An analyst does research about future mark

问题单项选择题

An analyst does research about future market transactions. The following information relates to futures market transactions for both an investor with a long position and an investor with a short position in the market:

Initial futures price per contract on Day 0	$100
Initial margin requirement per contract	$6
Maintenance margin requirement per contract	$4
Number of contracts held by each investor	10
Settlement price per contract on Day 1	$103

At initiation of the contracts, each investor deposited enough funds to just meet the initial margin requirements. Which of the following statements about the two investors is most accurate The amount of funds that must be deposited on Day 2 by the investor holding the:

A. short position is $10.
B. long position is $30.
C. short position is $30.

答案

参考答案：C

解析：由于股价上涨，期货多头盈利，期货空头损失，原本多头和空头都有$6×10=$60初始保证金，多头在第一天交易结束后，账户里有$60+$3×10=$90，空头在第一天交易结束后，账户里有$60-$3×10=$30，低于维持保证金$4×10=$40，需要补足保证金到初始保证金$60，所以空头还要补$30保证金。