Futures

Treasury

Turkish: Vadeli İşlem Sözleşmesi (Futures)

Short definition

A futures contract is a standardised forward traded on an exchange. Unlike an OTC forward it has daily margin, standard size and a clearing house as counterparty.

Detailed explanation

Commodity, FX and rate futures supply liquidity and a visible price. Standard size rarely matches the physical need exactly; basis (tenor, grade, pair) remains.

Daily P&L hits margin: even an economically working hedge can drain the 13-week cash budget. Without a liquidity line, futures are not a “perfect hedge”.

Why it matters for the CFO

A producer or consumer can lock price on-exchange; the margin call can still create a same-week cash squeeze.

How to read it

Hedge effectiveness is physical price minus futures (basis). Margin calls are a liquidity stress separate from P&L hedge.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Forward
  2. Option
  3. Hedging
  4. Basis Risk
  5. Liquidity Risk

Definitions are educational. They are not investment, credit or tax advice.