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<?xml version="1.0" encoding="UTF-8"?> |
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<!DOCTYPE rdf:RDF [ |
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<!ENTITY cmns-av "https://www.omg.org/spec/Commons/AnnotationVocabulary/"> |
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<!ENTITY cmns-cxtdsg "https://www.omg.org/spec/Commons/ContextualDesignators/"> |
|
<!ENTITY cmns-dt "https://www.omg.org/spec/Commons/DatesAndTimes/"> |
|
<!ENTITY dct "http://purl.org/dc/terms/"> |
|
<!ENTITY fibo-be-fct-pub "https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/"> |
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<!ENTITY fibo-der-drc-bsc "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/"> |
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<!ENTITY fibo-der-drc-ff "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/"> |
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<!ENTITY fibo-der-drc-opt "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/"> |
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<!ENTITY fibo-der-drc-swp "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"> |
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<!ENTITY fibo-der-sbd-sbd "https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/"> |
|
<!ENTITY fibo-fbc-fct-mkt "https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/Markets/"> |
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<!ENTITY fibo-fbc-fct-ra "https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/RegistrationAuthorities/"> |
|
<!ENTITY fibo-fbc-fi-fi "https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"> |
|
<!ENTITY fibo-fbc-fi-ip "https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/InstrumentPricing/"> |
|
<!ENTITY fibo-fbc-pas-fpas "https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/"> |
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<!ENTITY fibo-fnd-acc-cur "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"> |
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<!ENTITY fibo-fnd-agr-ctr "https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"> |
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<!ENTITY fibo-fnd-gao-obj "https://spec.edmcouncil.org/fibo/ontology/FND/GoalsAndObjectives/Objectives/"> |
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<!ENTITY fibo-fnd-qt-qtu "https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"> |
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<!ENTITY fibo-fnd-utl-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"> |
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<!ENTITY fibo-ind-ei-ei "https://spec.edmcouncil.org/fibo/ontology/IND/EconomicIndicators/EconomicIndicators/"> |
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<!ENTITY fibo-ind-mkt-bas "https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/"> |
|
<!ENTITY fibo-sec-dbt-bnd "https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/Bonds/"> |
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<!ENTITY fibo-sec-dbt-dbti "https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/"> |
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<!ENTITY fibo-sec-dbt-tstd "https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/TradedShortTermDebt/"> |
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<!ENTITY fibo-sec-eq-eq "https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/"> |
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<!ENTITY fibo-sec-sec-bsk "https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/"> |
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<!ENTITY fibo-sec-sec-lst "https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesListings/"> |
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<!ENTITY owl "http://www.w3.org/2002/07/owl#"> |
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<!ENTITY rdf "http://www.w3.org/1999/02/22-rdf-syntax-ns#"> |
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<!ENTITY rdfs "http://www.w3.org/2000/01/rdf-schema#"> |
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<!ENTITY skos "http://www.w3.org/2004/02/skos/core#"> |
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<!ENTITY xsd "http://www.w3.org/2001/XMLSchema#"> |
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]> |
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<rdf:RDF xml:base="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/" |
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xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/" |
|
xmlns:cmns-cxtdsg="https://www.omg.org/spec/Commons/ContextualDesignators/" |
|
xmlns:cmns-dt="https://www.omg.org/spec/Commons/DatesAndTimes/" |
|
xmlns:dct="http://purl.org/dc/terms/" |
|
xmlns:fibo-be-fct-pub="https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/" |
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xmlns:fibo-der-drc-bsc="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/" |
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xmlns:fibo-der-drc-ff="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/" |
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xmlns:fibo-der-drc-opt="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/" |
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xmlns:fibo-der-drc-swp="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/" |
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xmlns:fibo-der-sbd-sbd="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/" |
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xmlns:fibo-fbc-fct-mkt="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/Markets/" |
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xmlns:fibo-fbc-fct-ra="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/RegistrationAuthorities/" |
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xmlns:fibo-fbc-fi-fi="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/" |
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xmlns:fibo-fbc-fi-ip="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/InstrumentPricing/" |
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xmlns:fibo-fbc-pas-fpas="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/" |
|
xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/" |
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xmlns:fibo-fnd-agr-ctr="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/" |
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xmlns:fibo-fnd-gao-obj="https://spec.edmcouncil.org/fibo/ontology/FND/GoalsAndObjectives/Objectives/" |
