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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
While the firm registers its securities, it can also distribute a preliminary prospectus to prospective investors.
Red Herring Prospectus
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
facilitates the trading of previoulsy issued stocks
Secondary stock market
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
1. The NY stock exchange 2. The American Stock Exchange (AMEX) 3. The National Association of securities Delaers Automatied Quotation (NADAQ) - The NYSE is the best known and one of hte most powerful stock market in the world, the NASDAQ is growing fast, the AMEX is small and getting smaller.
3 major secondary stock markets
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- All transactions occur at trading posts. - Each stock has a specialist - Individual investors cantact their borkers, who send buy and sell orders th their representatives at the NYSE. - The representatives fulfill the orders by dealing with specialist or with other brokers - The are also floor borkers - Investors who use on-line trading bypass the broker and go directly to the floor broker who fulfills their buy and sell orders the same way a commission broker would
NYSE trading process
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
specific locations on the floor of the exchange
Trading posts
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
an exchange member who arranges the market for that stock, maintains its liquidity and buys back stock as necessary to stabilize its price.
Specialist
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
work independently from large brokerage firms
Floor brokers
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
Market order and limit orders
2 types of orders sent to floor and commission brokers
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
asks the broker to transact at the best price available when the order reaches the post
Market Order
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
asks the broker to transact at a specified price. - Limit orders can be left with the stock's specialist who will execute the trade when the price is reached.
Limit Order
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The simultaneous, computer-assisted bying and selling of a portfolio of atleast 15 different stocks valued at more than $1 million.
Program Trading
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
which equals the company's closing price divided by its earnings per share over the previous year, inidicating the stock's relative profitability and value.
P/E ratio
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
divide the firm's closing price by it's PE ratio
Earning's per share calculations
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
indicates high expections of growth in earnings
A high PE ratio
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
indicates the stock's earnings are not expecte to grow quickly
A low PE ratio
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
lists stocks of smaller firms with national interest. The AMEX is organized like the NYSE.
The AMEX trading process
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The NASDAQ is the world's first electronic stock market. It currently has more firms listed thean the NYSE. - It is a dealers market; Groups of dealers make the market for each stock. - The original UW of a new issue can become a dealer of that stock in the NASDAQ. - All NASDAQ trades are negotiated. Stocks go to the investor with the best price.
The NASDAQ
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The NYSE has stringent listing requirements, but firms that list on the NYSE enjoy the benefits of improved marketability, publicity, and access to financial markets. - The AMEX has less stringent listing requirements. - Firms do not meet NYSE or AMEX requirements trade on the NASDAQ.
Market Listing Requirements
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a composite value of a group of stocks traded on teh secondary market that indicates the overall market's performance and trend.
Stock Market Indexes
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
composite of the stocks of 30 large companies, each with a history of successful growth. - That list of 30 companies changes occassionally. - Also publishes indexes for transportation companies, utility companies, and a composite in all of its indexes.
Dow Jones Industrial Average
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a composite of all common stocks listed on the NYSE with four sub-indexes for industrial, transportation, utility and financial companies
The NYSE composite Index
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a composite of 500 of the largest US corporations each listed on either of the NYSE or the NASDAQ, with sub-indexes for utility companies
The Standard and Poor's 500 Index
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a composite of all industiral companies, banks, and insurers listed on the NASDAQ, with sub-indexes for industrial companies, banks, insurers, computer companies, and telecommunications companies.
The NASDAQ composite index
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
measure the performance of all US headquartered equity securities that are actively traded in an US based stock market and have available price data
The Wilshire 5000 Index
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
Households are the largest holders of corporate stock. They own more stock through direct holdings than they do through mutual funds. 50% of all stockholders are under 45. Teh major invsetors are between ages 45 and 64
Stock Market Participants
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
investors expectations of future profitabiity since stock prices increase with expected future dividends. - Investors are willing to pay more for stocks that seem destined to rise, and so the prices of those stocks go up. - Investors shy away from stocks that seem unsafe, and so those prices fall.
Stock prices reflect
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- The stock market does not accurately forecast recessions. - Some but not all recessions have been preceded by a decline in stock market indexes. Some declines in indexes have not resuled in recessions at all.
