Pilot q2 Alecto

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March 3, 2017 at 6:59 am #375227
Anonymous
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Answer part gain on future market use 9616-9602 why not use 96.16-96.02 is it because tick size 0.01

Same question in the option premium calculation 16.3 not 0.163 I am totally confused by the decimal

Thanks so much
March 3, 2017 at 10:23 am #375283
John Moffat
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The tick size is indeed 0.01 (although you never actually need to use ticks in the exam – I prefer not to).

I do suggest that you watch my free lectures on interest rate risk management, because it is all explained in the lectures.
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