期货基础计算题精讲

期货基础计算题精讲 1.9 2. 1 10/ 3% 5% 2 10/ 4% 5% 10/ 3% 5% 10/ 4% 5% 10/ 3% 5% 5/ 4% 7% 5/ 3% 5% 5/ 3% 5% 5/ 3% 5% 10/ 5% 8% 4-1 15132800/ / A: 2716 B: 2720 C: 2884 D: 2880 = 2800/, 13% [2800-28003%2800+28003%][27162884], 28842716[A] 4-272915050/15000/73 / A: 16500 B: 15450 C: 15750 D: 15650 3%721500073[15000(1-3%)15000(1+3%] [1455015450] 15450B 1. 2. 5-1 65 402220/2230/5% A: 44600 B: 22200 C: 44400 D: 22300 =4010/2230/5%=44600[A] 5-2: 657202220/102230/2215/5% A: 500-100011075 B: 1000-50011075 C: -500-100011100 D: 100050022150 (1)202220/ (2)102230/=>1010/(2230-2220)=1000 (3) 102215/=>1010/(2215-2220)/=-500 (4)=102215/10/5%=11075[B] (1)166-169 (2)1876-11->( ) 5-1 : 10-20/-50/ A: 3000 B: 3000 C: 1500 D: 1500 1-20-50 210/ 3101050-203000 3 [A] 5-2 : 5001300/1330/3 21260/1270/ ( ) A: -50000 B: 10000 C: -3000 D: 20000 11300-1330-3021260-1270-10250030-1010000 [B] 5-3 : 712020/200 71209 2050/81209206081 / A: -30 B: -30 C: 30 D: 30 12010200 2712020-2050 -3081-30 [B] 1. 2. 3. 4. 10-1 : 10%20%4% A: 2.5% B: 5% C: 20.5% D: 37.5% P514(10%-4%)/(20%-4%)=37.5% D 10-2 : 6595.451093EURIBOR62095.40 A: 1250 B: -1250 C: 12500 D: -12500 -à95.45<95.40AC (95.40-95.45)*100*25*10=-1250[B] 10033 25(10000000/100/100/4=25100100 43) 10-3 : 4115005151 A: 6301515 B: ,6301530 C: ,6301530 D: ,6301500 =+()- 630=1500+5%/4*1500-1%/4*1500=1515 [1530,1500]1530 15301500 [ABD] 11-1(05-48) : 71100910200120 910000 A: 200 B: 180 C: 220 D: 20 (1)=-100+120=20 (2)-à10200à10000 10000=10200-10000=200 =20+200=220 [C] 11-2(05-49) : 280/715/290/ 11/ / A: 290 B: 284 C: 280 D: 276 (1)=-15+11=-44 (2)à280à290 280-2904B 11-3(05-168) : 5220/9140/10/ 9130/9150/ 1 A: -30/ B: -20/ C: 10/ D: -40/ [B] (1)=-20-10=-30 (2)à150>140()=150-140=10à150>130() =-30+10=-20