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除了樱花 · 2022年03月14日

课程里没讲

  1. FRM I
  2. Financial Markets And Products

NO.PZ2020012001000033

问题如下：

20 futures contracts are used to hedge an exposure to the price of soybeans. Each futures contract is on 5,000 bushels. At the time the hedge is closed out, the basis is 20 cents per bushel. What is the effect of the basis on the hedger if (a) the purchase of soybeans is being hedged and (b) the sale of soybeans is being hedged?

选项：

解释：

The basis increases the net price after hedging by 20 * 5,000 * USD 0.20 or USD 20,000. In (a) this is an extra cost to the hedger. In (b) it is an extra amount received from the sale of soybeans.

为什么short futures 在到期日就变成long futures, long futures 变成short futures

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1 个答案

品职答疑小助手雍 · 2022年03月14日

同学你好，到期日合约是要平仓的（就是所谓的short了到期日要long，long的话到期日要short），这个课上介绍期货的时候肯定要讲的，而且这个也是个基础的性质了，对期货不了解的话建议听一下section4里的Forward And Futures Contracts

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