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Futures arbitrage problem
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The two price points of 06 contract: March 65438+May 92.4 is the buying date.

The delivery date is June 10 and September 94.29.

The face value of each contract is $654.38 million.

Assume that the deposit is 10%, that is, the contract is 65438+ 10,000/lot.

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So: March 15 long, Man Cang bought100000/100 = 100 lots.

Close the position on June 10 and throw out all profits:

Profit points per hand: 94.29-92.4=2.29.

So: 100 hand profit point:

2.29* 100=229

This is the gross profit point, and the handling fee will be deducted.

There is also a base, that is, how many dollars each point earns, multiplied by 229.

The calculation is profit.