Question
You buy ten (5) S&P500 index December futures contracts. Currently, S&P500 futures price is $2,000. The contract size is 250 and initial margin requirement is
You buy ten (5) S&P500 index December futures contracts. Currently, S&P500 futures price is $2,000. The contract size is 250 and initial margin requirement is 26%.
A month later, futures price increases 4% increase. Find the rate of return.(Report in percentage such as 25 instead of 0.25.) (margin for error: +/- 1%)
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The Handbook Of News Analytics In Finance
Authors: Gautam Mitra, Leela Mitra
1st Edition
047066679X, 978-0470666791
