Jump To
Background
Current Situation
Risk Guidelines
Risk Assumptions & Sources
Initial Position
Adjusted Price Risk
Hedge Scenario
Fractional Futures Hedge
Market Views - Yen
Option Scenarios I
option Scenarios II
One 
Two 
Three 
Four
Conclusions
Team Members
 

 

   
   Current Situation
  • Long Yen receivable of 1,250,000,000
  • Current position is +100F
  • Chicago Mercantile Exchange (CME) currency futures.
  • Symbol: JYU9
  • Contract Size: 12,500,000 Yen per contract


Futures Contracts as of April 30, 1999: 


June 99   0.008420
September 99 0.008526
December 99 0.008631

 
 
 

 


 
Copyright © 1999 Sandeep Sahai