An investor establishes a short position in a futures contract on Day0 when the price per contract is $100. The investor deposits $5 per contract to meet the initial margin requirement. The maintenance margin requirement per contract is $3. The Day 1 settlement price that would require the investor deposit additional funds on Day 2 equal to $4 per contract is closest to:
A. $97.00.
B. $103.00.
C. $104.00.
答案:C
Additional margin must be deposited to bring the ending balance up to the initial margin requirement. The investor must deposit $4; therefore, the margin balance on Day 1 is -$4, which would result if the price of the contract was $104.
- 对于期货交易来讲，如果有亏损，将则亏损额从保证金帐户中减去，如果此时的余额小于维持保证金，则要追加保证金，并回复到初始保证金。
- 另外，如果是Long，则价格下跌时，有亏损；对于Short来讲，则价格上升时，有亏损。所以，我们在做题时，要首先区分是Long还是Short。
- 本题是Short，如果追加保证金，肯定是价格上涨了，上涨的部分就是追加的部分，现在追加了4元，而原价格为100，则说明价格现在为104。
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