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If you entered into the futures position at Monday close of 97.275, what would be your cash flow due to marking to market on tuesday
If you entered into the futures position at Monday close of 97.275, what would be your cash flow due to marking to market on tuesday and on wednesday?
what is the value of his futures position on Monday?
If on december 1, 2018 the 3-month LIBOR turns out to be 2.95% p.a., Eurodollar futures price 97.105 what would be the total cost to you taking into account gains/losses on your hedge, plus the interest payment ( disregard time value of money)
Problem 2 (15 points) You are given the following quote for Eurodollar futures prices on Wednesday, 10/24/18: Estimated Prior Day Month Open High NOV 18 97.3675 97.3775 97.3450 97.3575 -0125 97.3575 68,349 237,757 DEC 18 97.2550 97.2700 97.2300 97.2550 0100 97.2500 523,278 1,810,676 JAN 19 97.2150 97.2250 97.1950 97.2200 0100 97.2100 11,228 59,070 Low Last Change Settle Volume Open InterestStep by Step Solution
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