All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Dated future, coin-margined contract?

Also known as: dated future · coin-margined contract

Definition 19.1 Markets III: Commodities, Energy and Crypto · Chapter 19 — Dated Futures, Options and ETFs

A dated future on a crypto asset is a futures contract with a fixed expiry, settled in cash against an index or a reference rate at expiry, as distinct from a perpetual future. A coin-margined contract is a futures or options contract whose margin, P&L and settlement are in the underlying coin rather than in dollars or a stablecoin.

Read in context →