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

[Armstrong, Whit]

notionalize?

If you are talking about the notional value of a conctact it's just
price * contract size, but sizes are specific to each contract.  you can
get this information from the exchanges or from BBG. 

> -----Original Message-----
> From: r-sig-finance-bounces at stat.math.ethz.ch 
> [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of 
> ngottlieb at marinercapital.com
> Sent: Friday, June 15, 2007 10:49 AM
> To: r-sig-finance at stat.math.ethz.ch
> Subject: [R-SIG-Finance] Question: How to Notionalize a 
> Commodity Future?
> 
> 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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