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xmlns:fibo-fnd-qt-qtu="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/" |
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xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/" |
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xmlns:fibo-ind-ei-ei="https://spec.edmcouncil.org/fibo/ontology/IND/EconomicIndicators/EconomicIndicators/" |
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xmlns:fibo-ind-mkt-bas="https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/" |
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xmlns:fibo-sec-dbt-bnd="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/Bonds/" |
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xmlns:fibo-sec-dbt-dbti="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/" |
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xmlns:fibo-sec-dbt-tstd="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/TradedShortTermDebt/" |
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xmlns:fibo-sec-eq-eq="https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/" |
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xmlns:fibo-sec-sec-bsk="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/" |
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xmlns:fibo-sec-sec-lst="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesListings/" |
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xmlns:owl="http://www.w3.org/2002/07/owl#" |
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xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" |
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xmlns:rdfs="http://www.w3.org/2000/01/rdf-schema#" |
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xmlns:skos="http://www.w3.org/2004/02/skos/core#" |
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xmlns:xsd="http://www.w3.org/2001/XMLSchema#"> |
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|
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<owl:Ontology rdf:about="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/"> |
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<rdfs:label xml:lang="en">Futures and Forwards Ontology</rdfs:label> |
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<dct:abstract>This ontology defines concepts for derivative contracts, including forwards and futures, representing a commitment to sell or purchase the underlier at a defined price at a given time in the future.</dct:abstract> |
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<dct:license rdf:datatype="&xsd;anyURI">http://opensource.org/licenses/MIT</dct:license> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/InstrumentPricing/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/Markets/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/RegistrationAuthorities/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/GoalsAndObjectives/Objectives/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/IND/EconomicIndicators/EconomicIndicators/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/Bonds/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/TradedShortTermDebt/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesListings/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/AnnotationVocabulary/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/ContextualDesignators/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/DatesAndTimes/"/> |
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<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20230301/DerivativesContracts/FuturesAndForwards/"/> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210301/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to eliminate references to hasContractSize, clean up unnecessary restrictions on Future and Forward, and eliminate the redundant listing class.</skos:changeNote> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210601/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to move designated contract market to the markets ontology in FBC and revise the definition of a CurrencyFuture to eliminate an unnecessary superclass and restriction due to the release of CurrencyContracts and to revise the definition of a dividend future to reference the listed share that it tracks rather than the dividend itself.</skos:changeNote> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210701/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to incorporate the concepts that were originally in a separate, very small equity forwards ontology.</skos:changeNote> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20220901/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to better integrate adjustment method.</skos:changeNote> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20221001/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary, and to move the definition of an underlier and the related property, has underlier, to financial instruments so that these concepts are also available for use in relation to pool-backed securities.</skos:changeNote> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20230201/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) rather than the OMG's Languages, Countries and Codes (LCC), eliminating redundancies in FIBO as appropriate.</skos:changeNote> |
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<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/> |
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<cmns-av:copyright>Copyright (c) 2015-2023 EDM Council, Inc.</cmns-av:copyright> |
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<cmns-av:copyright>Copyright (c) 2015-2023 Object Management Group, Inc.</cmns-av:copyright> |
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</owl:Ontology> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;BasketFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-sec-sec-bsk;MixedBasket"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">basket future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is a basket of securities and/or indices</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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</owl:Class> |
|
|
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<owl:Class rdf:about="&fibo-der-drc-ff;BondFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;DebtInstrumentFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-sec-dbt-bnd;Bond"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">bond future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is at least one bond</skos:definition> |
