What are the contract specification of a German Bund future traded on Eurex (Bloomberg code RX1 Comdty):

• Nominal value of 1 contract 
• Value of 1 point 
• Tick size
• Tick value 
• Price 
• Contract Value 
• Deliverable bonds basket: 
• Settlement type : physical or cash?
• When is the expiry of the June 2022 future? 

 

1. What are the contract specification of a 10yrs US Treasury future traded on CBOT (Bloomberg code TYA Comdty):

 

• Nominal value of 1 contract 
• Value of 1 point 
• Tick size 
• Tick value 
• Price 
• Contract Value 
• Deliverable bonds basket
• Settlement type : physical or cash?
• When is the expiry of the June 2021 future? 

 

1. What are the contract specification of a 90days Euro$ future traded on CME (Bloomberg code EDM2 comdty, June 2022 expiry):

 

• Nominal value of 1 contract 
• Value of 1 point 
• Tick size 
• Tick value 
• Price 
• Settlement type : physical or cash?
• When is the expiry of the June 2021 future?

 

1. If I am long +1,000 euro$ futures June 2022 expiry, and the FED hikes (unexpectedly) the Fed Funds rates by 0.25%, how much money will I make/loose?

 

1. What is the role of a Clearing house ? What is the name of the CBOT Clearing House?
2. On which exchange are commodities futures mostly traded?

 

1. On March 1^st Apple closed at $127.79. 

• The 03/05/21 expiry $127 Strike Call Option closed at $2.19. Was the option in the money or out of the money? What was the intrinsic value of the option ? What was the time value of the option?

 

• The 03/05/21 expiry $130 Strike Call Option closed at $0.88. Was the option in the money or out of the money? What was the intrinsic value of the option ? What was the time value of the option?

 

• The 04/09/21 expiry $127 Strike Call Option closed at $5.70. Was the option in the money or out of the money? What was the intrinsic value of the option ? What was the time value of the option?

 

• Why is the price of the March $127 Call option and the Price of the April $127 Call Option so different?
• If the price of Apple is $135  on the closing of March 5, and you have bought 100 03/05/21 expiry $127 Strike Call Option at $2.19, how much would be your profit? 

 

1. On March 1^st the SPX500 future June 21 expiry closed at 3,889, while the S&P index closed at 3,901.75.

 

• Explain the difference (basis) between the 2 prices.
• 
  
• The Dec (17) 2021 Put option strike 3.400 is trading at 170, with a 32.90% implied volatility. If you have a portfolio of US equities, and you are worried of a sharp correction in the market, would you buy this option ?
• 
  
• How much has the SPX to drop before making money on you put option?

Answer rating: 100% (QA)

Answer German Bund Future Eurex Bloomberg code RX1 Comdty Nominal value of 1 contract 100000 Value of 1 point 10 Tick size 001 equivalent to 001 of th... View the full answer