Select contracts maturities. You can select any maturity but make sure that contract of that…

Futures and Options
Futures Project โ€“ Extra Credit
Part I.
Select two futures contracts. You will need to choose any two of the following: any commodity futures, any currency futures, a Eurodollar futures contract.

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  1. Select contracts maturities. You can select any maturity but make sure that contract of that maturity is liquid enough (i.e. trading volume is > 0).
  2. Select positions (long or short) for each of your contracts.
  3. Attempt to justify your positions.
  4. Report prices at which you enter your positions. Assume that you start trading at the close of trading day on Monday, April 8 (use settlement prices as prices at which you enter your positions).

Part II.

  1. Collect settlement data for each of the two futures contracts for 2 weeks. Close out your positions on Friday, April 19. You can collect data directly from the exchange at which the contract is trading or from WSJ (make sure that it is reported by WSJ).
  2. Write a final report:
    1. Describe each of your two contracts (i.e. at which exchange it is traded, contract size, available maturities, ticker size, etc.).
    2. Analyze what happened to the underlying asset over those 2 weeks that your positions were open (this should involve collecting and analyzing spot data for the underlying asset).
    3. Document the price gain or loss every day that your position was open (use Excel).
    4. Analyze your gains or losses. Why did you make money or why not?
    5. Conclude with the results and lessons learned.

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Futures and Options
Futures Project โ€“ Extra Credit

Part I.

Select two futures contracts. You will need to choose any two of the following: any commodity futures, any currency futures, a Eurodollar futures contract.
Select contracts maturities. You can select any maturity but make sure that contract of that maturity is liquid enough (i.e. trading volume is > 0).
Select positions (long or short) for each of your contracts.
Attempt to justify your positions.
Report prices at which you enter your positions. Assume that you start trading at the close of trading day on Monday, April 8 (use settlement prices as prices at which you enter your positions).

Part II.

Collect settlement data for each of the two futures contracts for 2 weeks. Close out your positions on Friday, April 19. You can collect data directly from the exchange at which the contract is trading or from WSJ (make sure that it is reported by WSJ).
Write a final report:
Describe each of your two contracts (i.e. at which exchange it is traded, contract size, available maturities, ticker size, etc.).
Analyze what happened to the underlying asset over those 2 weeks that your positions were open (this should involve collecting and analyzing spot data for the underlying asset).
Document the price gain or loss every day that your position was open (use Excel).
Analyze your gains or losses. Why did you make money or why not?
Conclude with the results and lessons learned.

ntract size, available maturities, ticker size, etc.).
Analyze what happened to the underlying asset over those 2 weeks that your positions were open (this should involve collecting and analyzing spot data for the underlying asset).
Document the price gain or loss every day that your position was open (use Excel).
Analyze your gains or losses. Why did you make money or why not?
Conclude with the results and lessons learned.

Attempt to justify your positions.
Report prices at which you enter your…

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