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INSTRUMENTS

Derivatives

A derivative takes its value from something else, and that simple idea powers the futures, forwards, and swaps institutions use to hedge and to speculate.

The explainers here detail futures contract specifications, tick value, SPAN margin, cash versus physical settlement, the basis between spot and futures, roll yield, and open interest, then apply them to the most active contracts and Treasury futures.

The treatment stays practical: how a contract is built, how it settles, and how a position is financed and marked.

Investing With Purpose keeps the focus on cost and risk, the two things that decide whether a hedge or a leveraged bet actually works in practice.

Derivatives
Futures Basics: How Contracts, Margin, and Leverage Work

A futures contract is a standardized, exchange-traded agreement to buy or sell a specific asset at a fixed price on a…

Beginner
Derivatives
Futures Contract Specifications: What Every Trader Must Know

Every futures contract has a printed specification sheet that defines exactly what is being traded. These specs…

Intermediate
Derivatives
Futures Tick Value: Convert Price Moves to Dollars

Tick value is the dollar amount you win or lose when a futures contract moves by one minimum price increment. It is the…

Intermediate
Derivatives
Futures Margin and SPAN: How Performance Bonds Are Set

Futures margin is the performance bond a trader posts to guarantee future contract obligations, not a down payment on a…

Intermediate
Derivatives
Futures Settlement: Cash vs Physical Delivery Explained

When a futures contract expires, it settles in one of two ways: cash or physical delivery. The choice is baked into the…

Intermediate
Derivatives
Basis: Spot vs Futures Price Difference Explained

Basis is the difference between the cash (spot) price of a commodity and the price of a related futures contract. It is…

Intermediate
Derivatives
Roll Yield: How Contango and Backwardation Drive Returns

Roll yield is the portion of a futures return that comes from rolling expiring contracts into later ones rather than…

Intermediate
Derivatives
Open Interest in Futures: What It Signals About Market Commitment

Open interest is the total number of outstanding futures contracts that have not yet been closed, offset, or delivered.…

Intermediate
Derivatives
Most Active Futures Contracts: ES, NQ, CL, GC Specs

A handful of futures contracts account for the bulk of global daily volume. Knowing their specs cold is the first step…

Intermediate
Derivatives
Treasury Futures: Hedge Rate Risk with DV01 and CTD

Treasury futures are exchange-traded contracts on US government debt. They let institutions hedge interest-rate risk…

Intermediate
Derivatives
Equity Index Futures: Hedge Portfolios and Express Macro Views

Equity index futures are contracts on the level of a stock index, cash-settled at expiry. They are the primary tool for…

Intermediate
Derivatives
Agricultural Futures: Grains, Livestock, and WASDE Catalysts

Agricultural futures are contracts on crops and livestock that let farmers hedge harvests and let traders speculate on…

Intermediate
Derivatives
Metals Futures: Gold, Silver, and Copper on COMEX

Metals futures trade on COMEX, the metals division of CME Group. They span precious metals (gold, silver, platinum,…

Intermediate
Derivatives
Energy Futures: WTI, Brent, and Natural Gas Markets

Energy futures are contracts on crude oil, refined products, and natural gas. They are among the most volatile and…

Intermediate
Derivatives
Currency Futures: Centrally Cleared FX with CFTC Transparency

Currency futures are exchange-traded contracts on foreign exchange rates. They offer a centrally cleared alternative to…

Intermediate
Derivatives
Interest Rate Swap: Fixed for Floating Rate Exchange

An interest rate swap is a contract between two parties to exchange streams of interest payments on a fixed notional…

Intermediate
Derivatives
Swap Valuation: Discounting Fixed and Floating Cash Flows

Swap valuation is the process of calculating the present value of a swap's two cash-flow streams and taking the…

Intermediate
Derivatives
Currency Swap: Convert Debt Across Currencies with Principal Exchange

A currency swap is a contract in which two parties exchange principal and interest payments in two different…

Intermediate
Derivatives
Credit Default Swap: How CDS Transfers Default Risk

A credit default swap is a contract in which one party pays a periodic premium to a second party, who agrees to…

Intermediate
Derivatives
Total Return Swap: Synthetic Exposure Without Owning the Asset

A total return swap is a contract in which one party pays the total economic return of a reference asset to another,…

Intermediate
Derivatives
Variance Swap: Trade Pure Volatility Without Delta Hedging

A variance swap is a forward contract on the realized variance of an underlying asset. One side pays realized variance,…

Advanced
Derivatives
Dividend Swap: Isolate and Trade Corporate Payout Risk

A dividend swap is a contract that pays the realized dividends of an underlying stock or index against a fixed amount.…

Advanced
Derivatives
Swap Spread: Why the 30-Year IRS Trades Below Treasuries

A swap spread is the difference between the fixed rate on an interest rate swap and the yield on a Treasury bond of the…

Advanced
Derivatives
CDS Index: Trade Broad Credit Risk with CDX and iTraxx

CDS indexes are tradable baskets of credit default swaps referencing a standardized set of corporate or sovereign…

Advanced
Derivatives
CDS Pricing: Par Spread vs Upfront After the Big Bang

CDS pricing evolved from a single quoted par spread to a fixed coupon plus upfront payment in 2009. Understanding the…

Advanced
Derivatives
Correlation Swap: Trade Average Pairwise Correlation Directly

A correlation swap is an over-the-counter contract whose payoff depends on the average realized correlation of a basket…

Advanced
Derivatives
Structured Notes Deep Dive: Bonds Plus Embedded Derivatives

A structured note is an unsecured debt instrument whose payoff is engineered from an embedded derivative. The retail…

Advanced
Derivatives
Autocallable Notes: High Coupons, Early Redemption, Tail Risk

An autocallable note is a structured product that redeems early with a coupon if the underlying sits above a threshold…

Advanced
Derivatives
Total Return Swap Leverage: Archegos and Hidden Concentration Risk

Total return swaps can turn a small pool of hedge-fund capital into a concentrated multi-billion-dollar position…

Advanced
Derivatives
Quanto Option: Foreign Asset Exposure Without FX Risk

A quanto option is a cross-currency derivative whose payoff references an asset denominated in one currency but pays…

Advanced
Derivatives
Barrier Options: Knock-In and Knock-Out Explained

A barrier option is an exotic contract whose existence or extinction depends on whether the underlying price touches a…

Advanced
Derivatives
Asian Option: Average Price Reduces Cost and Gaming Risk

An Asian option is an exotic contract whose payoff depends on the average price of the underlying over a sampling…

Advanced
Derivatives
Lookback Option: Perfect Hindsight Entry or Exit at a High Price

A lookback option pays off based on the best price the underlying reached during the contract's life, effectively…

Advanced
Derivatives
Digital Binary Option: Fixed Payout, Skew-Sensitive Pricing

A digital option, also called a binary option, pays a fixed amount if the underlying meets a strike condition at…

Advanced
Derivatives
Range Accrual Note: Enhanced Yield Paid Only In-Range Days

A range accrual note is a structured fixed-income product whose coupon accrues only on days the reference rate or asset…

Advanced
Derivatives
Total Return Swap TRS: Mechanics, Pricing, and Regulation

A total return swap transfers the full economic return of a reference asset from one counterparty to another in…

Advanced
Derivatives
Variance Swap Deep Dive: Replication, VIX, and Vol Premium

A variance swap is a forward contract on the realized variance of an underlying asset. It lets a trader take a pure…

Advanced