Ejercicio Posicin Larga

Supuestos:
La Posicin: Larga
Fecha de inicio del contrato:
K
Nmero de contratos
Tamao del contrato
Margen Inicial
Margen de Mantenimiento

6/27/2014
98.5
820
1000
8.00%
7.50%

VENCIMIENTO

CLCULOS
Valor del Contrato

Margen Inicial
Margen de mantenimiento

820000
807,700.00
64,616.00
60,577.50
N DATOS
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

FECHAS
LIQUIDACIN
6/27/2014
98.50
6/30/2014
98.38
7/1/2014
98.66
7/2/2014
98.06
7/3/2014
97.84
7/7/2014
97.59
7/8/2014
97.29
7/9/2014
96.76
7/10/2014
97.35
7/11/2014
95.96
7/14/2014
96.59
7/15/2014
95.68
7/16/2014
95.83
7/17/2014
95.92
7/18/2014
95.54
7/21/2014
96.55
7/22/2014
96.32
7/23/2014
96.80
7/24/2014
96.19
7/25/2014
96.57
7/28/2014
95.74
7/29/2014
95.45
7/31/2014
94.06
8/1/2014
93.67

24
25
26
27
28
29
30

8/4/2014
8/5/2014
8/6/2014
8/7/2014
8/8/2014
8/11/2014
8/12/2014

94.17
93.85
93.80
94.23
94.14
94.40
93.91

May-15

G/P
0
-984
1312
-3608
-5412
-7462
-9922
-14268
-9430
-20828
-15662
-23124
-21894
-21156
-24272
-15990
-17876
-13940
-18942
-15826
-22632
-25010
-36408
-39606

SALDO
MARGIN CALL
64,616.00
64,616.00
984.00
66,912.00
-2,296.00
61,992.00
3608
2,624.00
63,796.00
5412
820.00
74,620.00
7462 -10,004.00
82,082.00
9922 -17,466.00
92,004.00
14268 -27,388.00
106,272.00
9430 -41,656.00
115,702.00
20828 -51,086.00
136,530.00
15662 -71,914.00
152,192.00
23124 -87,576.00
175,316.00
21894
###
197,210.00
21156
###
218,366.00
24272
###
242,638.00
15990
###
258,628.00
17876
###
276,504.00
13940
###
290,444.00
18942
###
309,386.00
15826
###
325,212.00
22632
###
347,844.00
25010
###
372,854.00
36408
###
409,262.00
39606
###

-35506
-38130
-38540
-35014
-35752
-33620
-37638
G/P

448,868.00
484,374.00
522,504.00
561,044.00
596,058.00
631,810.00
665,430.00
27,962.00

35506
38130
38540
35014
35752
33620
37638

###
###
###
###
###
###
###

Ejercicio Posicin Corta

Supuestos:
La Posicin: Corta
Fecha de inicio del contrato:
K
Nmero de contratos
Tamao del contrato
Margen Inicial
Margen de Mantenimiento

6/27/2014
98.5
820
1000
8.00%
7.50%

VENCIMIENTO

CLCULOS
Valor del Contrato

Margen Inicial
Margen de mantenimiento

820000
807,700.00
64,616.00
60,577.50

N DATOS

FECHAS
LIQUIDACIN
0
6/27/2014
98.50
1
6/30/2014
98.38
2
7/1/2014
98.66
3
7/2/2014
98.06
4
7/3/2014
97.84
5
7/7/2014
97.59
6
7/8/2014
97.29
7
7/9/2014
96.76
8
7/10/2014
97.35
9
7/11/2014
95.96
10
7/14/2014
96.59
11
7/15/2014
95.68
12
7/16/2014
95.83
13
7/17/2014
95.92
14
7/18/2014
95.54
15
7/21/2014
96.55
16
7/22/2014
96.32
17
7/23/2014
96.80
18
7/24/2014
96.19
19
7/25/2014
96.57
20
7/28/2014
95.74
21
7/29/2014
95.45
22
7/31/2014
94.06

23
24
25
26
27
28
29
30

8/1/2014
8/4/2014
8/5/2014
8/6/2014
8/7/2014
8/8/2014
8/11/2014
8/12/2014

93.67
94.17
93.85
93.80
94.23
94.14
94.40
93.91

May-15

G/P

SALDO
MARGIN CALL
0 64,616.00
984 63,632.00
-1312 65,928.00
3608 61,008.00
5412 59,204.00
7462 57,154.00
9922 54,694.00
14268 50,348.00
9430 55,186.00
20828 43,788.00
15662 48,954.00
23124 41,492.00
21894 42,722.00
21156 43,460.00
24272 40,344.00
15990 48,626.00
17876 46,740.00
13940 50,676.00
18942 45,674.00
15826 48,790.00
22632 41,984.00
25010 39,606.00
36408 28,208.00

39606
35506
38130
38540
35014
35752
33620
37638

25,010.00
29,110.00
26,486.00
26,076.00
29,602.00
28,864.00
30,996.00
26,978.00