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synthetic futures contract

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Financial Dictionary

Synthetic Futures Contract

A position created by combining call and put options for the purpose of mimicking the payout schedule and characteristics of a futures contract.

Investopedia Commentary

A synthetic long futures contract is created by combining long calls and short puts. A synthetic short futures contract is created by combining short calls and long puts. In order for both combinations to be identical to a futures position, the options must have the same expiry dates and strike prices.

Related Links

Futures Fundamentals
Options Basics Tutorial
Interpreting Volume for the Futures Market
Becoming Fluent in Options on Futures
Getting Started in Foreign Exchange Futures

See also: Call, Combination, Expiration Date, Futures Contract, Long, Put, Short, Strike Price, Synthetic

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