What is your profit or loss on the trade? See the notes for the multiplier on this contract. O 85,080.00 O 21,270.00 O 159,525.00 O-425.40 O 106,350.00
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- which one is correct please confirm? Q16: "If you purchase a $100,000 interest-rate futures contract for 105, and the price of the Treasury securities on the expiration date is 108" your profit is $3000 your loss is $3000 your profit is $8000 your loss is $8000which one is correct please confirm? q10: "If you sell a $100,000 interest-rate futures contract for 105, and the price of the Treasury securities on the expiration date is 108" your profit is $3000 your loss is $3000 your profit is $8000 your loss is $8000On January 1, you sold one April S&P 500 index futures contract at a futures price of 1775. If the April futures price is 1918 on February 1, what is your profit or loss if you close your position? The multiplier for the S&P 500 index futures contract is 250. Group of answer choices +35,750 +53,096 +32,933 -32,933 -35,750
- An index level of 1,000, what is the value of each contract? If a long stock index futures position on S& P 500 index futures at 1, 051 and has an index of 1, 058 at the settlement date, how much would be the trader’s gain? Complete Solution.On a particular day, the S&P 500 futures settlement price was 899.30. You buy one contract at the settlement price at around the close of the market. The next day the contract opens at 899.70, and the settlement price at the close of the day is 899.10. Determine the value of the futures contract at the opening, an instant before the close, and after the close. Remember that the S&P futures contract has a $250 multiplier.A one-year gold futures contract is selling for $1,247. Spot gold prices are $1,200 and the one-year risk-free rate is 2%. a) According to spot-futures parity, what should be the futures price? b) What risk-free strategy can investors use to take advantage of the futures mispricing, and what would be the profits from that strategy?
- A one year gold futures contract is selling for $1,685. Spot gold prices are $1,610 and the one year risk free rate is 3%. The arbitrage profit per contract implied by these prices is _____________. Group of answer choices 24.75 39.77 28.92 26.70 22.60Yesterday, you entered into a futures contract to buy €62,500 at $1.50 per €. Your initial performance bond is $1,500 and your maintenance level is $500. At what settle price will you get a demand for additional funds to be posted? ANSWER D IS CORRECT BUT WHAT IS THE PROCEDURE BUT HOW DO I GET THERE? a) $1.5160 per €. b)$1.208 per €. c)$1.1920 per €. d)$1.4840 per €. CorrectOn November 21, you bought one December maturity S&P 500 index futures contract at the futures price of $2057. If the futures price is $2179 on December 8, What is your profit or loss? The contract multiplier is $250.
- A trader takes a view that March KLSE CI futures which are currently trading at 1188.60 are about to enter a downtrend. Should the trader go long or short futures. Assuming the trader maintains their original position until expiry and the cash settlement price is 1185.40, what will be the profit or loss? The contract size is RM50 per contract.A Eurodollar futures price changes from 99.45 to 94.32. What is the gain or loss to an investor who is long 5 contracts? Choose the right answer: a. The investor makes gain – 128.25$ b. The investor makes loss – 641.25$ c. The investor makes loss – 195$ d. The investor makes gain – 195.25$ e. The investor makes loss – 128.25$The S&P 500 spot price is $4,570. The futures price with 6-months delivery is $4,895. The risk-less rate of return for 6-months is 3.68%. You enter into ONE futures contract to deliver ONE index portfolio in 6-months and receive $4,895. Whatever profit you make, you transfer to today. How much $ profit will you have today? Hint: Borrowing money today and selling risk-less bonds are equivalent actions. Whatever $ profit you may make from the above transactions, you have to bring back to today by borrowing at the risk-less rate. Assume no transactions costs (you can borrow and lend at the risk-less rate etc.).