VenkateshREOCWeek2 (1)
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EOCProblemTemplateV4.docx 1 FRED* Evaluation Form for Hull EOC Problem Student Name: Ramya Venkatesh EOC Problem Statement: 3.24 It is now June. A company knows that it will sell 5,000 barrels of crude oil in September. It uses the October CME Group futures contract to hedge the price it will receive. Each contract is on 1,000 barrels of ‘‘light
sweet crude.’’
What position should it take? What price risks is it still exposed to after taking the position? Instructions 1.
Download and save this file using the naming convention (Last Name, First Initial, EOCWeek(number)). Week 2 example: SlivkaREOCWeek2.docx. 2.
For each of the 2 EOC questions this week, complete the Non-AI Solution (Part 1) and the AI Solution (Part 2) below. Submit your file (Absent Parts 3-5) by Sunday, midnight prior to the forthcoming Tuesday lecture. 3.
On Monday prior to the Tuesday lecture, the Hull Solutions for the 2 EOC problems in this file will be posted by the Course Assistants for you to read and insert into Part 3. 4.
Complete Parts 4 and 5 of your prior submission where you rate the Non-AI and AI solutions against the Hull Solution and add helpful comments. 5.
Resubmit this revised completed Form on Brightspace using the identical naming convention as above with a V2 version number. Week 3 example: SlivkaREOCWeek3V2.docx Part 1 Student Personal (Non-AI) Solution (Insert Here) The company should short 5 futures contract. It is exposed to basis risk, difference between October futures price and spot price of crude oil in September. Part 2 AI Solution Mark Choice of AI with an X AI Choice FRED* Bing Chat ChatGPT X Google Bard *FRED = F
inance and R
isk E
ngineering AI D
esignee (ChatGPT, Bard, Bing Chat….)
(FRED designates your choice of AI used in providing a solution to a Hull EOC Problem)
EOCProblemTemplateV4.docx 2 Your AI Prompt (Insert Here) I have a question from Derivatives(Finance), can you please answer the below question "It is now June. A company knows that it will sell 5,000 barrels of crude oil in September. It uses the October CME Group futures contract to hedge the price it will receive. Each contract is on 1,000 barrels of ‘‘light sweet crude.’’ What position should the company take? What price risks is the company still exposed to after taking the position?" Can you please answer it accurately and precisely?
Your AI Response (Insert Here) To hedge the sale of 5,000 barrels of crude oil in September using the October CME Group futures contract (which represents 1,000 barrels each), the company should take the following position: Short Position in October Crude Oil Futures Contracts: The company should take a short position in the October CME Group futures contracts for crude oil. Since each contract represents 1,000 barrels, the company should sell 5 contracts (5,000 barrels / 1,000 barrels per contract). By taking this short position, the company is essentially locking in the selling price for its crude oil at the current futures price for October. After taking this position, the company is still exposed to the following price risks: Basis Risk: This refers to the risk that the price of the physical crude oil the company intends to sell in September may not perfectly align with the price of the October futures contract. Basis risk can arise due to factors like differences in quality, location, or timing between the futures contract and the actual crude oil sale in September. Any discrepancy between the two prices can lead to gains or losses. Rolling Risk: Since the company is using an October futures contract to hedge a sale in September, it will need to roll over its futures position from October to September as the October contract approaches expiration. The price difference between the expiring October contract and the new September contract can result in gains or losses during the rollover process. Execution Costs: There may be costs associated with entering and exiting futures positions, such as brokerage fees and bid-ask spreads, which can impact the effectiveness of the hedge. By taking these factors into account, the company can better assess the overall effectiveness and cost of its hedge and manage its price risk exposure accordingly.
EOCProblemTemplateV4.docx 3 Part 3 Hull EOC Solution After you submit your Non-Ai and AI solutions, the Hull solution will be released and you can proceed to Parts 4 and 5. Once completed, resubmit this Form including your Ratings (Part 4) and any Helpful Comments (Part 5). Part 4 Your Ratings vs Hull Solution Mark your ratings with an X Your Rating ---
🡪 1 = Poor 2 3 4 5 = Excellent Non-AI vs. Hull Solution FRED vs. Hull Solution Part 5 Add Comparative Analysis and Comments (Insert Here) In my opinion, as many students attempt to complete this task, the ChatGPT model seems to improve directly through repeated questions and corrections provided by users. Since I started my assignment on a Sunday evening, the model appeared to be well-versed with the questions already.
