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a. The DAX cash price is 15,000 , the interest rate or 'risk-free' rate is 0.50% and the dividend yield on the DAX index is

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a. The DAX cash price is 15,000 , the interest rate or 'risk-free' rate is 0.50% and the dividend yield on the DAX index is 2.0% presently. Calculate the bases and expected prices of the 6 and 12-month DAX financial futures contracts. b. The current or 'Front-month' Cocoa futures contract is trading at $2750.00 per tonne. The interest rate is 1.5% and the annual net convenience yield is 2.5%. What are the expected bases and prices of the 6 and 9 -month Cocoa futures contracts

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