[R-SIG-Finance] Question: How to Notionalize a Commodity Future?

ngottlieb at marinercapital.com ngottlieb at marinercapital.com
Fri Jun 15 16:49:25 CEST 2007


Does anyone know how to notionalize a commodity future (i.e CBT Corn,
CBT Soybean etc.)?

And if so what is the calculation?

Thanks,
Neil Gottlieb
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