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- 2011-7-11
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- 2013-9-27
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Three,125000 euro futures contracts are sold at price of $1.0234.
The next day,the price settles at $1.0180.The mark-to-market for
this account changes the previous day's margin by:
A.+$675
B.-$675
C.+$2025
答案是C
(1.0234-1.0180*125000*3=2025
但为什么是正的啊?
是不是因为eurodollar报价下降,LIBOR就上升,所以profit就上升啊?
谢谢 |
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