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Q9 Today's settlement price on the Osaka Exchange September Nikkei 225 6 poi futures contract is...
25 25 en vertroue On day 1 the settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/...
25 25 en vertroue On day 1 the settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/X100. An investor has a short position in one futures contract for 12,500,000. The balance in the Investor's margin is $2,000. On day 2 the settlement price is $0.8057/100. On day 3 the settlement price is $0.7996/¥100. On day 4 the settlement price is $0.7985/100. The investor's margin account is marked to market on a dally basis. What is the...
Assume today’s settlement price on a CME EUR futures contract is $1.3240/EUR. You have a long...
Assume today’s settlement price on a CME EUR futures contract is $1.3240/EUR. You have a long position in one contract. 1.)How do you Calculate the initial performance bond account balance? 2.)Assume that the next three days’ settlement prices are $1.3226, 1.3233, and 1.3249. Calculate the changes in the performance bond account from daily marking-to-market and the balance of the performance bond account after the third day.
20-1 Assume that an investor buys one March NYSE Composite Index futures contract on February 1...
20-1 Assume that an investor buys one March NYSE Composite Index futures contract on February 1 at 67.5. The position is closed out after five days. The prices on the four days after purchase were 67.8, 68.1, 68, and 68.5. The initial margin is $3,500. a. Calculate the current equity on each of the next four days. b. Calculate the excess equity for these four days. c. Calculate the final gain or loss for the week. d. Recalculate (a), (b),...
I need the answers of the two questions to be explained to in clear step by...
I need the answers of the two questions to be explained to in
clear step by step and understandable way please I prefer it to be
using excel
1. Assume today's settlement price on a CME EUR futures contract is $1.3140/EUR. You have a short position in one contract. Your performance bond account currently has a balance of $1,700. The next three days' settlement prices are $1.3126, $1.3133, and $1.3049. Calculate the changes in the performance bond account from daily...
1. Consider the futures contract to buy/sell December gold for $500 per ounce on the New...
1. Consider the futures contract to buy/sell December gold for $500 per ounce on the New York Commodity Exchange (CMX). The contract size is 100 ounces. The initial margin is S3,000, and the maintenance margin is $1,500. 1.a. Suppose that you enter into a long futures contract to buy December for $500 per ounce on the CMX What change in the futures price will lead to a margin call? If you enter a short futures contract, what futures price will...
I need Summary of this Paper i dont need long summary i need What methodology they used , what is the purpose of this p...
I need Summary of this Paper i dont need long summary i need
What methodology they used , what is the purpose of this paper and
some conclusions and contributes of this paper. I need this for my
Finishing Project so i need this ASAP please ( IN 1-2-3 HOURS
PLEASE !!!)
Budgetary Policy and Economic Growth Errol D'Souza The share of capital expenditures in government expenditures has been slipping and the tax reforms have not yet improved the income...
25 25 en vertroue On day 1 the settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/X100. An investor has a short position in one futures contract for 12,500,000. The balance in the Investor's margin is $2,000. On day 2 the settlement price is $0.8057/100. On day 3 the settlement price is $0.7996/¥100. On day 4 the settlement price is $0.7985/100. The investor's margin account is marked to market on a dally basis. What is the...
20-1 Assume that an investor buys one March NYSE Composite Index futures contract on February 1 at 67.5. The position is closed out after five days. The prices on the four days after purchase were 67.8, 68.1, 68, and 68.5. The initial margin is $3,500. a. Calculate the current equity on each of the next four days. b. Calculate the excess equity for these four days. c. Calculate the final gain or loss for the week. d. Recalculate (a), (b),...
I need the answers of the two questions to be explained to in
clear step by step and understandable way please I prefer it to be
using excel
1. Assume today's settlement price on a CME EUR futures contract is $1.3140/EUR. You have a short position in one contract. Your performance bond account currently has a balance of $1,700. The next three days' settlement prices are $1.3126, $1.3133, and $1.3049. Calculate the changes in the performance bond account from daily...
1. Consider the futures contract to buy/sell December gold for $500 per ounce on the New York Commodity Exchange (CMX). The contract size is 100 ounces. The initial margin is S3,000, and the maintenance margin is $1,500. 1.a. Suppose that you enter into a long futures contract to buy December for $500 per ounce on the CMX What change in the futures price will lead to a margin call? If you enter a short futures contract, what futures price will...
I need Summary of this Paper i dont need long summary i need
What methodology they used , what is the purpose of this paper and
some conclusions and contributes of this paper. I need this for my
Finishing Project so i need this ASAP please ( IN 1-2-3 HOURS
PLEASE !!!)
Budgetary Policy and Economic Growth Errol D'Souza The share of capital expenditures in government expenditures has been slipping and the tax reforms have not yet improved the income...
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