You created and sold a futures contract 25 days ago. The contract at that time had a price of $60 and a maturity of 160

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answerhappygod
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You created and sold a futures contract 25 days ago. The contract at that time had a price of $60 and a maturity of 160

Post by answerhappygod »

You created and sold a futures contract 25 days ago. The
contract at that time had a price of $60 and a maturity of 160
days. Today, the primary asset is worth $55.84. The
risk-free rate is currently 3.7% per 365 days. What is the
current value of the futures contract?
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