Commodity & Derivatives Market University of Mumbai BMS 5th Sem Notes

09/04/2020 1 By indiafreenotes

Unit 1 Introduction to Commodities Market and Derivatives Market {Book}

a) Introduction to Commodities Market:

 

Meaning, History & Origin

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Types of Commodities Traded

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Structure of Commodities Market in India

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Participants in Commodities Market

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Trading in Commodities in India (Cash & Derivative Segment)

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Commodity Exchanges in India & Abroad

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Reasons for Investing in Commodities

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b) Introduction to Derivatives Market:

 

Derivatives Market: Meaning, History & Origin

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Elements of a Derivative Contract

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Factors Driving Growth of Derivatives Market

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Types of Derivatives

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Types of Underlying Assets

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Participants in Derivatives Market

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Advantages & Disadvantages of Trading in Derivatives Market

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Current Volumes of Derivative Trade in India

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Difference between Forwards & Futures

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Unit 2 Futures and Hedging {Book}

a) Futures:

Futures Contract Specification, Terminologies

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Concept of Convergence

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Relationship between Futures Price & Expected Spot Price

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Basis & Basis Risk

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Pricing of Futures Contract, Cost of Carry Model

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b) Hedging:

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Speculation & Arbitrage using Futures

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Long Hedge & Short Hedge

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Cash & Carry Arbitrage

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Reverse Cash & Carry Arbitrage

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Payoff Charts & Diagrams for Futures Contract

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Perfect & Imperfect Hedge

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Unit 3 Options and Option Pricing Models {Book}

a) Options:

 

Options Contract Specifications, Terminologies

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Call Option, Put Option

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Difference between Futures & Options

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Trading of Options

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Valuation of Options Contract

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Factors affecting Option Premium

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Payoff Charts & Diagrams for Options Contract

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Basic Understanding of Option Strategies

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b) Options Pricing Models:

 

Binomial Option Pricing Model

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Black – Scholes Option Pricing Model

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Unit 4 Trading, Clearing & Settlement in Derivatives Market and Types of Risk {Book}

a) Trading, Clearing & Settlement in Derivatives Market:

 

Meaning and Concept Trading, Clearing & Settlement in Derivatives Market

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SEBI Guidelines in Derivatives Market

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Trading Mechanism

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Clearing Mechanism

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Types of Orders in Derivatives Market

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NSCCL its Objectives & Functions

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Types of Settlement in Derivatives Market

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b) Types of Risk:

 

Value at Risk, Methods of calculating VaR

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Risk Management Measures

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Types of Margins, SPAN Margin

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