Can I read FKLI Futures Trading Strategies on EtoBox?

FKLI Futures Trading Strategies by Wan Nur Fatihah is a document available to read on EtoBox.

What is FKLI Futures Trading Strategies about?

1. The document discusses an arbitrage opportunity between the Malaysian stock index (KLCI) and its corresponding futures contract (FKLI). 2. It provides an example where RM2 million is invested in the KLCI index at 1760. This allows selling 22 contracts of the FKLI futures contract priced at 1770. 3. In 90 days, the KLCI and FKLI prices will converge, allowing selling the KLCI position and buying back the FKLI futures contracts for a riskless profit.

Author

Wan Nur Fatihah

Language

EN