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Yesterday, you entered into a futures contract to buy €62,500 at $1.50 per €. Your initial performance bond is $1,500 and your maintenance level is $500. At what settle price will you get a demand for additional funds to be posted?

User Sdespont
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2 Answers

3 votes

Final answer:

The student is inquiring about the settle price that would trigger a margin call on a futures contract for euros. Exact settle price calculation is not possible without additional information about the contract specifications, such as tick value and leverage. The concept being explored is margin calls in regard to futures trading.

Step-by-step explanation:

The student is dealing with a financial instrument known as a futures contract. In this scenario, the contract stipulates the purchase of a certain amount of euros (€62,500) at a predetermined rate ($1.50 per euro). The key figures given are the initial performance bond ($1,500) and the maintenance level ($500). The question involves calculating the settle price at which a margin call would occur - meaning the price at which the account balance falls below the maintenance level, necessitating the deposit of additional funds to continue holding the position.

We are not provided with the full information needed to calculate the exact settle price that would trigger a margin call. Typically, this calculation would involve determining the price change in the contract that would reduce the performance bond to a level that's equal or below the maintenance margin. Additional details—like the value of each tick move in the currency value or the leverage being used—would be needed for an exact calculation.

However, based on the question's emphasis on settle price and additional funds, the user appears to be asking about the mechanics of futures contracts and how margin calls function in the context of futures trading.

User Andy Ray
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4 votes

Answer:

The settle price at which you will get a demand for additional funds to be posted is $1.4840 per €.

Step-by-step explanation:

Provided data from the question;

Futures contract to buy in euros = €62,500

Future contract to buy in dollar = $93,750 ( €62,500 × $1.50)

Initial performance of bond = $1,500

Maintenance level = $500

To determine the settle price at which you get a demand for additional funds to be posted =

Future contract to buy in dollar - (initial bond performance - maintenance level) ÷ future contract to in euros

$93,750 - ($1,500 - $500)

= $93,750 - $1,000

$92,750 ÷ €62,500

= $1.484

User Ben Combee
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