I need help with financial derivative project . I am doing it but stuck at this point , I can't understand this . Please assist me with 1 or 2 so that I can do further .Any help will be highly appreciable . Thanks

TASK :

1.The institutional features of contract .

2.The initial and maintenance margin of contract .

3.How these institutional features impact the storage costs and potential short costs in cost of carry arbitrage for contract .

4.Leaving Storage Costs and Short Costs as variables (as opposed to numbers) in your equations, specify the upper and lower arbitrage bounds for the first contract that matures after November for each contract you have selected.

CONTRACTS

CURRENCIES :

+ + Currencies Name Symbol Exchange Size Months Tick Australian Dollar 6A CME 100K AUD Monthly 0.0001 / $10.00Energies Name Symbol Exchange Size Months Tick Brent Last Day Financial BZ NYMEX 1000 barrels Monthly 0.01 / $10.00 Crude Oil CL/GCL NYMEX 1000 barrels Monthly 0.01 / $10.00 Ethanol ZE CBOT 29k gal Monthly 0.001 / $29.00 Heating Oil GHO NYMEX 42K gal Monthly 0.0001 / $4.20 Natural Gas GNG NYMEX 10,000 mmBtu Monthly 0.001 / $10.00 RBOB Gasoline GRB NYMEX 42K gal Monthly 0.0001 / $4.20