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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Lot size, notional and premium turnover؟

يُعرف أيضًا باسم: lot size (derivatives) · notional turnover · premium turnover

Definition 27.1 Markets I: The Ecosystem and Exchange-Traded Markets · الفصل 27 — Options Markets in Europe and Asia

The lot size of a derivative is the number of units of underlying per contract: another name for the multiplier, used where contracts are specified in shares or index units per lot. Notional turnover is contracts times lot size times the underlying’s price. Premium turnover is, for options, contracts times lot size times the option’s price: the money that actually changed hands.

Four invented markets. M1, weekly index options with a small lot, has 98% of the contracts, 48% of the notional and 38% of the premium; M2, a large-contract index option, has under 1% of the contracts and 55% of the premium. Data: the tutorial.
Figure 27.1. Four invented markets. M1, weekly index options with a small lot, has 98% of the contracts, 48% of the notional and 38% of the premium; M2, a large-contract index option, has under 1% of the contracts and 55% of the premium. Data: the tutorial.
Listed derivatives volume by region. The 2025 figures are the industry association’s; 2024 is derived from its published year-on-year changes. Asia-Pacific went from 170 to 76 billion contracts while every other region grew. Data: .
Figure 27.2. Listed derivatives volume by region. The 2025 figures are the industry association’s; 2024 is derived from its published year-on-year changes. Asia-Pacific went from 170 to 76 billion contracts while every other region grew. Data: Box 22.1.
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