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Initial Futures Price Rs.100 Initial Margin Reguirement Rs. 5 Maintenance Margin Requirement Rs.3 Holder of Long Position of 10 Contracts

Uploaded by

Leo John

This spreadsheet has 2 examples of daily mark to market settlement. It can be used in explaining the MTM settlement.

Copyright:

© All Rights Reserved
Download as XLSX, PDF, TXT or read online from Scribd
Download as xlsx, pdf, or txt

Initial Futures Price Rs.100 Initial Margin Reguirement Rs. 5 Maintenance Margin Requirement Rs.3 Holder of Long Position of 10 Contracts

Uploaded by

Leo John
33 views4 pages
This spreadsheet has 2 examples of daily mark to market settlement. It can be used in explaining the MTM settlement.

Original Title

Futures

Copyright

© © All Rights Reserved

Available Formats

XLSX, PDF, TXT or read online from Scribd

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This spreadsheet has 2 examples of daily mark to market settlement. It can be used in explaining the MTM settlement.

Copyright:

© All Rights Reserved
Download as XLSX, PDF, TXT or read online from Scribd
Download as xlsx, pdf, or txt
33 views4 pages

Initial Futures Price Rs.100 Initial Margin Reguirement Rs. 5 Maintenance Margin Requirement Rs.3 Holder of Long Position of 10 Contracts

Uploaded by

Leo John
This spreadsheet has 2 examples of daily mark to market settlement. It can be used in explaining the MTM settlement.

Copyright:

© All Rights Reserved
Download as XLSX, PDF, TXT or read online from Scribd
Download as xlsx, pdf, or txt
You are on page 1/ 4

Initial Futures Price= Rs.

100

Initial Margin Reguirement= Rs. 5

Maintenance Margin Requirement= Rs.3

Holder of Long Position of 10 Contracts


Days
0
1
2
3
4
5
6

Beginning Balance
0
50
42
10
100
125
120

Funds Deposited
50
0
0
40
0
0
0

Settlement Price
100
99.2
96
101
103.5
103
104

Futures Price Change


0.00
(0.80)
(3.20)
5.00
2.50
(0.50)
1.00

Gain/Loss
0.00
(8.00)
(32.00)
50.00
25.00
(5.00)
10.00

gin Requirement= Rs.3

Ending Balance
50
42
10
100
125
120
130

Initial Futures Price= Rs.100

Initial Margin Reguirement= Rs. 5

Maintenance Margin Requiremen

Holder of Short Position of 10 Contracts


Days
0
1
2
3
4
5
6

Beginning Balance
0
50
58
90
40
15
55

Funds Deposited
50
0
0
0
0
35
0

Settlement Price
100
99.2
96
101
103.5
103
104

Futures Price Change


0.00
(0.80)
(3.20)
5.00
2.50
(0.50)
1.00

aintenance Margin Requirement= Rs.3

Gain/Loss
0.00
8.00
32.00
(50.00)
(25.00)
5.00
(10.00)

Ending Balance
50
58
90
40
15
55
45

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