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An example of futures arbitrage
In this example, 3500 is obtained after the futures contract expires. When you buy this futures contract, the stock price is 30 yuan, and you need 3000 yuan to buy 1000 shares. After the expiration of two years, it will be delivered at the price of 35 yuan as stipulated in the contract, and then 1000 shares will get 3,500 yuan. Because 3000 is borrowed, there is 5% interest. So the final profit is 35 *1000-3000 (1+0.05) (1+0.05).