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Suppose Ms A on 1st March purchases (i.e. is long in) one euro September futures contract at a futures rate of F0 = $1.04/. At

Suppose Ms A on 1st March purchases (i.e. is long in) one euro September futures contract at a futures rate of F0 = $1.04/. At expiry (in September) she would receive 125,000 and pay out 125,000 $1.04/ = $130,000. How much she gains/losses if, on 2nd March, F1 = $1.0450/?

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