A trader shorts 30 3 year bond contracts at 99 075 and the market falls to 99 02 before she sells an additional 30 contracts The market subsequently rallies to 99 085 at which point she buys 40 contracts The market closes at 99 105 How much is her total profit A trader buys 20 20 year bond futures contracts at 99 87, and sells 10 at 99 83 She then sells 15 more contracts at 99 83 and buys 20 at 99 865 before the market closes at 99 90 How much profit does she make A trader sells 17 10 year bond futures at 99 88, buys 3 at 99 82, buys 6 at 99 78, buys 3 at 99 72, shorts 15 at 99 68, buys 2 at 99 74, buys 6 at 99 72 and the market closes at 99 70 How much profit did she make A trader shorts 35 5 year bond futures contracts at 98 72 and the market rallies to 98 84 If this trader where to buy 60 bank bill futures contracts, to what level must the bank bill futures contract rally to cover the losses from the 5 year bond trade A trader shorts 20 3 year bond futures contracts at 98 72 and the market rallies to 98 84 If this trader where to buy 6 20 year bond futures contracts, to what level must the 20 year bond futures contract rally to cover the losses from the 3 year bond trade A trader shorts 20 10 year bond contracts at 99 075 and the market falls to 99 02 before she sells an additional 20 contracts The market subsequently rallies to 99 06 at which point she buys 53 contracts How many contracts does she have How much is her total profit A trader buys 35 bank bill futures contracts at 99 87, and sells 20 5 year bond futures contracts at 99 63 She sells 35 bank bill futures contracts at 99 63 and buys 20 5 year bond futures contracts at 99 47 How much profit does she make A trader sells 75 bank bill futures at 99 88, buys 30 at 99 82, buys 30 at 99 78, buys 30 at 99 72, shorts 50 at 99 68, buys 20 at 99 74, buys 60 at 99 72 and the market closes at 99 70 How much profit did she make

Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Jan 02, 2021

A trader shorts 30 3-year bond contracts at 99.075 and the market falls to 99.02 before she sells an additional 30 contracts. The market subsequently

A trader shorts 30 3-year bond contracts at 99.075 and the market falls to 99.02 before she sells an additional 30 contracts. The market subsequently rallies to 99.085 at which point she buys 40 contracts. The market closes at 99.105. How much is her total profit?
A trader buys 20 20-year bond futures contracts at 99.87, and sells 10 at 99.83. She then sells 15 more contracts at 99.83 and buys 20 at 99.865 before the market closes at 99.90. How much profit does she make?
A trader sells 17 10-year bond futures at 99.88, buys 3 at 99.82, buys 6 at 99.78, buys 3 at 99.72, shorts 15 at 99.68, buys 2 at 99.74, buys 6 at 99.72 and the market closes at 99.70. How much profit did she make?
A trader shorts 35 5-year bond futures contracts at 98.72 and the market rallies to 98.84. If this trader where to buy 60 bank bill futures contracts, to what level must the bank bill futures contract rally to cover the losses from the 5-year bond trade?
A trader shorts 20 3-year bond futures contracts at 98.72 and the market rallies to 98.84. If this trader where to buy 6 20-year bond futures contracts, to what level must the 20-year bond futures contract rally to cover the losses from the 3-year bond trade?
A trader shorts 20 10-year bond contracts at 99.075 and the market falls to 99.02 before she sells an additional 20 contracts. The market subsequently rallies to 99.06 at which point she buys 53 contracts. How many contracts does she have? How much is her total profit?
A trader buys 35 bank bill futures contracts at 99.87, and sells 20 5-year bond futures contracts at 99.63. She sells 35 bank bill futures contracts at 99.63 and buys 20 5-year bond futures contracts at 99.47. How much profit does she make?
A trader sells 75 bank bill futures at 99.88, buys 30 at 99.82, buys 30 at 99.78, buys 30 at 99.72, shorts 50 at 99.68, buys 20 at 99.74, buys 60 at 99.72 and the market closes at 99.70. How much profit did she make?