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</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;CurrencyFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:label xml:lang="en">currency future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is an agreement to exchange a specified amount of one currency for another at some point in the future based on pricing stated in the contract</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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<cmns-av:synonym xml:lang="en">foreign exchange future</cmns-av:synonym> |
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<cmns-av:synonym xml:lang="en">forex future</cmns-av:synonym> |
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</owl:Class> |
|
|
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<owl:Class rdf:about="&fibo-der-drc-ff;DebtInstrumentFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf rdf:resource="&fibo-der-sbd-sbd;DebtInstrumentDerivative"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-fbc-fi-fi;DebtInstrument"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">debt instrument future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is at least one debt instrument</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;DividendAdjustmentPeriod"> |
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<rdfs:subClassOf rdf:resource="&cmns-dt;DatePeriod"/> |
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<rdfs:label xml:lang="en">dividend adjustment period</rdfs:label> |
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<skos:definition xml:lang="en">date period used to calculate the difference, if any between an anticipated dividend and the actual dividend distributed in that period</skos:definition> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;DividendFuture"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-sbd-sbd;EquityDerivative"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-sec-eq-eq;ListedShare"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">dividend future</rdfs:label> |
|
<skos:definition xml:lang="en">futures contract whose underlying asset is at least one stock dividend</skos:definition> |
|
<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;EquityForward"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;Forward"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-ff;hasDividendAdjustmentPeriod"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-drc-ff;DividendAdjustmentPeriod"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-ff;hasMethodOfAdjustment"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-drc-ff;ForwardContractAdjustmentMethod"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
|
<owl:someValuesFrom> |
|
<owl:Class> |
|
<owl:unionOf rdf:parseType="Collection"> |
|
<rdf:Description rdf:about="&fibo-ind-mkt-bas;BasketOfEquities"> |
|
</rdf:Description> |
|
<rdf:Description rdf:about="&fibo-sec-eq-eq;ListedShare"> |
|
</rdf:Description> |
|
<rdf:Description rdf:about="&fibo-ind-mkt-bas;EquityIndex"> |
|
</rdf:Description> |
|
<rdf:Description rdf:about="&fibo-der-drc-ff;EquityFuture"> |
|
</rdf:Description> |
|
<rdf:Description rdf:about="&fibo-der-drc-opt;EquityOption"> |
|
</rdf:Description> |
|
</owl:unionOf> |
|
</owl:Class> |
|
</owl:someValuesFrom> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fnd-agr-ctr;hasContractualElement"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-fbc-pas-fpas;SettlementTerms"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">equity forward</rdfs:label> |
|
<skos:definition xml:lang="en">forward contract to buy or sell the underlying equity stock, equity index, basket of equity stock, equity futures contract, or equity option at a specified future date at the price specified at the outset of the contract</skos:definition> |
|
<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;EquityFuture"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-sbd-sbd;EquityDerivative"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-sec-eq-eq;ListedShare"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">equity future</rdfs:label> |
|
<skos:definition xml:lang="en">futures contract whose underlying asset is at least one equity security, specifically a publicly issued and traded share</skos:definition> |
|
<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;FinancialFuture"> |
|
<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;Future"/> |
|
<rdfs:label xml:lang="en">financial future</rdfs:label> |
|
<skos:definition xml:lang="en">futures contract based on underlying assets excluding commodities</skos:definition> |
|
<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;Forward"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-bsc;OverTheCounterInstrument"/> |
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<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;DerivativeInstrument"/> |
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<rdfs:label xml:lang="en">forward</rdfs:label> |
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<skos:definition xml:lang="en">derivative instrument that is privately negotiated between parties to buy the underlier at a specified future date at the price specified in the contract</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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<cmns-av:explanatoryNote xml:lang="en">Unlike futures contracts (which are processed through a clearing firm), forward contracts are non-standardized. Further, the two parties must bear each other's credit risk, which is not the case with a futures contract. Also, since the contracts are not exchange traded, there is no mark-to-market requirement, which allows a buyer to avoid almost all capital outflow initially (though some counterparties might set collateral requirements). The forward price makes the forward contract have no value when the contract is written. However, if the value of the underlying commodity changes, the value of the forward contract becomes positive or negative, depending on the position held. Forwards are priced in a manner similar to futures. Like in the case of a futures contract, the first step in pricing a forward is to add the spot price to the cost of carry (interest forgone, convenience yield, storage costs and interest/dividend received on the underlying). Unlike a futures contract though, the price may also include a premium for counterparty credit risk, and the fact that there is not daily marking to market process to minimize default risk. If there is no allowance for these credit risks, then the forward price will equal the futures price.</cmns-av:explanatoryNote> |
