3. Futures Profits and Losses (LO2, CFA2) You are short 15 March 2016 corn futures contracts. Calculate your dollar profit or loss from this trading day using Figure 14.1. 4. Futures Profits and Losses (LO2, CFA2) You are short 30 March 2016 five-year Treasury note futures contracts. Calculate your profit or loss from this trading day using Figure 14.1. 5. Open Interest (LO1, CFA2) Referring to Figure 14.1, what is the total open interest on the Open Interest Settle Chg Contract Open High hilo Low Cotton (ICE-US)-50,000 lbs., cents per lb. 61.87 62.07 61.61 March '16 62.08 61.71 Orange Juice (ICE-US)15,000 lbs., cents per lb. Nov 140.80 140.80 138.40 Jan'16 137.85 145.00 A 137.85 Dec 24 62.29 61.90 62.12 80.755 82.220 38 355 139.25 139.40 90 2.05 9,475 Futures Contracts | WSJ.com/commodities Metal & Petroleum Futures Contract Open Open High hilo Low Settle Chg Interest Copper-High (CMX)-25,000 lbs.: $ per lb. Nov 22380 22395 2.2305 2.2300 -0.0115 2,109 Dec 2.2350 2.2510 2.2260 2.2300 -0.0120 90,935 Gold (CMX)-100 troy oz: $ per troy oz. Nov 1088.60 1088.60 1088.60 1087.90 0.30 211 Dec 1089.10 1094.90 1087.40 1088.10 0.40 247,319 Feb'16 1089.90 1095.50 1088.60 1089.10 0.40 102,730 April 1091.00 1095.60 1089.50 1089.90 0.40 28.444 June 1091.70 1096.60 1090.00 1090.60 0.40 18,947 Dec 1098.10 1100.00 1093.20 1093.60 0.50 14.070 Palladium (NYM)-50 troy oz; $ per troy oz. Nov 671.70 671.70 671.70 596.75 -16.00 1 Dec 617.70 621.20 595.00 596.95 -16.00 23,681 March 16 614.95 620.00 596.00 597.45 -16.10 3,781 Platinum (NYM)-50 troy oz: $ per troy oz. Nov 990.20 990.20 986.70 914.40 -25.20 1 Jan'16 942.00 943.20 910.30 914.40 -25.60 63,763 Silver (CMX)-5.000 troy oz; $ per troy oz. Nov 15.035 15.045 15.005 14.418 -0.278 5 Dec 14.730 14.760 14.395 14.413 -0.278 95,144 Crude Oil Light Sweet (NYM)-1000 bbls.: $ per bbl. Dec 44.52 45.12 43.64 43.87 -0.42 400,803 Jan'16 45.62 46.29 44.88 45.12 -0.35 302,907 Feb 46.09 47.16 45.80 46.05 -0.28 109,090 March 47.19 47.87 46.58 46.84 -0.25 150,438 June 48.66 49.45 48.14 48.42 -0.22 112,896 50.65 51.45 50.25 50.54 -0.11 150,413 NY Harbor ULSD (NYM) 42,000 gal: $ per gal. Dec 1.4958 1.5220 1.4745 1.4774 -0.122 80,808 Jan'16 1.5121 1.5392 1.4960 1.4985 -0.112 84,315 Gasoline-NY RBOB (NYM) 42,000 gal.; $ per gal. Dec 1.3768 1.4048 1.3662 1.3705 .0010 92.987 Jan'16 1.3557 1.3852 1.3495 1.3549 .0018 92,590 Natural Gas (NYM)-10,000 MMBtu.; $ per MMBtu. Dec 2.373 2.387 2.274 2.300 -.071 253,091 Jan'16 2.535 2.544 2.423 2.449 -.083 262,791 Feb 2.558 2.571 2.453 2.480 -.077 66,305 March 2.559 2.561 2.449 2.479 -.069 109,844 April 2.509 2.509 2.414 2.446 -056 89.244 May 2.529 2.529 