Stock market and recession
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The speed with which a stock's price adjusts to interest rate changes or other significant changes that ought to affect the stock's value.
Market efficiency
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
-Weak form of market efficiency hypothesis -Semi-strong form of market efficiency hypothesis -Strong form of market efficiency hypothesis
3 Hypotheses of market efficiency
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
Holds that current stock price reflects all historic public information about a company...that using past information about a company to predict its future stock price is useless. - It is consistent with random walk hypothesis. - Empirical evidence generally supports the weak form of market efficiency hypothesis: price changes are random and therefore are not predictable.
Weak form of market efficiency hypothesis
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
holds that historical stock prices can not be used to predict future stock prices
Random walk hypothesis
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
Holds that public information about a company is immediately reflected in its stock price. In other words, stock prices respond immediately to new public information about the company. - Empirical evidence supports the semi-strong form of market efficiency hypothesis.
Semi-strong form of market efficiency hypothesis
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
holds that a stock's price reflects all public and all private information about the company... that even inside information can not help an investor make better stock choices. - Because inside information is not available to investors, it's difficult to test this hypothesis.
Strong form of market efficinecy hypothesis
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
requires each SEC-listed compnay to register its stocks and to issue a prospectus with its new stock
The Securitieis Act of 1993
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
established the Securities and Exchange Commission as the main agency responsible for overseeing the secondary stock market.
The Securities Exchange Act of 1934
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
outlaws selective disclosure of trading information
Regulation FD (fair disclosure) 2000
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
created an independent auditing board under the SEC, increased penalties for corporate malfeasance, and created recourse for wronged shareholders
Sarbanes-Oxley Act (2002)
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
oversees the full and fair disclosure of information on securities issues to actual and potential investors. The SEC delelgates some of its responsibilities, including broker and dealer regulation, to the NYSE and NASDAQ
The Securities and Exchange Commissions (SEC)
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
regulates brokers and dealers on the NASDAQ market
The National Association of Securities Dealers (NASD)
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- US investors use foreign stocks to diversify their risks. While corporate stocks in a coutnry going through a recession may lose value, other corporate stocks in countries enjoying economic growth may increase in value. - But, investment in foreign stocks aslo introduces information risk, foreign exchange risk and political risk
How and Why to invest in international Stocks
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a certificate that represents ownership of a foreign stock. ADR's facilitate US investment in foreign stocks.
American Depository Receipt (ADR)
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- They are traded in US exchanges in US dollars - foreign companies that use ADRs must file financial statements with the SEC that are consistent witih GAAP (generally accepted accounting principles)
Investors like ADRs because
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- reach larger markets and to enhance their interantional reputations. - Foreign stock exchanges sometimes use different regulatory structures from the US. - Investors need to be aware of those structures and the different investment risks they pose.
US companies issue stock globally to....
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a security with a payoff that is linked to another previously issued security.
Derivative Security
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
linked to an underlying mortgage
Mortgage backed security
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is linked to the price of an underlying security and to a reference or strike price.
Option
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
1. Spot Contract 2. Forward Contract 3. Futures Contract
Types of Derivative securities (3)
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
an agreement between buyer and seller that includes the immediate exchange of assets and funds. (example) A buyer agrees to buy a used car for $5K hands over the check immediately and receives the keys and title to the car right then and there.
Spot Contract
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
an agreement between byer and seller to exchange a nonstandardized asset for a certain amount of cash at a future date. (example) A buyer agrees to buy a used car for $5K in 5 months, and the owner agrees to sell the car on that future date. Forward contracts can involve exchange of a stated amoutn of currency at a stated interest rate.