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Related Questions
A company enters into a short futures contract to sell 10,000 units of a commodity for $0.5 per unit. The initial margin is $5000 and the maintenance margin is $3000. When will there be a margin call?
Question 1Answer
a.
As soon as the futures price exceeds $0.7 per unit.
b.
As soon as the futures price exceeds $0.8 per unit.
c.
As soon as the futures price exceeds $0.5 per unit.
d.
As soon as the futures price exceeds $0.6 per unit.
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You take a short position in 3 futures contracts on WIG20 on the Warsaw Stock
Exchange. The current contract price is 2023. The maintenance margin is 6,5%
of the contract value and the initial margin is 15% higher than the maintenance
margin. What amount do you need to deposit in the margin account when you
take the position? Remember the correct multiplier for these contracts on the
WSE.
a) 3024.38 PLN.
b) 453.66 PLN.
c) 4536.58 PLN.
d) 9073.15 PLN.
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Ay 3.
Please solve ASAP showing formulas/explanation. Will upvote once done but need help fast. Thank you in advance!
1- Suppose U.S. Airway wants to buy 1,000 barrels of jet fuel in 3 months. Today it enters one 6-month heating oil futures contract on NYMEX to hedge its position. The jet fuel spot price today is $29/barrel. The today's heating oil futures price is $19/barrel. Assume that 3 months later, the spot prices for jet fuel and heating oil are $35/barrel and $27/barrel respectively and the 3-month futures price for heating oil is $29. What is the basis 3 months from now when U.S. Air purchases the jet fuel?
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In February, a company wanted to hedge the future purchase of crude oil some time in June or July by using August oil futures
contracts. The August oil futures price was $72.00 per barrel. When the company decided to buy crude oil in July, the oil spot price was
$79 and the August oil futures price was $74. Calculate the net cost of purchasing the oil with hedging.
O $72
O $74
O $77
O $79
O $81
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Assume the below prices for calls and puts:
Call
Put
Strike
Jul
Aug
Oct
Jul
Aug
Oct
165
2.7
5.25
8.1
2.4
4.75
6.75
170
0.8
3.25
6
5.75
7.5
9
Buy one August 170 put contract. Hold it until expiration. Identify the breakeven stock price at expiration. What is the profit/loss if ST=190?
Buy one October 165 call contract. Hold it until the options expire. Identify the breakeven stock price at expiration. What is the Maximum possible loss from the transaction? What is the profit/loss if ST=185
Buy 100 shares of stocks and buy one August 165 put contract. Hold the position until expiration. Determine the breakeven stock price at expiration, the maximum profit and the maximum loss. What is the profit/loss if ST=150.
Buy 100 shares of stock and write one October 170 call contract. Hold the position until expiration. Determine the breakeven stock price at expiration, the maximum profit and the maximum loss. What is the profit/loss…
arrow_forward
Suppose you sell six September 2020 palladium futures contracts this day at the last
price of the day. Use Table 23.1.
a. What will your profit or loss be if palladium prices turn out to be $2,034.50 per ounce
at expiration? (Do not round intermediate calculations and enter your answer as a
positive value rounded to 2 decimal places, e.g., 32.16.)
b. What will your profit or loss be if palladium prices are $1,977.50 per ounce at
expiration? (Do not round intermediate calculations and enter your answer as a
positive value rounded to the nearest whole number, e.g., 32.)
a.
Loss
b.
Profit
Answer is not complete.
6,200
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v Question Completion Status:
QUESTION 1
Mr. A has to recive 5000 Euro after six month from a trader in Europe and he fear that the exchnage rate might change in this period.
What can be done to manage this risk?
O 1. Insurance
O 2. Retention
O 3. Options contract
O 4. Both Insurance and retention
QUESTION 2
A trader in Madina Munnawara produces dates and sells in the market. He fears that the prices of Dates might drop by the time the crop is ready for sale.
he can use the following method to manage this risk.
1. Retention
2. None of these
3. Non-insurance transfer
O 4. Insurance
Save Al
Click Save and Submit to save and submit. Click Save All Answers to save all answers.
