Description |
Steps:
# Check Corn DPR Price Risk
## 6,704,385.07 bu long
# Enter Short Futures Position for Corn
## Sell 20 contracts of Dec 18 Corn
# Check Corn DPR Price Risk
## Still 6,704,385.07 bu long
Issue:
* DPR is not taking futures into account for calculation of Price Risk
Acceptance:
* Price Risk Should account for futures transactions
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