Add training workflow, datasets, and runbook

training_data/curated/text/359f66d3a944892689138e19d6afd0c8c3ae9e147b0c646c62be28b98bf23662.txt

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+518A COMPleTe gUIde TO THe FUTUreS MArKeT
+ tabLe 35.9     profit/Loss Calculations: bullish “texas Option hedge” (Long Futures + Long Call)  
+(1) (2) (3) (4) (5) (6)
+Futures price at 
+expiration ($/oz)
+premium of august 
+$1,200 Call at 
+Initiation ($/oz)
+$ amount of 
+premium paid
+profit/Loss on Long 
+Futures position
+Call Value at 
+expiration
+profit/Loss on 
+position [(4)+(5)–(3)]
+1,000 38.8 $3,880 –$20,000 $0 –$23,880
+1,050 38.8 $3,880 –$15,000 $0 –$18,880
+1,100 38.8 $3,880 –$10,000 $0 –$13,880
+1,150 38.8 $3,880 –$5,000 $0 –$8,880
+1,200 38.8 $3,880 $0 $0 –$3,880
+1,250 38.8 $3,880 $5,000 $5,000 $6,120
+1,300 38.8 $3,880 $10,000 $10,000 $16,120
+1,350 38.8 $3,880 $15,000 $15,000 $26,120
+1,400 38.8 $3,880 $20,000 $20,000 $36,120
+    FIGURE   35.9    Profi  t/loss Profi  le: Bullish “T exas Option Hedge” (long Futures + long Call) 
+Price of August gold futures at option expiration ($/oz)
+Futures price at time of position
+initiation and strike price
+Breakeven price = $1,219.40
+Profit/loss at expiration ($)
+1,000
+37,500
+50,000
+25,000
+−25,000
+−37,500
+12,500
+−12,500
+0
+1,050 1,100 1,150 1,200 1,250 1,300 1,350 1,400
+Long 2 futures
+Long futures + long call