NO.PZ2020011901000071
问题如下:
A trader enters into a short futures contract to sell 100 units of an asset for USD 50. What is the trader’s gain or loss if the price of the asset at maturity is (a) USD 55 and (b) USD 48?
解释:
(a) Trader loses (in USD) 100 * (55 - 50) = 500.
(b) Trader gains (in USD) 100 * (50 - 48) = 200.
老师好,futures有保证金和盯市,因此在不考虑保证金的情况下,futures的最终收益是要每天的损益加起来,但是直接用到期的市场价格减去合约约定的价格,和每天的损益之和是完全一样的吗?