The 2-year S&P 500 index futures price is currently at $3450. If you are long 4 contracts

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The 2-year S&P 500 index futures price is currently at $3450. If you are long 4 contracts of the S&P 500 index future contracts with 2-year maturity and with a delivery price of $3000.

What's the value of your futures position? The continuously compounding interest rate on dollar is 1%. Each contract is 100 shares? Round to integer.

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Posted Date: Mar 30, 2023 01:59 AM

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The 2-year S&P 500 index futures price is currently at $3450. If you are long 4 contracts

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The value of your futures position is the current price of the futures contracts mu... View the full answer

Derivatives Markets

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