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For mitigating credit exposure, the trade can be reset, or "marked-to-market" during its life. In that case, appreciation or depreciation since the last reset is paid and the notional is increased by any payment to the floating leg payer (pricing rate receiver) or decreased by any payment from the floating leg payer (pricing rate receiver).
Fixing can often change the value of a financial instrument, and can be difficult to encode in the software models used to price such instruments. Other examples of fixing are in asian options , where the underlying of the option is an average of some kind, and in OIS type swaps, where periodic payments are made on the basis of simple ...
S&P Futures trade with a multiplier, sized to correspond to $250 per point per contract. If the S&P Futures are trading at 2,000, a single futures contract would have a market value of $500,000. For every 1 point the S&P 500 Index fluctuates, the S&P Futures contract will increase or decrease $250.
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E-mini S&P, often abbreviated to "E-mini" (despite the existence of many other E-mini contracts) and designated by the commodity ticker symbol ES, is a stock market index futures contract traded on the Chicago Mercantile Exchange.
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The IMM dates are the four quarterly dates of each year which certain money market and Foreign Exchange futures contracts and option contracts use as their scheduled maturity date or termination date.