I kindly sent Schweser the following Nature of Error: Conceptual Error Description: On page 112 and 113 of book 5 two methods are used to calculate the futures gain. These methods are not logically the same as can be seen by using more decimal places in the answer. The generic forumla should use the spot price at time 0, not the futures prices at time 0 as the return is based on the original investment converted at the spot price. They said "The two methods of calculating the futures gain listed in Book 5 are correct and both elicit the same answer. " Do you think they even bothered to look at what I was saying? I’m fairly confident that 12800/1288800 = 0.9931% is not equal (1.2763-1.2891)/1.2891 = 0.9929%. I mean anyone can round things to get around the fact you’re using the wrong numbers.