Current location - Trademark Inquiry Complete Network - Futures platform - Solve the problem of financial engineering calculation
Solve the problem of financial engineering calculation
July spot price 16000 yuan/ton, 10 copper price 16 100 yuan/ton.

10 month spot 1 15600 yuan, copper futures 165438+ 10 month/0 lot 156 10 yuan/ton.

Arbitrage resulted in a loss of 400 yuan/ton and a profit of 4 10 yuan/ton.

The net profit of the final result is 500*4 10-500*400=5000 yuan.