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Using the following information, calculate the theoretical future prices on each trading day for a futures contract expiring March 31, 2023 Day Risk free Rate
Using the following information, calculate the theoretical future prices on each trading day for a futures contract expiring March 31, 2023
Day | Risk free Rate | Spot Price | Dividend Yield |
9-Jan-2023 | 4.7 | $ 3,892.09 | 1.72 |
10-Jan-2023 | 4.73 | $ 3,919.25 | 1.71 |
11-Jan-2023 | 4.72 | $ 3,969.61 | 1.69 |
12-Jan-2023 | 4.66 | $ 3,983.17 | 1.68 |
13-Jan-2023 | 4.67 | $ 3,999.09 | 1.67 |
17-Jan-2023 | 4.71 | $ 3,990.97 | 1.68 |
18-Jan-2023 | 4.69 | $ 3,928.86 | 1.7 |
19-Jan-2023 | 4.71 | $ 3,898.85 | 1.72 |
20-Jan-2023 | 4.72 | $ 3,972.61 | 1.69 |
23-Jan-2023 | 4.73 | $ 4,019.81 | 1.67 |
24-Jan-2023 | 4.72 | $ 4,016.95 | 1.67 |
25-Jan-2023 | 4.72 | $ 4,012.22 | 1.67 |
26-Jan-2023 | 4.71 | $ 4,060.43 | 1.65 |
27-Jan-2023 | 4.73 | $ 4,070.56 | 1.64 |
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