a Refer to Figure 17 1 and locate the E Mini contract on the Standard Poor's 500 Index If the margin requirement is 30 of the futures price times the multiplier of $50, how much must you deposit with your broker to trade the June contract (Input the amount as positive value Round your answer to 2 decimal places ) Required margin b If the June futures price were to increase to 2,470, what percentage return would you earn on your net investment if you entered the long side of the contract at the price shown in the figure (Do not round intermediate calculations Round your answer to 2 decimal places ) Percentage return c If the June futures price falls by 1 5 , what is the percentage gain or loss on your net investment (Input the amount as positive value Do not round intermediate calculations ) of Futures Contracts 04 87 Contract Open Open High Milo Low Settle Chg Interest Coffee (ICE US) 37,500 lbs cents per lb July 126 50 127 90 125 30 125 55 85 44 764 Sept 128 25 130 00 y 127 55 127 75 90 97,731 Sugar World (ICE US) 112,000 lbs , cents perlb July 13 74 1381 V 13 36 13 62 17 212,475 Oct 13 97 13 99 13 61 13 85 17 349,542 Sugar Domestic (ICE US) 112,000 lbs cents per lb Sept 27 76 27 76 27 75 27 67 03 1 964 Nov 27 39 27 39 27 39 27 44 1 279 Cotton (ICE US) 50,000 lbs , cents perib July 74 47 74 83 73 40 73 50 45 003 Dec 71 82 72 00 70 86 70 95 155,910 Orange Juice (ICE US) 15,000 lbs , cents per lb July 141 05 141 50 139 00 140 25 80 6,044 Sept 138 45 139 55 137 40 138 05 1 40 Interest Rate Futures Treasury Bonds (CBT) $100,000 pts 32nds of 100 June 155 130 157 130 155 120 156 290 1 19 0 3 304 Sept 153 310156 050 153 290 155 200 1 19 0 730 435 Treasury Notes (CBT) $100,000 pts 32nds of 100 June 126 180127 175 126 180 127 035 48,739 Sept 126 110 127 080 125 105 126 295 175 1 131 656 5 Yr Treasury Notes (CBT) $100,000 pts 32nds of 100 June 118 225 119 057 118 212 118 292 7 5 49,887 Sept 118 065 118 247 118 060 118 150 8 0 1 123,645 2 Yr Treasury Notes (CBT) $200,000 pts 32nds of 100 June 108 085 108 130 108 085 108 095 11 027 Sept 108 030 108 092 108 030 108 052 1 7 1 174 311 30 Day Federal Funds (CBT) $5,000,000 100 daily avg Metal Petroleum Futures Contract Open Open High hilo Low Settle Chg Interest Copper High (CMX) 25,000 lbs $ per lb June 25800 2 5800 2 5625 2 5705 0 0225 1,053 July 2 5990 2 6050 2 5605 2 5735 0 0230 83,015 Gold (CMX) 100 troy oz $ per troy oz June 1269 40 1278 00 1256 80 1272 80 7 00 1,551 Aug 1268 40 1284 20 1259 00 1275 90 7 30 345 745 Oct 127230 1287 20 1263 00 1279 50 7 30 10,913 Dec 1275 50 1290 00 1266 20 1282 90 7 30 80 269 Feb 18 1279 30 1291 00 1272 70 1286 30 7 30 10,331 Dec 1295 00 1303 20 1295 00 1303 10 7 00 5,920 Palladium (NYM) 50 troy oz $ per troy oz June 862 80 869 50 862 80 863 30 2 95 82 July 865 60 871 55 852 35 857 60 3 75 45 Aug 858 50 863 50 858 50 856 15 3 75 2 Sept 858 90 871 25 847 55 853 80 3 75 34,111 Dec 843 90 857 10 837 00 843 50 0 45 1 729 March 18 839 30 843 00 A 835 00 832 15 0 45 June 339 00 839 00 A 839 00 828 15 0 45 16 Platinum (NYM) 50 troy oz S per troy oz June 925 40 926,80 925 40 950 70 27 70 48 July 925 00 955,50 923 30 951 90 27 70 52 791 Silver (CMX) 5,000 troy oz $ per troy oz June 16 840 17,180 16 840 17 107 0 369 28 July 16 820 17 365 16 790 17 136 0 369 100,533 Crude Oil, Light Sweet (NYM) 1,000 bbls $ per bbl July 45 94 46 49 44 55 44,73 1 73 209,102 Aug 46 13 46 68 44 74 44 93 1 74 442,660 Sept 46 28 46 85 44 99 45 14 274 042 10 09 4,087 122 16 0 wy 442,660 274,042 311,431 121,798 150,760 81 641 84,147 97 511 85,745 Aug 46 13 46 68 44 74 44 93 1 74 Sept 46 38 46 85 44 96 45 14 1 75 Dec 46 90 47 37 45 59 45 82 1 63 June 18 47 74 47 95 46 49 46 74 136 Dec 48 00 48 24 46 90 47 21 1 10 NY Harbor ULSD (NYM) 42,000 gal $ per gal July 14412 1 4550 1 4062 1 4102 0375 Aug 1 4500 1 4618 1 4139 1 4180 0368 Gasoline NY RBOB (NYM) 42,000 gal $ per gal