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Unformatted text preview: numbers. “Initial” is how much money must be put up to secure a $100,000 futures contract “Maintenance” is how much money you have to keep in your account to maintain it. This is what I wrote down from class, if anyone knows anything different, please edit this. Thanks. I think it may be helpful to know that treasury futures prices are given in points format with the numbers occurring after an apostrophe quoted in 1/32 of a point, while options on treasury futures prices are quoted similarly except the numbers occurring after an apostrophe are written in 1/64 of a point. A9 Option Contract Value lines View or download the Word file here (had a couple graphs that wouldn’t paste into Google docs): https://docs.google.com/leaf? id=1qzaCFujqRh007H8e87PvTlgO_ulTgesXnnGSjoQldTc&h...
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This note was uploaded on 03/30/2012 for the course MANEC 453 taught by Professor Jerrynelson during the Fall '10 term at BYU.
- Fall '10