Current location - Trademark Inquiry Complete Network - Futures platform - Calculation of futures options: a traded commodity buys a short-term treasury bond futures contract for delivery in 1 March at a price of 92, and then buys it at a price of 94.
Calculation of futures options: a traded commodity buys a short-term treasury bond futures contract for delivery in 1 March at a price of 92, and then buys it at a price of 94.
1. The quotation of short-term interest rate futures omits the percent sign.

2. The change value of three-month US Treasury bonds and three-month euro interest rate futures contracts is: 1 point stands for $25.

Profit: (94-92)* 100*25=5000

Yield: = profit/profit rate =5000/ 10W=5%

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