Use the following corn futures quotes (priced in cents): Corn 5,000 bushels Contract Month Mar May July Sep High Low Settle Chg Open Open Int 455.125 457.000 451.750 452.000 -2.750 597,913 467.000 468.000 463.000 463.250 -2.750 137,547 477.000 477.500 472.500 473.000 -2.000 153,164 475.000 475.500 471.750 472.250 -2.000 29,258 Suppose you sell 17 of the May corn futures at the high price of the day! You close your position later whe 464.625. Ignoring commission, what is your dollar profit on this transaction? (Do not round intermediate Round your answer to 2 decimal places.)

Use the following corn futures quotes (priced in cents): Corn 5,000 bushels Contract Month Mar May July Sep High Low Settle Chg Open Open Int 455.125 457.000 451.750 452.000 -2.750 597,913 467.000 468.000 463.000 463.250 -2.750 137,547 477.000 477.500 472.500 473.000 -2.000 153,164 475.000 475.500 471.750 472.250 -2.000 29,258 Suppose you sell 17 of the May corn futures at the high price of the day! You close your position later whe 464.625. Ignoring commission, what is your dollar profit on this transaction? (Do not round intermediate Round your answer to 2 decimal places.)

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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The following are call option premiums and futures settlement prices for ICE cotton. These prices were quoted on December 16th, 200X. These prices are used in problems 25 through 29 (recopied here for your convenience). Strike Price (cents/lb)_ 48.00 49.00 50.00 51.00 52.00 53.00 Futures close 6 18 12 24 Mar-OX none of the above. 2.56 1.98 1.48 1.09 .78 .55 49.60 May-OX QUESTION - Based on the above price data, there are. represented among both the Mar-OX and May-OX contracts. 6.14 5.33 4.59 3.92 3.31 2.74 53.69 individual options contracts being
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Hedge May 20th: Producer plans to sell corn in early November. Currently the December corn futures are trading at $4.33. The expected basis is -$0.36. • Does the producer have a long or short cash position? long • To hedge: The producer will sell (buy/sell) Dec corn futures at $4.33/bu. • What is the expected price? $3.97 per bushel Nov. 10th: • The producer must sell (buy/sell) corn locally in the cash market at • . $4.18/bu. To offset their future position, they must buy $4.67/bu. What is the actual basis? -se.49 per bushel · (buy/sell) Dec futures at I What is the realized price for the producer? $3.84 per bushel о Method 1: o Method 2: о The hedge resulted in a realized price of
Ay 2. Gains and losses are recognized daily IMR = $2,530, MMR = $2,300, for a T-Bond futures $100,000. Suppose you buy one June contract at the open of $98,500, Monday’s settle price is 98’10, and Tuesday’s close is 97’00. What is in your margin call in Tuesday’s settle?
Cc. 190.
You purchased four September corn futures contracts at what turned out to be the lowest price of the day and sold those contracts at today's close. What is your total profit or loss on this investment? Contract Sep, Corn, 5,000 bu, cents/bu Sep, Wheat, 5,000 bu, cents/bu Multiple Choice -$2,875 $1,100 $14,250 -$287.50 Open High Low Close 615.50 618.25 608.00 613.50 814.00 820.00 808.50 811.00 X
help fast please
Help me please
Ef 34.
Consider the following prices, volume and open interest for gold futures contracts. Contract size: 100 oz Price units: $/oz (a) Which contract reached the highest price on this trading day? What was its contract value at that price? (b) Why is the high price equal to the low price for the contract expiring in October 2022?
Show graphically and in a table the profit and futures price relationships at expiration for the following positions on a November corn futures options with an exercise price of $4.00/bushel, contract size of 5,000 bushels, and call and put prices of $0.50/bushel. Include in your graphical analysis and table futures prices of $3.00, $3.25, $3.50, $3.75, $4.00, $4.25, $4.50, $4.75, $5.00, $5.25, and $5.50: a. Call purchase b. Put purchase c. Straddle write (Evaluate from prices from $2.50 to $5.50 by steps of $0.25)
Assume that on Friday August 1, you sell one Chicago Board of Trade September Treasury bond futures contract at the opening price of $97000. The initial margin requirement is $2500 and the maintenance margin requirement is $2000. The settlement price of the contract at closing on that day is $97500. Your margin account balance at the end of the day is $ . Question 15 options:

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