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- UID
- 223270
- 帖子
- 245
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 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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发表于 2013-8-11 09:21
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