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3. Today's settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/4100. Your margin account currently has a balance of $2,000. The

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3. Today's settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/4100. Your margin account currently has a balance of $2,000. The next three days' settlement prices are $0.8057/4100, $0.7996/X100, and $0.7985/4100. (The contractual size of one CME yen contract is $12,500,000). If you have a short position in one futures contract, calculate the changes in the margin account from daily marking-to-market. In the following chart, calculate the closing price per contract, the daily gain or loss and the resulting end of day performance bond amount. Date Closing Price Daily Gain(Loss) Closing Price per Contract (Contract Size 12,500,000) End of Day Performance Bond Day 0 $2,000 +84085 $0.8011/100 2.600.000 0.8011: N/A 16.603,546.13 151603, 545, 13. 16,514,464.18 $0.8057/4100 12,500,000=0.8057= 840 85.95 15.514,459.418 Day 1 Day 2 $0.7996/100 Day 3 $0.7985/100 3. Today's settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/4100. Your margin account currently has a balance of $2,000. The next three days' settlement prices are $0.8057/4100, $0.7996/X100, and $0.7985/4100. (The contractual size of one CME yen contract is $12,500,000). If you have a short position in one futures contract, calculate the changes in the margin account from daily marking-to-market. In the following chart, calculate the closing price per contract, the daily gain or loss and the resulting end of day performance bond amount. Date Closing Price Daily Gain(Loss) Closing Price per Contract (Contract Size 12,500,000) End of Day Performance Bond Day 0 $2,000 +84085 $0.8011/100 2.600.000 0.8011: N/A 16.603,546.13 151603, 545, 13. 16,514,464.18 $0.8057/4100 12,500,000=0.8057= 840 85.95 15.514,459.418 Day 1 Day 2 $0.7996/100 Day 3 $0.7985/100

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