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3841PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 100 and futures is 104, so the cash basis is -4. Later the basis changes by 1.5. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3842PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 80 and futures is 76, so the cash basis is 4. Later the basis changes by -2. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3843PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 52 and futures is 52.8, so the cash basis is -0.8. Later the basis changes by 0.6. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3844PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 120 and futures is 123, so the cash basis is -3. Later the basis changes by 2. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3846Recovering Spot from a Futures Quote and BasisA futures contract trades at 104, and the cash basis S-F is observed to be -3. What is spot?金融与交易简单derivation未尝试面试订阅3847Recovering Spot from a Futures Quote and BasisA futures contract trades at 76, and the cash basis S-F is observed to be 4. What is spot?金融与交易简单derivation未尝试面试订阅3848Recovering Spot from a Futures Quote and BasisA futures contract trades at 52.8, and the cash basis S-F is observed to be -0.8. What is spot?金融与交易简单derivation未尝试面试订阅3849Recovering Spot from a Futures Quote and BasisA futures contract trades at 123, and the cash basis S-F is observed to be 2.5. What is spot?金融与交易简单derivation未尝试面试订阅3850Recovering Spot from a Futures Quote and BasisA futures contract trades at 92, and the cash basis S-F is observed to be -1.2. What is spot?金融与交易简单derivation未尝试面试订阅3851Recovering Futures from Spot and BasisSpot is 100 and the cash basis S-F is -4. What futures price does that imply?金融与交易简单derivation未尝试面试订阅3852Recovering Futures from Spot and BasisSpot is 80 and the cash basis S-F is 3. What futures price does that imply?金融与交易简单derivation未尝试面试订阅3853Recovering Futures from Spot and BasisSpot is 60 and the cash basis S-F is -1.5. What futures price does that imply?金融与交易简单derivation未尝试面试订阅3856Basis Risk in a One-for-One HedgeA cash position is hedged one-for-one with futures. During the holding window the basis changes by 1.5. What hedge slippage does that basis move create for a short-cash/long-futures hedge?金融与交易中等derivation未尝试面试订阅3857Basis Risk in a One-for-One HedgeA cash position is hedged one-for-one with futures. During the holding window the basis changes by -2.0. What hedge slippage does that basis move create for a short-cash/long-futures hedge?金融与交易中等derivation未尝试面试订阅3861Why Basis Risk Makes a Cash-Futures Hedge ImperfectWhy can a cash-futures hedge still leave risk even if the futures notional matches the cash position perfectly?金融与交易中等essay未尝试面试订阅3862Why Basis Tends to Converge Near ExpiryWhy does basis often shrink as a futures contract approaches expiry?金融与交易中等essay未尝试面试订阅3863Why Basis Can Be Negative in ContangoWhy does the cash basis S-F become negative in contango markets?金融与交易中等essay未尝试面试订阅3864Why Basis Can Be Positive in BackwardationWhy does the cash basis S-F become positive in backwardation?金融与交易中等essay未尝试面试订阅3865Why Traders Monitor Basis Separately from Outright PriceWhy is basis worth monitoring as its own state variable rather than only watching spot and futures separately?金融与交易中等essay未尝试面试订阅3866Final Margin Balance 1A long futures account has initial margin 7000, maintenance margin 5600, contract multiplier 200, and settlements [100, 95, 92, 95]. Whenever the end-of-day balance drops below maintenance, treasury tops it back up to the initial margin the same evening. Ignoring interest, how much cash is deposited over the life of the trade?金融与交易中等derivation未尝试面试订阅