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refer to exhibits 7.3 and 7.4 in your textbook; the exhibits provide information for a september 2019 euro futures contract. suppose that a trader took a long position on this contract on april 3, 2019. the trader will earn a profit if the spot price at maturity (sept 18, 2019) is

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The speculator will incur a loss of $1,937.50 on this long position.

In speculation, long position is a situation where an investor or speculator purchases a financial asset such as stocks, commodities or currencies with the expectation that its price will rise over time.

Given that:

  • Entry price = USD 1.3094/EUR
  • Exit price = USD 1.2939/EUR
  • Contract size = EUR 125,000

The profit or loss on the Long Position is solved as follows.

Profit/Loss = (Exit Price - Entry Price) * Contract Size

= (1.2939 - 1.3094) * 125,000

= -0.0155 * 125,000

= -$1937.50.

The full question is:

Suppose a trader takes a position on June 5th 2021, in one September 2021 EURO (EUR) future contract at USD1.3094/EUR. The trader holds the position until the last day of trading when the spot price is USD1.2939/EUR. This will be the final settlement price because of price convergence. The trader has EUR125,000 for this investment.

If the trader had a long position and he was a speculator, calculate his profit or loss for the position above.

User Ritesh  Karwa
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