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Switching

• Liquidating an existing position and simultaneously reinstating a position in another futures contract of the same type. Symmetric cash matching An extension of cash flow matching that allows for the short-term borrowing of funds to satisfy a liability prior to the liability due date, resulting in a reduction in the cost of funding liabilities.

 
 Embedded terms in definition
 Cash flow matching
Cash flow
Cash
Contract
Extension
Futures contract
Futures
Liabilities
Liability
Position
Symmetric cash matching
Type
 
 Referenced Terms
 Phone switching: In mutual funds, the ability to transfer shares between funds in the same family by telephone request. There may be a charge associated with these transfers. Phone Switching is also possible among different fund families if the funds are held in street name by a participating broker/dealer.

 Swarch: Is Switching Regime Autoregressive Conditional Heteroskedasticity (ARCH).

 
 Related Terms
 Phone switching

<< Switch Symmetric cash matching >>

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