- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 2. Forward Commitment and Contingent Claim Features and Instruments
- Subject 1. Forward Commitments
CFA Practice Question
The net futures position of the clearinghouse ______.
B. is net SHORT in the amount of open interest
C. is neither net LONG nor net SHORT
A. is net LONG in the amount of open interest
B. is net SHORT in the amount of open interest
C. is neither net LONG nor net SHORT
Correct Answer: C
Since the clearinghouse is buyer to every seller and seller to every buyer, all of its LONG positions are balanced by SHORT positions. As a result, the clearinghouse's net position is zero-neither LONG nor SHORT.
User Contributed Comments 5
User | Comment |
---|---|
synner | 0 net position |
0is4eva | Reading 71: "When a position is established, each party deposits a small amount of money (margin) with the clearinghouse. Then, the contract is marked to market, whereby gains are distributed and the losses collected from each party. Fungibility is assured by the fact that the clearinghouse inserts itself in the middle of each contract and, therefore, becomes the counterparty to each party." "Exchanges have th epower to mark contracts to market when they deem it necessary." "By doing so each day, the clearinghouse ensures that losses cannot build up. Of course, this process offers no guarantee that counterparties will not default. ... the counterparty is defaulting to the clearinghouse." |
magicchip | always 0 net position. Futures = 0 sum game. |
To-be-CFA | The clearinghouse is long for sellers and short for buyers. |
Inaganti6 | Clearinghouse is just an intermediary no ? they themselves have no position. |