The spot price of soybean is 4.28 $/bushel and the 6-month soybean futures price is 4.36 $/bushel. The annual continuous
Posted: Mon May 02, 2022 9:04 am
The spot price of soybean is 4.28 $/bushel and the 6-month
soybean futures price is 4.36 $/bushel. The annual continuously
compounded storage rate is 0.7% and interest rate is 4%. What is
annualized convenience yield related to the 6-month soybean
contract?
Options and Futures
soybean futures price is 4.36 $/bushel. The annual continuously
compounded storage rate is 0.7% and interest rate is 4%. What is
annualized convenience yield related to the 6-month soybean
contract?
Options and Futures