the practice of selling securities or other financial instruments that are not currently owned, and subsequently repurchasing them (""covering""). In the event of an interim price decline, the short seller will profit, since the cost of (re)purchase will be less than the proceeds which were received upon the initial (short) sale. Conversely, the short position will be closed out at a loss in the event that the price of a shorted instrument should rise prior to repurchase. The potential loss on a short sale is theoretically unlimited in the event of an unlimited rise in the price of the instrument, however in practice the short seller will be required to post margin or collateral to cover losses, and any inability to do so on a timely basis would cause its broker or counterparty to liquidate the position. In the securities markets, the seller generally must borrow the securities in order to effect delivery in the short sale. In some cases, the short seller must pay a fee to borrow the securities and must additionally reimburse the lender for cash returns the lender would have received had the securities not been loaned out.Short selling is most commonly done with instruments traded in public securities, futures or currency markets, due to the liquidity and real-time price dissemination characteristic of such markets and because the instruments defined within each class are fungible.In practical terms, going short can be considered the opposite of the conventional practice of ""going long"", whereby an investor profits from an increase in the price of the asset. Mathematically, the return from a short position is equivalent to that of owning (being ""long"") a negative amount of the instrument. A short sale may be motivated by a variety of objectives. Speculators may sell short in the hope of realizing a profit on an instrument which appears to be overvalued, just as long investors or speculators hope to profit from a rise in the price of an instrument which appears undervalued. Traders or fund managers may hedge a long position or a portfolio through one or more short positions.