2.450 2.478 -,054 36,545 Interest Rate Futures Treasury Bonds (CBT) $100,000; pts 32nds of 100% Dec 152-160 152-180 151-120 152-030 -7.0 490,949 March 16 151-020 151-040 150-030 150-2 -7.0 4,597 Treasury Notes (CBT) $100,000; pts 32nds of 100% Dec 126-040 126-045 125-225 126-010 -0.5 2,549,860 March 16 125-145 125-150 125-010 125-115 -20 71,355 5 Y. Treasury Notes (CBT) $100,000; pts 32nds of 100% Dec 118-235 118-237 118-160 118-225 0.0 2,333,151 March 16 118-052 18-057 117-302 118-045 -0.7 90.032 2 Yr. Treasury Notes (CBT) $200,000: pts 32nds of 100% Dec 109-020 109-030 109-005 109-025 0.7 1.114,756 March '16 108-240 108-257 108-235 108-250 0.7 30.450 30 Day Federal Funds (CBT) $5,000,000,100-daily avg. Nov 99.875 99.878 99.875 99.875 .003 198,276 Jan 16 99.705 99.710 99.700 99.705 201,643 10 Yt. Del. Int. Rate Swaps (CBT) $100,000; pts 32nds of 100% Dec 101.750 102.031 101.563 102.031 0.063 38,723 1 Month Libor (CME)-$1300,000: pts of 100% Nov 99.7975 99.7975 99.7975 99.7975 -0.025 2,616 Dec 99.6600 99.6600 99.6600 99.6625 0.075 2.217 Eurodollar (CME) $1000,000: pts of 100% Nov 99.6275 99.6300 99.6250 99.6275 -0050 129,797 Dec 99.5550 99.5600 99.5500 99.5550 1,324,998 March 16 99.3800 99.3850 99.3650 99.3850 .0100 1,321,930 Dec 98.8450 98.8700 98.8150 98.8650 0250 1,339,440 Activate Windo Currency Futures Japanese Yen (CME)-612,500,000; $ per 100% Go to Settings to act Dec .8127 .0010 81510013 226,280 4,986 .7528 .7527 .0011 .0011 126,337 2,601 1.5109 1.5114 .0073 .0076 164,637 1,511 Dec .9977 0028 1.0025.0034 58,359 509 Dec 8111 .8134 .8093 March 16 8135 8156 8116 Canadian Dollar (CME-CAD 1000,000; $ per CAD Dec .7516 .7547 .7511 March 16 .7511 .7545 .7509 British Pound (CME)- 62,500; $ per Dec 1.5050 1.5124 1.5038 March '16 1.5059 1.5127 1.5059 Swiss Franc (CME)-CHF 125,500; $ per CHF .9952 1.0012 .9948 March 16 1.0006 1.0054 1.0001 Australian Dollar (CME)-AUD 100,000: $ per AUD Dec .7019 .7056 .7016 March '16 .6986 .7024 .6986 June .6970 .6970 .6970 Sept .7870 .7870 .7870 Dec .7089 .7089 Mexican Peso (CME)-MXN 500,000; $ per MXN Dec .05925 .05951 .05896 March 16 .05891 .05911 .05858 Euro (CME)-125,000; $ per Dec 1.0735 1.0795 1.0723 March 16 1.0759 1.0819 1.0749 .7033 .0007 .7002 0007 .6975 0007 .6949 .0006 .6930 .0006 150,013 729 38 1 .05937 .00012 .05897 .00012 Agriculture Futures Corn (CBT)-5,000 bu.; cents per bu. Dec 372.75 375.50 366.50 366.75 -6.25 550,478 March '16 381.25 384.25 375.75 376.00 -5.75 386,290 Oats (CBT)-5,000 bu.cents per bu. Dec 223.50 226.25 221.25 224.00 25 6,977 March '16 224.75 225.75 222.25 224.75 4,291 Soybeans (CBT)-5,000 bu., cents per bu. Nov 872.00 877.25 871.25 