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PQU stock trades for $56/share on 9/30, but you believe the stock price will dec

ID: 2795666 • Letter: P

Question

PQU stock trades for $56/share on 9/30, but you believe the stock price will decline over the next few days. You decide to use five futures contracts to trade based on your belief. Futures contracts on PQU have 125 shares attached. The price for PQU futures on 9/30 is $54/share. Your broker requires an initial margin of $3000 per contract and a maintenance margin of $1500 per contract.

The price for PQU futures is $57.5 on 10/1. Find your ending margin balance on 10/1. Assume deficits are eliminated to keep the position open.

14,062.5

12,812.5

17,187.5

15,937.5

14,062.5

12,812.5

17,187.5

15,937.5

Explanation / Answer

Amount in Margin account on 10/1 = Initial Margin + Fluctuation in Margin for future price on 10/1

= Initial Margin + ( Closing future price on 10/1 - Closing future price on 9/30 ) * No. of contracts * Shares in on e contract

= $ 15,000 + { ( $ 57.5 - $ 54.00 ) * 5 * 125 }

= $ 15,000 + ( $ 3.5 * 5 * 125 )

= $ 15,000 + $ 2,187.50

= $ 17,187.50

Hence 3rd option is correct

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