What is the gain or loss on the futures contract

Reference no: EM13294794

Suppose the December CBOT Treasury bond futures contract has a quoted price of 90-18 . If annual interest rates go up by 1.00 percentage point, what is the gain or loss on the futures contract? (Assume a $1,000 par value, and round to the nearest whole dollar.)

1. ?$86.00

2. ?$172.00

3. ?$93.00

4. ?$92.00

5. ?$78.00

Reference no: EM13294794

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