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Given the following information, discuss how you could conduct a calendar spread strategy by using March and June 3-month KLIBOR futures.

Now is January and the future prices are as below. The interest rates are expected to be lower and we expect distant contracts to be more volatile.

January KLIBOR futures : 96.00

March KLIBOR futures : 96.80

June KLIBOR futures : 97.00

Apply the appropriate strategy based on the information given. You also have to use the right contract based on the scenario.

(i) You plan to lend your money, and you worry that the central bank will cut the interest rate again. (2 marks)

(ii) You believe that the price of CPO will go up, and you want to make a profit from your expectation. (2 marks)

(iii) You are in bearish sentiment and decide to short XYZ stock. You plan to use options to protect your position. (2 marks)


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