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A futures contract over a 9 0 day bank bill that has $ 1 m face value Exercise 1 : Bank Bill Futures Pricing A
A futures contract over a day bank bill that has $m face value
Exercise : Bank Bill Futures Pricing
A trader buys bank bill futures contract at How much underlying exposure have they purchased?
Exercise : Bank Bill Futures
The same trader sells the bank bill futures contract days later at What was their profit? hint: calculate sale value to decimal places as $A is a decimal currency
Exercise : Tick Value aka Point value
A trader buys one bank bill futures contract at and sells it at How much was their profit?
Exercise : Variable Tick Value
A trader buys one bank bill futures contract at and sells it at How much was their profit?
Exercise : Trading Profits
A trader goes long Bank bill futures at sells at buys at sell at and the market closes at What was her profit on the day?
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