Interest rate futures Example 4

8 Comments
View all ACCA Paper P4 lectures >> This P4 lecture is based on OpenTuition course notes view/download here>>

Comments

  1. Avatar of judyluo judyluo says:
    October 14, 2012 at 4:45 pm

    I like

  2. Avatar of On Kei CHUNG On Kei CHUNG says:
    September 29, 2012 at 3:43 pm

    sorry I am dumb. Can anyone tell me how the 94 future price on 1 Nov is being calculated? Thanks a lot

  3. Avatar of bowe bowe says:
    April 27, 2012 at 4:13 am

    Quite interesting and straight forward.

  4. Avatar of mdauser mdauser says:
    November 28, 2011 at 6:10 am

    Hooollaaaaaaaaaaaaaaaa :)

  5. Avatar of wedson wedson says:
    May 23, 2011 at 6:37 pm

    in this June 2010 Mock they said they would not want the interest receivable to decrease by $2500 from the amount that would be paid on the current interest

  6. Avatar of wedson wedson says:
    May 23, 2011 at 6:32 pm

    Can some assist me what will be the Interest Receipt on Futures if Example was to Invest the same amount but the inerest rates Fall by 1% and the Futures price move by 0.85%,this example is similar to one on the Kaplan Mock June 2010 and when i try it am geting a total of$11,000.00 and 80,000.00 giving a total of $91,000.00 instead of $97,000.00 that the solution is giving

  7. Avatar of emekusobi emekusobi says:
    May 20, 2011 at 12:28 pm

    Please could someone explain what might be the problem, I have not been able to view P4 Lecture 3 on Interest Rate Futures beyond )7:39 minutes. The lecture stops at 07:39min each time i played it where as its total time is 14:46 minutes.

Leave a Comment