NO.PZ2023091802000179
问题如下:
On September 10, a
trader opens a long position in 100 December S&P 500 futures contracts. The
initial margin requirement is USD 2 million, and CME requires a maintenance
margin of USD 1.5 million. Assume that the position is kept open until September
14 and no withdrawals take place. The following table summarizes the daily
change in value of the position for that period:
On what dates will additional margin be required?
选项:
A.
September 12, but not September 13
B.
September 13, but not September 12
C.
September 12 and September 13
D.
Neither September 12 nor September 13
解释:
老师,题目哪块儿的表述能看出来一点是250元呢?