DE
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An investor holds a short position in four July crude palm oil futures contracts. When
the contract was entered into on day zero, the futures price was RM 2200 per metric
tonne. The initial margin is RM 2750 per contract, and the maintenance margin is RM
1500 per contract. The following table gives information on the price of CPO for July
delivery over a 3-day period.
Day
1
Closing futures Price (RM)
2150
2300
3
2350
Assess what will the variation margin be on the first day a margin call is received?
A. RM 11,000
B. RM 10,000
C. RM 5,000
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(1) A trader signs a Forward contract on April 30 for the delivery of 500 gallons of oil on October 31. The risk-free rate is 5.00% on April 30 and the current price of oil is $30 per gallon. Each gallon of storage costs $0.03 per day.a. What will be the fair forward price on April 30?b. If the spot price of oil is $45 per gallon on July 31, what profit or loss would the trader incur if they close out (cash settle) their position?
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Suppose an investor takes a long position in 1 Gold futures contract, and the following information is given:
Contract size = 100 ounces.
Futures price = $500
Initial margin = $3,000 per contract.
Maintenance margin = $2,000 per contract
Date
Jan. 1
Jan. 2
Jan. 3
Jan. 4
Jan. 5
Jan. 6
Jan. 7
Jan. 8
Future prices
494
495
488
490
491
474
475
474
i) In which days will there be a margin call? How much will be the variation margin in all cases?
ii) In which days do the balances in the margin account exceed the initial margin?
B) Party A agrees to pay Party B a fixed rate of 4%. Party B agrees to pay Party A a floating rate based on the return of the S&P 500 Index. The payments will be made annually and will be based on a notional principal of $1,000,000.
i) Suppose at the end of the first year, the S&P 500 appreciated by 4.5%. How much will Party B will pay Party A
II) What will happen in the second year, if the S&P 500 depreciated…
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As a new trader of CPO futures you brought three lots at RM 1300 per tonne wich requires you to pay initial margin of 9000 and maintain rm 8000 per contract . prepare marked to market position for the following closing prices
DAY 1 . 1294
2 1290
3 1282
4 1277
5 1272
show the leverage effect of futures trading if you close out in five days
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Spaci
Heading 3
Paragraph
Futures are available on 3 month T bills with a contract size of $2 million. If you take a long
position at $96.22 and later sell the contracts at $96.80, how much would the total net gain or
loss be on this transaction?
I
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Suppose the current price for coffee for delivery in December is $1.3890 per pound. Each contract is for 37,500 pounds. Initial margin is $5000 and maintenance margin is 2700 on what day will long side get a margin call if over the next 5 days the futures price evolves as follows
Day Futures Price
1. $1.4110
2. $1.4290
3. $1.3800
4. $1.3165
5. $1.3175
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You have taken a short position in a futures contract on corn at $2.60 per bushel. Over the next 5 days the contract settled at 2.52, 2.57, 2.62, 2.68, and 2.70. You then decide to reverse your position in the futures market on the fifth day at close. What is the net amount you receive at the end of 5 days?
A.
$0.00
B.
$2.60
C.
$2.70
D.
$2.80
E.
Must know the number of contracts
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1. Suppose trader A sells a E-miniS&P 500 indexDecember 2021 expiry (ESZ1)futures contract to trader Bon May 7 , 2021. Suppose the price declines and trader A liquidates their position by buying a futures contract fivedayslateron May12, 2021. Does trader A make a profit? Does trader B have to make a loss? Explain your answer.
2. Consider a large Australian cotton farmer who has just planted her crop. Once grown, she plans to export her production to China:
Suppose the Australian cotton farmer goes short on a cotton no. 2 futures contract on the ICE exchange. Go to theice.com and look up the contract. What is the contract size? Is the contract settled with physical delivery or cashsettlement?
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Suppose that March oil futures have the price of $65/barrel, and the size of the contract is 1,000 barrels. When the contract matures in March, what will be the profit of a single long futures contract if the spot price is $68.50/barrel?
Only typed Answer and give Answer fast
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It is now June. A company knows that it will sell 5,000 barrels of crude oil in September. It uses the October CME Group futures contract to hedge the price it will receive. Each contract is on 1,000 barrels of “light sweet crude.” What position should it take? What price risks is it still exposed to after taking the position?
