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Ask the master to solve two futures exam calculation problems
The second question: 10000 index point, the interest is 10000× 6 %× 3/12 =150 point, and the dividend of 10000 is equivalent to100 index point. The principal and interest are 10 1 point, and the net holding cost is150-10/= 49 points, so the theoretical point is 10049 points.

The third question: the index point is 10000, and the theoretical point of calculation is 10049. The bilateral handling fee and market impact cost of stock trading are 0.5% of the transaction amount respectively, which is 1% of the transaction amount. The bilateral handling fee and market impact cost of stock trading are 10000× 1. Both sides of the futures contract have two index points, and the market impact cost is also two index points. Futures contract transaction fee and market impact cost are four index points, and the loan interest rate difference is 10000× 0.5 %× 3/12.5 points, namely100. The upper bound of no arbitrage is10049+16.5 =10165.5, and the lower bound is10049-1.