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<cmns-av:synonym xml:lang="en">forward contract</cmns-av:synonym> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;ForwardContractAdjustmentMethod"> |
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<rdfs:subClassOf rdf:resource="&fibo-fnd-gao-obj;Strategy"/> |
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<rdfs:label xml:lang="en">forward contract adjustment method</rdfs:label> |
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<skos:definition xml:lang="en">method by which adjustments will be made to the contract should one or more of a number of extraordinary events occur</skos:definition> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;FutureOnFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-fbc-fi-fi;Future"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">future on future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is at least one (other) futures contract</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;FutureOnOption"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-fbc-fi-fi;Option"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">future on option</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is at least one option contract</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;FutureOnSwap"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-der-drc-swp;Swap"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">future on swap</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is at least one swap contract</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;IndexFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom> |
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<owl:Class> |
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<owl:unionOf rdf:parseType="Collection"> |
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<rdf:Description rdf:about="&fibo-ind-ei-ei;EconomicIndicator"> |
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</rdf:Description> |
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<rdf:Description rdf:about="&fibo-ind-mkt-bas;ReferenceIndex"> |
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</rdf:Description> |
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</owl:unionOf> |
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</owl:Class> |
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</owl:someValuesFrom> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">index future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract whose underlying asset is at least one reference index or economic indicator</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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<cmns-av:explanatoryNote xml:lang="en">For each index there may be a different multiple for determining the price of the futures contract.</cmns-av:explanatoryNote> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;InterestRateFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom> |
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<owl:Class> |
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<owl:unionOf rdf:parseType="Collection"> |
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<rdf:Description rdf:about="&fibo-fbc-fi-fi;CashInstrument"> |
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</rdf:Description> |
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<rdf:Description rdf:about="&fibo-sec-dbt-dbti;FixedIncomeSecurity"> |
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</rdf:Description> |
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</owl:unionOf> |
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</owl:Class> |
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</owl:someValuesFrom> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">interest rate future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract with an interest-bearing instrument as the underlying asset</skos:definition> |
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<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</cmns-av:adaptedFrom> |
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<cmns-av:explanatoryNote xml:lang="en">Most interest rate futures that trade on American exchanges use U.S. Treasury securities, such as Treasury bills, Treasury bonds, certificates of deposit, Treasury notes, and Ginnie Mae securities, as the underlying asset.</cmns-av:explanatoryNote> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;MoneyMarketFuture"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;DebtInstrumentFuture"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
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<owl:someValuesFrom rdf:resource="&fibo-sec-dbt-tstd;MoneyMarketInstrument"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">money market future</rdfs:label> |
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<skos:definition xml:lang="en">futures contract with a money market instrument as the underlying asset</skos:definition> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;StandardizedFuturesListingTerms"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-bsc;DerivativeTerms"/> |
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<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;StandardizedTerms"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-be-fct-pub;hasPublisher"/> |
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<owl:someValuesFrom rdf:resource="&fibo-fbc-fct-mkt;DesignatedContractMarket"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&cmns-cxtdsg;appliesTo"/> |
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<owl:someValuesFrom rdf:resource="&fibo-sec-sec-lst;Listing"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">standardized futures listing terms</rdfs:label> |
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<skos:definition xml:lang="en">contract terms established by a derivatives exchange that apply to any listing of a futures contract on that exchange.</skos:definition> |
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<cmns-av:explanatoryNote xml:lang="en">Individual listings will take on these standard terms but they are not contractual terms of the futures contract, they are facts about that listing on that exchange.</cmns-av:explanatoryNote> |
