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Posted on Oct 07, 2024

7. Refer to Table 10-4. (LG 10-3) a. If you think five-year Treasury note prices will fall between August 3, 2016, and December 2016, what

7. Refer to Table 10-4. (LG 10-3) a. If you think five-year Treasury note prices will fall between August 3, 2016, and December 2016, what type of futures position would you take? b. If you think inflation in Japan will increase by more than that in the United States between August 2016 and December 2016, what type of Japanese yen futures posi- ? c. If you think stock prices will fall between August 2016 and December 2016, what type of position would you take in the December S&P 500 Index futures contract? What happens if stock prices actually rise? tion would you take? Part 2 Sector 320 TABLE 10-4 Futures Quote 1111 1112 11110 RE LIFETIME + . HETIME Chen TH EM PING - NO S&P 50 CMD 300 LIFETIME - H De CE O RE WERE SEE www- Sep It DI - MI MS&P 50 CM 550 Che PETIME 2719 15 365 315.00 Dec 14. 11 2011 1143 ONTS MCMES LIFETIME Cho Low +1 6S 1491 Op CI CI HO MR 2000 CE-US $index Low Open More INEN Q LS Che Migh Sep 1990 312-11 10 12345 Dw. 120.00 TIS SOM Der Uw 1 wewe . + BETAN Sep 20 DINTI 2006 WAROWE A 2000 WIN ST 40,300 Sep Dec 21 O.O.O AWO 700.00 21/04 Dec20- Mwe - 2002 - Sep BELIAN 20.30 M2100 30000 AMO - 300 Se W. TO Dec. TIN ta Currency Futures We 2016 Japanese Yen CME)-M12.50 per Op LETIME High Set Chen w Open NE 10 13 1 Dec 16 -0003 10 8301 10 MIT TO - 0063 1930 Los - One 10.15 Stock ACME 5 de Open Low Serie Sep in 16 Dec 11 Estein CBDE VOLATILITY INDEX (X) LIFETIME Cho High L -179 - O 35866 161 CE Cart Volume Description Cho Total PL Ag Sep 16 Oct le Dee JER Contact Price USS Open Show Close Sec 1. 16 17.00 1635 16.25 12 IRO LG 11. 1 111 ES III 016471 RS 18.30 1953 195 INS 2001 19.0 19.795 05.11 19.950 10738 IT IL OV - -0.30 -0.00 -0,10 -10 -100 245 OLIE 1575 6179 MIT Source: The Wall Street Journal Online, August 4, 2016. www.wsj.com UFETIM Ch M 170 Bat vol 6 Swiss Franc (CM Che 0 0 L Opine 102 Truy Bonde ICT- Sands of Open Law Sert Senin 1723 172- Dec 16 -10 171 172 Een Treasury Notes (CBT) 10. pants Open High Low See Sep 16 - Dec 16 31720 131-11013-209 EXTE 2.190.000 3 Y. Treasury Notes CBT)-Spends of Open Low Dee Sep 16 121-1 111-113201 Dec 12 En el ..peni... 2 Yt: Treasury Notes CET) Spts 3ds of Open Sep 16 639 Dec 16 0 Esto ko Euro (CMB) C12 Cho 012 URETIME Online 20 1210 12.75 Open So 6 11244 Dec 16 1.20 Mar 17 103 17 11332 Est vol 11641 vol Che LIFETIME High Low Open in 250 1.000,190 Index Futures Wednesday, Augu Mini DJ Industrie Open Int 162.45 Open Sep 16 18348 Dec 16 18149 Est vol 106.32 vol S&P 500 Index Open Sep 16 2152.20 Dec 16 2140.00 2 Est vol 1.781: vol 3 Mini S&P 500C Open High Low Settle Sep145.1 100.109.14 Ev ve 24 of 40 open it Eurodollar CME se pes of 10 LIFETIME Open High Low Che Low Settle High 99 100 Aug 16 99.2100992000 92.190098.1975 -0125 4350 9200 L174.50 Sep 16 INDO 10.109.145-01S0 94100 1050 Oct 16 100 100 99.1330 1400-20.00 Dec 16 92130 1400 1050 1.1250-100 99.00 90.7500 1191.536 Mar 17 91100 1100 W 99.1000-010099 1700 9. 