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Create in Excel a Mark to Market for the following positions. SHORT 1 0 contracts per month for 1 year 2 0 2 0 of
Create in Excel a Mark to Market for the following positions.
SHORT contracts per month for year of Crude oil and LONG or contract Per Day of NG for year
Assume these trades were initiated at the monthly prices in the HW# Settlements excel spreadsheet provided from in Canvas
Pay attention to volumes and direction of trades.
Get the Notional value of each trade. hints do this times for each strip and then total them.
Then, Calculate how much you would make or lose if the price changed to these prices below. How much would futures be worth if the crude oil strip was $ dollars and the natural gas strip was worth $ Assume that all of the months are each the same price $ and $
How much would i lose in a mark to market?
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