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</owl:Class> |
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|
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<owl:Class rdf:about="&fibo-der-drc-ff;StandardizedFuturesTerms"> |
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<rdfs:subClassOf rdf:resource="&fibo-der-drc-bsc;DerivativeTerms"/> |
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<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;StandardizedTerms"/> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
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<owl:onProperty rdf:resource="&fibo-fbc-fct-ra;specifies"/> |
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<owl:someValuesFrom rdf:resource="&fibo-fbc-pas-fpas;SettlementTerms"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:subClassOf> |
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<owl:Restriction> |
|
<owl:onProperty rdf:resource="&cmns-cxtdsg;appliesTo"/> |
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<owl:someValuesFrom rdf:resource="&fibo-fbc-fi-fi;Future"/> |
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</owl:Restriction> |
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</rdfs:subClassOf> |
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<rdfs:label xml:lang="en">standardized futures terms</rdfs:label> |
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<skos:definition xml:lang="en">contract terms established by a derivatives exchange that apply to any futures contract traded on that exchange</skos:definition> |
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<cmns-av:explanatoryNote xml:lang="en">Standard symbology for the commodities are standardized by the exchanges as part of their standard contracts, for example trading in standard bushels, commonly defined kinds of oil and so on. These give the units in which lot sizes are described and defined.</cmns-av:explanatoryNote> |
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</owl:Class> |
|
|
|
<owl:DatatypeProperty rdf:about="&fibo-der-drc-ff;hasConversionFactor"> |
|
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-qt-qtu;hasNumericValue"/> |
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<rdfs:label xml:lang="en">has conversion factor</rdfs:label> |
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<rdfs:domain rdf:resource="&fibo-der-drc-ff;BondFuture"/> |
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<rdfs:range rdf:resource="&xsd;decimal"/> |
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<skos:definition xml:lang="en">indicates the price of the delivered bond/note ($1 par value) to yield a fixed rate. The conversion factor is used to calculate a final delivery price.</skos:definition> |
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</owl:DatatypeProperty> |
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|
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<owl:ObjectProperty rdf:about="&fibo-der-drc-ff;hasDividendAdjustmentPeriod"> |
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<rdfs:subPropertyOf rdf:resource="&cmns-dt;hasDatePeriod"/> |
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<rdfs:label xml:lang="en">has dividend adjustment period</rdfs:label> |
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<rdfs:domain rdf:resource="&fibo-der-drc-ff;EquityForward"/> |
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<rdfs:range rdf:resource="&fibo-der-drc-ff;DividendAdjustmentPeriod"/> |
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<skos:definition xml:lang="en">indicates at least one date period used to calculate the deviation between an anticipated/expected dividend and the actual dividend issued during that period</skos:definition> |
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</owl:ObjectProperty> |
|
|
|
<owl:ObjectProperty rdf:about="&fibo-der-drc-ff;hasMethodOfAdjustment"> |
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<rdfs:subPropertyOf rdf:resource="&fibo-fnd-gao-obj;hasStrategy"/> |
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<rdfs:label xml:lang="en">has method of adjustment</rdfs:label> |
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<rdfs:domain rdf:resource="&fibo-der-drc-ff;EquityForward"/> |
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<rdfs:range rdf:resource="&fibo-der-drc-ff;ForwardContractAdjustmentMethod"/> |
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<skos:definition xml:lang="en">indicates the method used to address any changes to the contract based on events that occur over the contract lifecycle</skos:definition> |
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</owl:ObjectProperty> |
|
|
|
<owl:DatatypeProperty rdf:about="&fibo-der-drc-ff;hasMultiple"> |
|
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-qt-qtu;hasNumericValue"/> |
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<rdfs:label xml:lang="en">has multiple</rdfs:label> |
|
<rdfs:domain rdf:resource="&fibo-der-drc-ff;IndexFuture"/> |
|
<rdfs:range rdf:resource="&xsd;decimal"/> |
|
<skos:definition xml:lang="en">indicates the multiple for determining the price of the futures contract in relation to the underlying index rate</skos:definition> |
|
</owl:DatatypeProperty> |
|
|
|
<owl:Class rdf:about="&fibo-fbc-fi-fi;Future"> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-ip;hasLotSize"/> |
|
<owl:someValuesFrom rdf:resource="&xsd;decimal"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<cmns-av:explanatoryNote xml:lang="en">A futures contract obligates the buyer to pay the seller a predetermined price based on the market value of the underlier, unless the contract is sold before settlement date which may happen if a trader waits to take a profit or cut a loss. This contrasts with options trading in which the option buyer may choose whether or not to exercise the option. Futures are distinguished from generic forward contracts in that they contain standardized terms, trade on a formal exchange, are regulated by overseeing agencies, and are guaranteed by clearing houses. Also, in order to insure that payment will occur, futures have a margin requirement that must be settled daily. Finally, by making an offsetting trade, taking delivery of goods, or arranging for an exchange of goods, futures contracts can be closed. Hedgers often trade futures for the purpose of keeping price risk in check.</cmns-av:explanatoryNote> |
|
<cmns-av:synonym xml:lang="en">futures contract</cmns-av:synonym> |
|
</owl:Class> |
|
|
|
</rdf:RDF> |