Forward Contract
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
50/1438042985647.51_20150728002305-00022-ip-10-236-191-2_370580553_0.json
10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
an agreement between buyer and seller to exchange a standardized asset for cash at a future date. -unlike forward contracts, future contracts exchange standardized assets, with standardized expiration dates, in centralized markets. - Are marked to market daily, their prices being adjusted each day to reflect current futures market conditions. - Buyers only have to post an initial margin in a margin account when they decide to trade. - Buyers must maintain funds in their margin accounts at a stated level - Defaults are rare because the exchange assumes the defaulting party's payment obligations. - The terms are set by the exchange and subject to approval by the Commodity Futures Trading Commissions (CFTC)
Futures contract
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
http://www.cram.com/flashcards/cpcu-560-975473
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
Prices being adjusted each day to reflect current future market conditions
Marked to Market
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
A deposit that represents a portion of the value of a contract
Initial margin
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
byers must amintain funds in their margina ccounts at a stated level, usually 75% of the initial margin
The maintenance margin
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
A. hold the contract until it expires B. liquidate his position before the contract's expiration
A futures contract holder may
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
1. Interest rate futures 2. Currency futures 3. Equity stock index futures
3 types of future contracts
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The underlying asset is the interst rate on a bond or short-term fixed-interest security
interst rate futures
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
They underlying asset is the exchange rate of a currency
Currency futures
[]
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The underlying asset is a major US or foreign stock market inex
Equity stock index futures
[]
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
the value of the underlying asset increases before contract expriation
The buyer in a futures contract profits when....
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
the value of the underlying asset decreases before contract expiration
The seller in a futures contract profits when....
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- Forward contracts occur in the over-the-counter market - Major participants are commercial banks, investment banks, and broker-dealers - There is a small secondary market in forward contracts, which has increased the standardization of forward contracts.
The Forward Contract Market
[]
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Central banks influence their country's rates
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- Uses an open outcry acution in which traders face each other and call out their offers to buy and sell - Only members of the exchange can work on the floor of the exchange - Public buyers and sellers place their orders through floor brokers, who trade with professional traders, who trade for their own accounts.
The Futures Contract Market
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
1. position traders 2. day traders 3. scalpers
Professional traders can be:
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
take their positions for more than a day, basing their trades on their expectations about the future direction of prices
Position Traders
[]
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
take their positions for a day and liquidate them by the day's end
Day traders
[]
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
take positions for short durations, sometimes only minutes - scalpers increase the liquidity of the market - Futures holders take either long positions (looking to buy) or short positions (looking to sell) - The exchanges clearinghouse guarantees all trades by bying all futures sales ans lessing all futures purchases
scalpers
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a contract that gives the holder the right but not hte obligation to buy or to sell an underlying asset at a specified price withing a specified time period.
An Option
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
lets the holder buy or seel at any time before or on the expiration dated
An American Option
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
lets the holder buy or sell only on the expiration date
A European option
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
equals the underlying asset's price minus the option's exercise price.
An option's intrinsic value
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
equals the option's price minus its intrinsic value.
An option's time value
[]
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Central banks influence their country's rates
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Before their exercise dates, options typically sell for more than thier intrinsic values because buyers and sellers know that the value of an option at expiration is almost always more than its intrinsic value. In other works buyers pay for the option's time value.
Intrinsic value and time value
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
limited losses (the call premium) but unlimited gains, because the price of the underlying security could skyrocket.
The call option buyer faces...
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
unlimited losses but limited gains: The seller profits when the buyer does not exercise the option, but his profits are limited to the call premium
The call option writer faces...
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
gives the buyer the right to sell the underlying security to the option writer at a specified price (exercise or strike price) on a specified date. - The buyer must gvie the option writer an up-front fee (put premium)
A Put Option
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
the price of the underlying security is below the exercise price
A put option is in the money when...
[]
cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
the price of the underlying security is above the exercise price. Buyers exercise put options when they are in the money.
A put option is out of the money when...
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
limited losses (the put premium) but much larger gains. - the best case scenario for buyers is for the price of the underlying asset to fall to zero. He can then sell the asset at the specified price and make a profit of the exercise price minus the put premium.
The put option buyer faces...
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
large losses but limited gains (the put premium)
The put option writer faces...
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
The first options market, the Chicago Boark of Options Eschange, was formed in 1973. - options markets have grown rapidly since 1973 - The trading process is the same as for futures contracts - Trades may be placed as market orders or as limited orders.
The Options market:
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
1. The spot price of the underlying asset 2. The exercise price on the option 3. The exercise date 4. The underlying asset's price volatility 5. The risk-free rate of interest
The Black-Scholes pricing model for cal options considers five factors that affect option prices
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
1. Stock option 2. Stock index option 3. Option on Futures contract
Three Underlying Assets
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is based on the stock of a publicly traded company
Stock Option
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is based on the value of a major stock market index. - The dollar value of a stock index option equals the product of the index times a multiplier.
