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training_data/curated/text/fbf4a17f60b50a823e4ce6af4cd3b3754d20260f54c51bc97554a01c1a95cf4c.txt

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+532A COMPleTe gUIde TO THe FUTUreS MArKeT
+ Strategy 17: the ratio Call Write (Long Futures + Short 2 Calls) 
+example . Buy August gold futures at  $1,200  and simultaneously sell two August  $1,200  gold futures 
+calls at a premium of  $38.80/ oz.  ($7,760).  (See Table   35.17    and Figure   35.17   .)  
+    FIGURE   35.16    Profi  t/loss Profi  le: Synthetic Short Futures (long Put + Short Call). 
+Futures price at time
+of position initiation
+Breakeven price
+= $1,210.40
+Price of August gold futures at option expiration ($/oz)
+Profit/loss at expiration ($)
+1,000
+20,000
+15,000
+10,000
+5,000
+−5,000
+−10,000
+−15,000
+−20,000
+0
+1,050 1,100 1,150 1,200 1,250 1,300 1,350 1,400
+ tabLe 35.17      profit/Loss Calculations: ratio Call Write—Long Futures + Short 2 Calls (Similar to 
+Short Straddle)  
+(1) (2) (3) (4) (5) (6)
+Futures price 
+at expiration 
+($/oz)
+premium of 
+august $1,200 Call 
+at Initiation ($/oz)
+$ amount of 
+total premium 
+received
+profit/Loss on 
+Long Futures 
+position
+Value of 2 Calls 
+at expiration
+profit/Loss on position 
+[(3) + (4) − (5)]
+1,000 38.8 $7,760 –$20,000 $0 –$12,240
+1,050 38.8 $7,760 –$15,000 $0 –$7,240
+1,100 38.8 $7,760 –$10,000 $0 –$2,240
+1,150 38.8 $7,760 –$5,000 $0 $2,760
+1,200 38.8 $7,760 $0 $0 $7,760
+1,250 38.8 $7,760 $5,000 $10,000 $2,760
+1,300 38.8 $7,760 $10,000 $20,000 –$2,240
+1,350 38.8 $7,760 $15,000 $30,000 –$7,240
+1,400 38.8 $7,760 $20,000 $40,000 –$12,240