61.3k views
4 votes
5. A trader executes a spread trade in which it buys 10,000 bushes of cash wheat for $4.30 per bushel and sells two futures contracts at a price of $4.60. After three months, the trader sells the cash corn at a price of $6.15 per bushels and buys two futures contracts at a price of $6.13. Storage costs are 1 cent per month. The size of the wheat futures contract is 5000 bushels. Ignore the time value of money for these calculations. Calculate the total gains or losses?

1 Answer

2 votes

Answer:

Total Gain= $2900

Step-by-step explanation:

There are two parts of trade- one in cash and one in future.

Cash trade:

Purchase of 10,000 bushes at $4.30

Total value = 10000*4.30 = 43,000

Storage cost is 1 cent per month and 10,000 bushes are sold after 3 months Hence ,

Total storage cost = 10,000 * 0.01 * 3 = $300

Selling price of the corn bushes = $6.15 per bushes

Total value = 10,000*6.15 = 61,500

Total profit in cash trade = 61,500 - 43,000 - $300 = $18,200

Future trade :

10,000 bushes ( 2 contract of 5000 quantity) is sold at $4.60

Total value = 10,000*4.6 = 46,000

After 3 months 10,000 bushes of future contact are purchased at $6.13

Total but value = 10000*6.13 = 61,300

Total loss in future trade = sell value - buy value

= $46,000 -$61,300 = -15,300

Total profit in trade = profit from cash + profit from future trade

= 18,200 - 15,300 = 2,900

Total gain = $2,900

User Dennis Vennink
by
4.3k points