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Quantitative Finance · Glossário

O que é Dated future, coin-margined contract?

Também chamado de: dated future · coin-margined contract

Definition 19.1 Markets III: Commodities, Energy and Crypto · Capítulo 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.

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