-----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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