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Hedge
May 20th: Producer plans to sell corn in early November. Currently the December corn
futures are trading at $4.33. The expected basis is -$0.36.
•
Does the producer have a long or short cash position? long
•
To hedge: The producer will sell
(buy/sell) Dec corn futures at $4.33/bu.
•
What is the expected price? $3.97 per bushel
Nov. 10th:
•
The producer must sell
(buy/sell) corn locally in the cash market at
•
.
$4.18/bu.
To offset their future position, they must buy
$4.67/bu.
What is the actual basis? -se.49 per bushel
·
(buy/sell) Dec futures at
I
What is the realized price for the producer?
$3.84 per bushel
о
Method 1:
o Method 2:
о
The hedge resulted in a realized price of
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Backwardation and Contango
In January 5th of 2018, you took a short postion on 100 Feeder Cattle futures contracts that mature in Septemeber 2018. The maintenance margin is 60% of the contract size (= 148.05 * 100 * 60%) and if your margin goes below the maintenance margin you will get a margin call. Determine the following: 1) Based on futures prices in January 5th, what is the market's expectation on future price movements of cattle spots? 2) Based on your position, are you a hedger or a speculator? 3) As of at the end of Apr 2018, is the position profitable? 4) Did you have any margin call before the end of April? (see attached Image)
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Suppose you work as a broker in an investment company, and there is an expectation that the market interest rate will be 0.029. based on this expectation you are required to calculate the market price for the following CD;Issue date: 1 January 2021
Maturity date:10 May 2021.
The face value OMR 10000.
Interest on CD: 5 percent.
Select one:
a. 15942.02
b. 15574.10
c. 15677.97
d. All the given choices are not correct
e. 15572.50
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Use the following corn futures quotes:
Contract
Month
Mar
May
July
Sep
Contracts
Corn 5,000 bushels
a. How many of the July contracts are currently open?
Open
High
Low
Settle Chg Open Int
455.125 457.000 451.750 452.000 -2.750
467.000 468.000 463.000 463.250 -2.750
477.000 477.500 472.500 473.000 -2.000
475.000 475.500 471.750 472.250
-2.000
Contracts
597,913
137,547
153, 164
29,258
b. How many of these contracts should you sell if you wish to deliver 135,000 bushels of corn in July?
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Finance
Initial Futures Contract price = 0.1529$ per Ib
Contract size = 60000 lbs
Initial Margin requirement = 10 %
Maintenance margin = 600$
Assume the volatility of Soybean Oil immediately increases 20%. How will it impact Futures price?
How will it impact investor's margin account requirement? Explain your answer.
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1. Assume an investor takes a long position in 4 September KLSE CI futures contract on 15th July. The futures contract price is RM1623.00. The initial margin and maintenance margin are RM6,500 per contract and RM4,500.00 per contract respectively. The trader closes his position on the sixth day. The contract size is RM50 per contract. The futures settlement prices during those six days are:
Day 1 RM1621
Day 2 RM1625
Day 3 RM1630
Day 4 RM1620
Day 5 RM1618
Day 6 RM1640
a. Determine the trader's total gains or losses.
b. How much does the trader pay for margin call ? * Show all workings
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Suppose you are concerned about your firm's jet fuel exposure that you need to acquire in
November. Further, your analysis suggests the best futures contract to hedge jet fuel is unleaded
gasoline. You decided to hedge for 100% of the price exposure. This is September and the spot
prices of jet fuel is $1.108 and RBOB gasoline is $1.121. The RBOB gasoline December futures
contact on CME is currently priced at $1.141. Assume two months have passed and you want to
close your futures position in November. The spot prices of jet fuel and RBOB gasoline in November
are $1.131 and $1.156. All prices are quoted per gallon. The November futures price for December
RBOB gasoline is $1.183. Which of the following statements is false based on the above in
formation?
The gain from the futures hedge is $0.042 per gallon.
The basis in November is -$0.027
The RBOB gasoline market is in contango.
O The basis in October is -$0.033.
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H4.
A company buys a futures contract on 10,000 units of a commodity for $0.67 per unit. The initial margin is $2,000 and the maintenance margin is $1,000. What is the futures price per unit below which there will be a margin call?
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