Entering Futures Contract Deals
This topic discusses entering a futures contract deal.
On April 6, 2001, you receive an order to buy 50 Treasury bond futures at 100 USD each, with a delivery date of December 2001.
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Page |
Field |
Field Value |
|---|---|---|
|
Deal Detail |
|
|
|
|
Unit |
US001 |
|
|
Deal ID |
T FUTURE |
|
|
Instrument Type |
FUTR-TBOND |
|
|
Transaction Date |
04/06/2001 |
|
|
Line |
1 of 2 |
|
|
Instrument Base Type |
Futures Contract |
|
Futures Details |
||
|
|
Buy/Sell |
Buy |
|
|
# of Contracts |
50.0 |
|
|
Delivery Year |
2001 |
|
|
Month |
12 |
|
|
Original Price |
100.0 |
|
Deal Detail |
|
|
|
|
Line |
2 of 2 |
|
|
Instrument Base Type |
Interest Rate Physical |
|
|
Contingent Upon Future Line |
1 |
|
Interest Rate Physical Details |
|
|
|
|
Settlement Date |
12/19/2001 |
|
|
Term |
365 |
|
|
Maturity Date |
12/19/2001 |
|
|
Issue Date |
12/19/2001 |
|
|
Interest Period Start Date |
12/19/2001 |
|
|
Classification |
Investment |
|
|
Rate Type |
Fixed |
|
|
Rate |
8.0 |
|
|
Day/Count Basis |
Actual/Actual |
|
|
Interest Calculation |
Interest Bearing |
|
Par Amount |
5,000,000.00 |
|
|
Currency |
USD |
|
|
Settlement Amount |
5,000,000.00. |
|
|
Price % of Par |
100.0. (Automatically populated with the default value.) |
|
|
Discount/Premium |
Straightline Method |
|
|
Interest Dates and Calculations |
||
|
Repeat Interest Dates |
Selected |
|
|
Interest Frequency |
Semi-Annual |
|
|
Business Day Convention |
Following |
|
|
Next Interest Payment |
Traded Cum-Interest |
|
|
Interest Calculation |
Same Interest Each Period Normal First Coupon Period Normal Last Coupon Period |
|
|
Interest Date Rule |
Forward from Issue Date |
|
|
|
Payment Date |
Business Days - Paid in Arrears |
|
|
Accounting Treatment |
Held to Maturity |
|
|
Counterparty |
USBNK |
|
|
Description |
3 Years to 2006–05–02 Debt USD 450K @5% |
|
|
Deal Status |
Open |