Stock index option
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- is based on futures contract. - The buyer of this option has the right to buy (or sell, if a put option) the underlying future contract before expiration.
Option on futures contract
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
- The Commodoties Futures Trading Commissions (CFTC) is the primary regulator of futures markets and thus is the main regulator of options on futures contracts. - The SEC is the primary regulator of stock markets, and thus is the main regulator of stock options and stock index options.
Regulation of futures and options markets
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is an agreement between 2 parites (called coutnerparties) to exchange an asset or a series of cash flows for a specified period of time. - Counterparties typically swap interst rates, currencies, credit risks, commodoties, and/or equities.
a SWAP
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is an exchange of fixed-interest payments for floating-interest payments. - The swap buyer agrees to make a number of fixed interest rate payments on specified dates to the swap seller who agrees to make a number of floating interest rate payments on specified dates to the swap buyer. - both interest rates are based on a contractual amount called the notional principal. - Swaps are typically long-term contracts - Using future contracts to achieve the same effect would require the periodic creation of new contracts. - the counterparties can arrange the swap directly or through a financial institution
An Interest Rate Swap
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is a hedge against exchange rate risk from mismatched currencies on assets and liabilitlies. - a financial institiuationw ith most of its assets in 1 currency (US dollars) and large liabilities in an other currency (yen) runs the risk that the dollar will depreciate agains thte yen, making it more costly to pay it liabilities. - If the FI finds another FI with the opposite problem (most assets in yen and large liabilities in US dollars) they can arrange a currency swap - the 1st FI would issue notes in dollars and sel lthem to the 2nd FI. - the 2nd FI woudl issue notes in yen and sell them otthe 1st FI. - each FI would pay off its mismatched liabilites and assume new liabilities in a currency matching most of its assets.
A currency swap
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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- there are no standardized swap contracts. - swap dealers find and match counterparties or take on side of a swap - swap dealers usually guarantee swap payments over the life of the contract.
Swap markets
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Central banks influence their country's rates
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1. the international swaps and derivatives associations (ISDA) 2. the Board of Governors of the Federal Reserves 3. the FDIC
Swap markets have little direct regulations but they are indirectly regulated by
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
are derivative securities used to hedge interst rate risk
Caps, Floors, and collars
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is a call option on interst rates, often with more than one exercise date. When the interst rate rises above the cap, the seller compenstates the buyers in return for an upfront premium. - FI buy caps when they're exposed to losses if interest rates rise
A cap
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
is a put option on interest rates, often with more than one exercise date. - When the interest rate falls below the floor, the seller compensates the buyer in return for an up-front premium. - FI buy floors when they have fixed debt costs and variable returns on assets or when they are net long in bonds
A floor
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Central banks influence their country's rates
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is a compination of a cap and a floor. - The FI usually buys a cap and sells a floor. FI buys collars: a. to finance cap and floor positions b. if they're concerned about interest rate volatility
A collar
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
**add'l info only***
ADD'L info - global OTC trading far outweighs exchange trading, with US markets and currencies dominating global derivative securities markets. European markets are a close second
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Central banks influence their country's rates
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- a commercial bank, a saving institution, or a credit union. - most funds come from customer deposits - main assets are loans - main liabilities are deposits - the opposite is true of nonfinancial firms
Depository institution
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
a depository institution that has seveal types of nondeposit sources of funds (subordinated notes, debentures) and is regulated separately from, and offers a broader range of loans than, savings institutions and CU.
Commercial Bank
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Central banks influence their country's rates
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- majority are loans, including business loans, commercial and residential real estate loans, individual loans and other loans - The next most significant asset category is US gov't securities (in effect loans to the US gov't) - Commercial banks compete with the commercial paper and bond markets for commercial loan customers.
Commercial Bank Assets
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Central banks influence their country's rates
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10224d08_cpcu_560_Flashcards___Cram_com__nfluence_their_country_s_rates
through their high exposure to loan default.
Commercial Banks risk insolvency......
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cpcu 560 Flashcards - Cram.com
Central banks influence their country's rates
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