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标题: notes book5 p189的一个问题,谢谢 [打印本页]

作者: kd26gioi    时间: 2013-8-11 09:21     标题: notes book5 p189的一个问题,谢谢

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
作者: former    时间: 2013-8-11 09:21

怎么没人回答啊,555
作者: luda002    时间: 2013-8-11 09:21

虽然“Three,125000 euro futures contracts are sold at price of $1.0234”

但是并没有说我是short position啊




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