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It is 3 August 1987 and the All Ordinaries Index (AOI) is at 2030. SPI futures written on the AOI with a Dec?1987 maturity are

It is 3 August 1987 and the All Ordinaries Index (AOI) is at 2030. SPI futures written on the AOI with a Dec?1987 maturity are quoted at 2127. Using a combi...

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