Professional Documents
Culture Documents
Mark To Market
Mark To Market
at 962.2 on 2/11/15
Closing Prices for next few days market lot 500 shares
Nov-15 per contract
3 969.65
4 956.7
5 942.1
6 954.7
9 963.35
10 924.6
11 929.7
13 933.15 MTM Chart
Nov-15 Opening Closing Difference
MTM? 2 962.2 962.2 0
3 962.2 969.65 7.45
4 969.65 956.7 -12.95
5 956.7 942.1 -14.6
6 942.1 954.7 12.6
9 954.7 963.35 8.65
10 963.35 924.6 -38.75
11 924.6 929.7 5.1
13 929.7 933.15 3.45
-29.05 -72625
Initial & Maintenance margins would be calculated based on the above
-72625