Business Finance
E Mini Crude Oil Futures Project Project Discussion

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Futures and Options Assignment Project Due date: Wednesday, March 25 Goal of the project: get familiar with the CME Group web site and with how futures data is reported. This project can be done individually or as a group. The number of contracts that you will need to analyze is equal to the number of students in your group. For example, if you work alone, you need to analyze ONE contract. If you work as a group of 3 students, you will need to analyze THREE contracts. Project Description 1. Go to CME Group website: -> Data -> Delayed Quotes 2. Select any ONE futures contract by navigating through various tabs: Agriculture | Energy | Equity Index | FX | Interest Rates | Metals Note: if you work as a group, the number of analyzed contracts should be equal the number of students in your group 3. Select contract maturity. You can select any maturity but make sure that contract of that maturity is liquid enough (i.e. trading volume is > 0). 4. Select a position (long or short) for your contract. 5. Visit Contract Specs and report Contract Size and Price Quotation. 6. Go to Settlements tab and collect 5 days of futures settlement data for your contract. Please, include the quotes in your report (copy/paste). Quotes could be truncated, as long as they show prices for your chosen contract maturity. Important: The grade of projects without quotes will be reduced. 7. Assume that you open your position on the first day at the settlement price and close it on the fifth day. Assume that the size of your position is ONE contract. 8. Document the price gain or loss due to marking to market every day that your position is open (you may use Excel for this but you will need to import the Tables with gain/losses into your final report file). 9. Compute cumulative gain/loss for your position. 10. Put together a short report that shows your selections/work for parts 1-9. Futures and Options project Gold Futures Contract Maturity: Dec 19 Position: long Number of contracts: 1 Contract specs Gold Futures Settlements Thursday, 07 Nov 2019 Friday, 08 Nov 2019 Monday, 11 Nov 2019 Tuesday, 12 Nov 2019 Wednesday, 13 Nov 2019 Daily cash flows due to marking to market Cumulative loss = -$310 ...
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Final Answer

See attached:)



Future option project



Future option project

E-mini Crude Oil Futures
Maturity: June 20
Position: long
Number of contracts: 1
Contract specs

E-mini Crude Oil settlements
Monday, 16 March, 2020

Tuesday, 17 March 2020

Wednesday, 18 March 2020



Thursday, 19 March 2020

Friday, 20 March 2020

Spartacus (12948)

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