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Suppose that you are a speculator who trades 3 month Eurodollar futures On November 5th you sell 2 December 3 month Eurodollar futures contracts at 9481 The subsequent weekly quotes for the

Suppose that you are a speculator who trades 3-month Eurodollar futures. On November 5th, you sell 2 December 3-month Eurodollar futures contracts at 94.81. The subsequent weekly quotes for the closing December Eurodollar futures price are as follows: Date/Price: 11/12=94.92, 11/19=95.08, 11/26=94.77, 12/3=94.63. Calculate the weekly values in your margin account. The initial margin is $650 per contract and the maintenance margin is $400. Calculate your realized return for the entire period. Assume that you offset your futures position on December 3 at the price indicated.

 

Apr 08 2020 View more View Less

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