Question
The S&P/ASX 200 Index is trading at 7138.681 and the dividend yield is 4.21%, if there are 104 days to expiry of the SPI200 contract
The S&P/ASX 200 Index is trading at 7138.681 and the dividend yield is 4.21%, if there are 104 days to expiry of the SPI200 contract and the continuously compounded rate of return is 3.5367%, what is the value of the equivalent physical position if twelve SPI200 contracts are purchased?
A trader goes long twentyone 10-year bond futures contracts at 96.465 and later that day shorts twentyone contracts at 96.415. How much profit did the trader make?
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Derivatives Principles And Practice
Authors: Rangarajan Sundaram
2nd Edition
0078034736, 9780078034732
