, how would you use VaR and other measures to assess the liquidity funding risk associated with the futures hedge? Spot =$1.360 Each heating-oil futures contract was for the delivery of 42,000 gallons and matured on the last business day of the preceding month (e.g., the June 2009 contract expires May 29, 2009). Source: New York Mercantile Exchange

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, how would you use VaR and other measures to assess the liquidity funding risk associated with the futures hedge? Spot =$1.360 Each heating-oil futures contract was for the delivery of 42,000 gallons and matured on the last business day of the preceding month (e.g., the June 2009 contract expires May 29, 2009). Source: New York Mercantile Exchange data.

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