Question
The DAX cash price is 15,000, the interest rate or risk-free rate is 2.50% and the dividend yield on the DAX index is 1.75% presently.
The DAX cash price is 15,000, the interest rate or risk-free rate is 2.50% and the dividend yield on the DAX index is 1.75% presently. Calculate the bases and expected prices of the 3 and 6-month DAX financial futures contracts.
The current or Front-month Cocoa futures contract is trading at $2750.00 per tonne. The interest rate is 1.5% and the annual net convenience yield is -2.5%. What are the expected bases and prices of the 6 and 9-month Cocoa futures contracts?
What does the shape of the Cocoa futures curve tell us about short term demand for or supply of Cocoa?
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