As of June 2012, commercial banks held more forward contracts than futures contracts for trading.
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Q1: A perfect hedge, or perfect immunization, seldom
Q7: Forward contracts are marked-to-market on a daily
Q9: In a forward contract agreement, the quantity
Q10: An FI with a negative duration gap
Q13: As of June 2012, U.S. commercial banks
Q14: Forward contracts are individually negotiated and, therefore,
Q19: Federal regulations in the U.S.allow derivatives to
Q20: A forward contract specifies immediate delivery for
Q20: The notational value of derivative contracts for
Q26: Tailing-the-hedge normally requires an FI manager to
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