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Assume today s settlement price on a CME EUR futures contract is $ 1 . 6 8 5 / EUR . You have a long
Assume todays settlement price on a CME EUR futures contract is $EUR You have a long position in one contract. Your performance bond account currently has a balance of $ The next three days settlement prices are $ $ and $ Note the contract size of one Euro option is EUR Calculate the balance of the performance bond account after the third day due to the changes in the performance bond account from daily markingtomarket
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