foreign exchange market is a kind of financial futures. In the hedging behavior of futures, it is generally in the opposite direction of the goods held. In the hedging behavior of the above problems, you can first confirm that you have made a profit by closing your position after 3 months. The specific calculation method is: (opening price-closing price) × contract quantity× contract multiplier = profit. The multiplier of one contract depends on different commodities. For example, a contract multiplier of domestic stock index futures is 3. If you make a profit of 1 point on a stock index futures, the book profit is 1×3=3, and the loss is also calculated.

for futures copper, if the contract multiplier of primary copper is 5 tons and the primary copper gains 1 points, the book profit is 1×5=5, and the loss is also calculated. In the above questions, I don't know what the contract multiplier of Euro interest rate futures is. If the answer is correct, then the contract multiplier can be calculated. 4725÷1 contracts ÷(94.29-92.4)=25