873.50 2.25 4,324 March '16 867.50 872.00 865.75 866.25 -1.00 287,119 Soybean Meal (CBT)-100 tons. per ton. Dec 295.70 297.20 294.60 295.00 -.70 121,379 Jan 16 294.90 296.30 294.00 294.50 - 30 82,448 Soybean Oil (CBT) 60,000 lbs., cents per lb. Dec 28.03 28.28 27.73 27.77 -27 127,149 Jan'16 28.31 28.56 28.02 28.05 - 27 98,968 Rough Rice (CBT)-2000 cwf.: $ per cwb. Nov 1200.00 1200.00 1200.00 1179.50 -39.00 19 Jan'16 1240.00 1240.00 1190.00 1205.50 -38.50 9,282 Wheat (CBT) 5000 bu; cents per bu. Doc 520.50 521.25 501.25 501.75 -21.50 157,627 March 16 523.50 524.25 505.00 505.50 -20.00 127,443 Wheat (KC)-5000 bu, cents per bu. Dec 488.75 490.25 472.75 474.00 -16.25 90,413 March '16 503.75 505,50 488.75 489.75 -16.00 57,974 Wheat (MPLS)-5000 bu., cents per bu. Dec 517.25 518.50 501.50 504.25 -14.50 24.293 March '16 524.00 527.50 514.00 515.50 -12.00 21,402 Cattle-Feeder (CME)-50,000 lbs., cents per lb. Nov 181.375 181.375 177.125 177.125 -4.500 4.787 Jan'16 171.975 171.975 167.525 167.525 -4.500 16,304 Cattle-Live (CME) 40,000 lbs.: cents per lb. Dec 134.250 134.275 131.925 131.925 -3.000 105,543 Feb'16 136.550 136.650 134.150 134.150 -3.000 69.463 Hogs-Lean (CME) 40,000 lbs.: cents per lb. Dec 55.025 55.050 53.100 53.725 -1.275 71,865 Feb 16 58.175 58.250 55.725 56.475 -1.825 65,171 Lumber (CME)-110,000 bd.ft. $ per 1,000 bd. ft. Nov 247.10 253.00 247.10 252.00 4.10 214 Jan'16 246.30 247.70 244.60 245.30 -1.40 3,053 Milk (CME). 200,000 lbs., cents per lb. Nov 15.61 15.67 15.50 15.51 - 12 4,656 Dec 15.60 15.60 15.32 15.42 -12 4.496 Cocoa (ICE-US) 10 metrictons, $ per ton. Dec 3,228 3,235 3,187 3,209 - 28 35,057 March '16 3,223 3,244 3,194 3,216 -30 89,545 Coffee (ICE-US)-37,500 lbs; cents per lb. 101.451 54,709 1.0762 .0012 1.0789 .0014 408,320 8.155 Index Futures Mini DJ Industrial Average (CBT)$ 5 x index Dec 17826 17871 17610 17675 -168 97,200 March '16 17765 17787 17545 17599 -169 2,309 S&P 500 Index (CME)-$250 x Index Dec 2091.50 2097.00 2063.00 2072.90 -20.80 95,387 June 16 2048.20 2059.20 -21.00 2,617 Mini S&P 500 (CME)-$50 x Index Dec 2092.00 2097.75 2062.00 2073.00 -20.75 2.773,738 March '16 2085.00 2090.50 2055.50 2066.00 -20.75 92,057 Mini S&P Midcap 400 (CME) $100 x Index Dec 1460.00 1463.50 1437.30 1447.70 -12.40 85.463 Mini Nasdaq 100(CME) $20 x Index Dec 4701.3 47128 A 4622.0 4652.8 -50.3 342,185 March 16 4698.8 4708.5 4617.8 4647.0 -51.5 3,893 Mini Russell 2000 (ICE-US)-$100 x Index Dec 1198.10 1201.20 1176.90 1180.40 -18.40 371,383 March 16 1183.60 1183.60 1175.00 1175.40 +18.30 W13:234 Mini Russell 1000 (ICE-US-$100 x Index Dec 1159.20 Go to Settings to 1159.20 1145.10 1151.40 -10.70 8,271