1016,15 An 17 99.750 3.000.000 9.750-0050 993500 927.677 94550 Sep 17 99650 9.000 90.00 6.00 - 18.3200 16,393 Dec 17 99.000 990150 9.750.8100-0050992700 2 L2131547 MI! 9900 9950 9550 9.00 19.2400 18.1100 615,674 Junis 9.95000 9200 99550 99 2000 95.000 464573 Sep is 9.00 950 9.50 9300 09. 1530 97.9500 428.536 Dec 18 9. SOOS 750 000 99.1050 97.8700 534,731 Mar 10 000 97.8100 190.000 Jun 1998.775091009609-606090300 97,7450 2834/96 Sep 19 9.700 9876509720 760001009750 97.6850 231.594 Dec 19 98 6750 9.750 2.6700 7100-010099050 976250 Mar 23 98635096790 600.000 9600 224.50 97.5750 142.250 A 209650 99.615-00509 8150 97.5230 Sep 20 3300957505-005057700 92.368 Dec 20 93.000 950 4700 3100+ 97150 82.732 Mar 21 98.4350 980700 9.250 974300 30244 Jun 21 0 95.000 3700 3.4100 98.6700 97.3750 53.826 Sep 21 910 93700 300 98.6.200 17.300 47.830 Dec 21 9750 98130053550 50 93 5750 972900 21.04 Mar 22 98.2350 2750 9.250 6.50 972500 17,020 22 92000 9.250 9.SO 220-50 98.4350 ISO 900 10.521 Sep 22 9.190098.1950 98.1530 ISO-0050 98.3950 97.1900 5.456 Dec 22 1150 1450 1100 95.1450-050 98.3560 97.1600 5.294 Mar 23.11091150 ROKO 120-0050 98200 4317 Open Sep 16 2152.25 Dec 16 2144.50 Mar 17 2134.75 2 Est vol 1.362,407, Mini Nasdaq 100 Open Sep 1647133 Dec 16 4693.8 Est vol 168,412 vol Mini Russell 2000 005095200 912300 Open Sep 16 1199501 Dec 16 119.00 Est vol 67,048 vol Nikkel Stock Aven Open Sep 16 16155 1 Dec 16 16113 1 Est vol 13,124, vol 1 CBOE VOLATILIT 97.1150 5584 97.1200 Jun 23 SONO 9.950 1.000 9.0850 -005092850 971000 Sep 23 9.600.6500 98.0000 98.0000-00098.2000 17.0800 1.253 Dec 3050 98.020098.0 93.0200 - 00091200 971650 747 Est vol 1.6ITA vol 2.143.79% open int. 10306,734 Currency Futures Wednesday, August, 2016 Japanese Yen CME-V12.500.000 per 100% LIFETIME High Low Settle Che High Low Open Int Sep 16 9927 9942 98613 -025 10131 3230 Dec 16 27 9999940 -0025 10038 154625 Mar 17 1029 10049 999 $300 -0.025 006 1.700 Jun 17 9730 9940 643 1.0026 346 -0004 10182 251 Est vol 92.011: vol 145.331:open int. 156.16 Description Open Ope Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 Jan 17 16.6 IR 183 18.6 Source: The Wall Street es Canadian Dollar (CME) CAD 100,00: 5 per CAD Open LIFETIME High Low 6825 8014 6840 6505 6917 Open ton 111.397 3.RS 406 147 Dec 16 LIFETIME Low 1.2806 1.2827 1.2930 1.2950 Open Int 230,182 1.965 572 526 Chg High Low Settle - 0006 .8024 7857 7608 7612 -7651 +0007 7618 + 0006 7999 .7654 7659 M17 7564 7657 +0007 7570 7909 Est vor 9.282 vol 80,32: open int. 115.825 British Pound (CME)-62.500: $ per Open High Low Settle Chg High 1.0382 Sep 161.3364 -0032 1.3289 1.3025 1.5009 Dec 16 1165 1.340213314 1.3348 -0032 1.5000 Mar 17 13300 1.3410 1.3243 1.3371 -0032 1.4735 Jun 17 13326 1.3350 1.3326 1.3397 -.0033 1.5003 Est vol 65,616 vol 95,466; open Int. 233,265 Swiss Franc (CME)-CHF 125.000: $ per CHF st Open High Low 3 Settle Sep 16 1.0396 1.0403 1.0294 1.0299 -,0100 1.0654 Dec 16 1.0408 1.0458 1.0408 1.6354 -0100 1.0602 Est vol 18,138, vol 14,808, open int. 44,853 Euro (CME)-125.000: $ per Open High Low Settle Sep 16 T.1244 Chg 1.1245 1.1 162 1.1167 High Dec 16 1.1283 1.1283 1.1666 Mar 17 1.1313 Jun 17 1.1332 1.1350 -.0080 Chg LIFETIME High Low 9898 .9964 Open Int 44,731 102 1.1 208 1.1213 1.1315 1.1257 1.1258 1.1324 1.1309 Est vol 116,941; vol 131.019, open int, 378,500 LIFETIME Low -0081 1.0804 -.0080 1.1701 1.0850 -,0080 1.1733 1.0864 1.1782 1.1100 Open Int 370,655 5.820 1,332 675 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-$5 x index LIFETIME Open High Low Settle Chg High Low p1618248 18281 18188 18269 +21 18495 15751 16 18149 18186 18103 18174 +21 18390 15916 vol 106,323; vol 157,066, open int, 139,480 P 500 Index (CME)-$250 x index Open Int 138,900 490 Onen Index Futures DJ industrial Average (CET) 33 index LIFETIME High Cho -21 +21 Opens in IOS Low 15751 15916 130 Low See II 1 I 18174 Estolopen int 1394 S&P 500 Index CME) $180 x index Open High Low Settle Sep 16 2100 215 2145 10 2157.00 Dec 1 210 211 21000 2149.40 Est vol.1: Voor openint Mini S&P 500 (CME) $50 x index LIFETIME Chg High Low 0 2171.50 4.402163.10 Open in IN19.30 1812.40 1.19 93992 100 M 49 LIFETIME High Low +4.25 2171.75 50 216425 1823.75 4.25 2156.50 180.00 Open Int 1807.00 2.902.982 39.05 Open High Low Settle Chg Sep 16 215 215225 2145.25 2157.00 Dec 16 2142.50 21.50 0 21.37.75 2149.50 Mw17 2175 2143.00 2131.50 2142.50 Est vol 1.62.607, vol ISIS open int 2.943.229 Mini Nasdaq 100 (CME)-$20 x Index 100 Open High Low Settle Sep 16 47133 4098.0 4728.3 Dec 16 469808 4720346913 47203 Est vor 168,412 vol 2009 open int 284.511 Mini Russell 2000 (CE-US) $100 x index LIFETIME Chg High Low +14.0 4736.5 39830 +14,0 4727.8 39715 Open Int 283.965 490 9. 52.732 AL14 SUK 4. 21,094 17.020 10521 5456 3.294 Open High Low Settle Open Int 326,874 1.013 High 4.537 800 250 Open Int 35.866 151 LIFETIME Chg High Low 979.80 Sep 16 1199 SO 1211.40 1195 90 1211.00 +11.10 1224.80 1006.00 Dec 16 1198.00 105.00 1198.00 1206.50 +11.10 1218.70 Est vol 67,048 Vol 84.267. open int, 328 302 Nikkel Stock Average (CME)-$5 x index LIFETIME Open Low Settle Chg High Low Sep 16 16155 16285 15980 16095 - 30 17795 14990 Dec 16 16115 16215 19950 16060 -20 16495 15060 Est vol 13.124, vol 14927, openint, 36,017 747 CBOE VOLATILITY INDEX (VX) Contract Description Contract Prices (US$) Volume Open High Low Close Settle Chg Total Aug 16 1425 14,71 13.80 13.83 13.825 -0.40 82857 Sep 16 16.60 17.00 16.25 16.25 16.275 -0.35 72264 Oct 16 + 18.25 1860 17.99 18.02 18.000 -0.28 20879 5 18.57 1885 18.35 18.35 18.375 -0.20 10728 18.65 18.91 18.45 18.50 18.475 Jon 17 -0.20 4716 19.85 19.50 19.53 19.525 -0.10 2438 19.80 19.775 -0.10 943 19.96 19.950 -0.02 223 Com Open Int Nov 16 Dec 16 210686 160339 54491 34135 29271 18575 6375 19.60 1985 20.05 19,74 2000 20.15 19.90 Feb 17 Mar 17 1835