Interest rate futures Example 3

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  1. Avatar of toobaalvi toobaalvi says:
    May 8, 2013 at 11:00 pm

    What if we calculate the profit like this: 6,000,000 pounds x 0.02 x (6/12) = 60,000
    Logic: We bought the futures for the same amount of loan then multiply it with profit and as the profit is yearly so we multiply it with (6/12) as the loan is for 6 months and so the profit should match the additional expense of interest of 6 months.
    Does this makes sense?

  2. Avatar of accaforall accaforall says:
    February 24, 2012 at 10:21 pm

    Thank you

  3. Avatar of goodnewskydzramedo goodnewskydzramedo says:
    May 17, 2011 at 3:48 pm

    THIS PAPER IS VERY CHALLENGING AND INTERESTING AS WELL. THE LECTURE HAS REPOSED A LOT OF CONFIDENCE IN ME AND I’M SURE THIS THIRD TIME, I SHALL BE READY. WHAT IS THE NAME OF THE LECTURE??? CAN ANYONE TELL ME>

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