Maximizing Gain in Oil Futures Trading: CFA® Level 1 Exam Answer

To Maximize Gain in Oil Futures Trading: CFA® Level 1 Exam Answer

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Question

Gus McCray, CFA, went long one oil futures contract at a price of SI 10 on Monday. Oil closed at $115 on Wednesday, and the contract expired on Thursday with oil at $117. To maximize his gain, McCray should:

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A. B. C.

C

To determine the best course of action for Gus McCray to maximize his gain, let's analyze the scenario.

Gus McCray went long on one oil futures contract at a price of $110 on Monday. This means he entered into a contract to buy oil at a predetermined price ($110) on a future date. The contract expired on Thursday.

On Wednesday, the price of oil closed at $115, and on Thursday, when the contract expired, the price of oil was $117.

To understand the potential gains or losses, we need to compare the contracted price ($110) with the spot price of oil when the contract expired ($117).

If McCray were to close out his position by selling one oil futures contract close to expiration, he would effectively sell the contract at the spot price ($117). This would result in a gain of $7 per contract because he originally purchased the contract for $110 and is now selling it for $117.

If McCray were to accept cash settlement on his long position, he would receive the difference between the contracted price and the spot price. In this case, the difference is $117 - $110 = $7 per contract.

Therefore, both options of closing out the position by selling the contract or accepting cash settlement would result in the same gain of $7 per contract. This means that McCray would be indifferent between the two options (i.e., he would have no preference for either option) in terms of maximizing his gain.

In conclusion, McCray should be indifferent between closing out his position by selling the contract and accepting cash settlement. Either option would result in the same gain of $7 per contract in this scenario.