July 1 4856 1 4959 1 4292 1 4327 0668 Aug 1 4811 1 4953 14281 1 4315 0625 Natural Gas (NYM) 10,000 MMBtu $ per MMBtu July 2 962 2 989 2 916 2 933 033 Aug 2 990 3 007 2 936 2 953 036 Sept 2 970 2 989 2 922 2 937 035 Oct 2 997 3 013 2 949 2 962 ,038 Jan'18 3 301 3 303 3 249 3 263 033 April 2 881 2887 2854 2 856 026 Agriculture Futures Com (CBT) 5,000 bu cents per bu July 381 00 385 00 376 75 377 00 4 00 Sept 388 50 392 75 384 25 385 00 3 50 Oats (CBT) 5 000 bu cents per bu July 254 00 256 25 25250 255 50 2 25 Dec 241 75 243,75 A 241 50 242 75 200 Soybeans (CBT) 5,000 bu cents per bu 932 00 939 00 931 00 931 75 75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons $ per ton July 301 20 304 20 301 20 301 80 30 Dec 307 00 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs cents per lb 186,368 208,648 180 592 185,021 109 540 85,557 30 Day Federal Funds (CBT) $5,000,000 100 daily avg June 98 968 98 975 798960 98 963 005 78,380 July 98 860 98 875 98 850 98 855 006 457,474 10 Yr Del Int Rate Swaps (CBT) $100,000 pts 32nds of 100 June 93 391 94 500 A 93 391 94 141 578 12,681 Sept 102 531 103 313 A 102 203 102 984 625 16 446 1 Month Libor (CME) $3,000,000, pts of 100 June 98 7900 98 8000 98 7900 98 7900 0075 9,528 July 98 7900 98 7900 98 7900 98 7875 0050 3,147 Eurodollar (CME) $1,000,000 pts of 100 June 98 7275 98 7500 98 7250 98 7275 0025 1,493,523 Sept 98 6400 98 7000 98 6400 98 6700 0250 1 407,477 Dec 98 5600 98 6300 98 5550 98 5900 0300 1,724,980 Dec 18 98 2300 98,3500 A 98 2250 98 2900 0550 1,397,044 Currency Futures Japanese Yen (CME) 12,500,000 $ per 100 June 9086 9192 9064 9129 0033 145,801 Sept 9124 9228 9102 9166 0033 63,409 Canadian Dollar (CME) CAD 100,000 $ per CAD June 7554 7597 7536 7549 0011 143,138 Sept 7566 7609 7548 7561 0011 56 254 British Pound (CME) 62,500 $ per June 1 2754 1 2821 1 2724 1 2748 0008 177,546 Sept 1 2787 1 2856 1 2761 1 2784 0008 89,873 Swiss Franc (CME) CHF 125,000 $ per CHF June 1 0326 1 0376 10274 1 0292 0038 38 989 Sept 10387 1 0437 1 0336 1 0353 0038 16 045 Australian Dollar (CME) AUD 100,000 $ per AUD June 7534 7636 A 7532 7591 0052 105,593 July 7531 17631 7530 7587 0051 507 Aug 7530 7628 7527 7585 0052 316 Sept 7525 7625 7523 7581 0052 28,292 Dec 7520 7620 7518 7572 0050 224 452,077 409,284 4,211 1,890 July 248,150 284,651 309 20 129,154 135,043 180 592 185,021 109,540 85,557 145,801 63,409 143,138 56,254 452 077 409,284 4,211 1 890 177,546 89,873 248,150 284,651 38,989 16 045 Sept 2 970 2 989 2922 2 937 035 Oct 2 997 3013 2 949 2 962 038 Jan 18 3 301 3 303 3 249 3 263 033 Apri 2881 2887 2 854 2 856 026 Agriculture Futures Com (CBT) 5,000 bu cents per bu July 381 00 385 00 37675 377 00 4 00 Sept 388 50 392 75 384 25 385 00 3 50 Oats (CBT) 5,000 bu , cents per bu July 254 00 256 25 252 50 255 50 2 25 Dec 241 75 243 75 A 241 50 242 75 2 00 Soybeans (CBT) 5,000 bu , cents per bu July 932 00 939 00 931 00 931 75 75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons $ per ton July 301 20 304 20 301 20 301 80 30 Dec 307 00 309 20 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs , cents per lb July 32 09 32 28 31 95 32 09 32 50 32 71 32 40 32 56 03 Rough Rice (CBT) 2,000 cwt , 5 per cwt July 1124 50 1126 00 1086 00 1103 00 22 50 1153 00 1153 00 1108 00 1130 50 23 00 Wheat (CBT) 5,000 bu cents per bu July 445 00 452 25 441 75 443 00 2 00 Sept 459 00 466 50 456 00 457 25 2 00 Wheat (KC) 5,000 bu, cents per bu July 457 25 458 00 455 00 457 50 50 Segt 474 00 484 75 472 25 475 00 75 Wheat (MPLS) 5,000 bu cents per bu July 627 00 645 75 A 623 25 627 50 50 Sept 63425 630 50 634 50 129,154 135,043 Currency Futures Japanese Yen (CME) 12,500,000 $ per 100 June 9086 9192 9064 9129 0033 Sept 9124 9228 9102 9166 0033 Canadian Dollar (CME) CAD 100,000 $ per CAD June 7554 17597 7536 7549 0011 Sept 7566 7609 7548 7561 0011 British Pound (CME) 62,500 $ per June 1 2754 1 2821 1 2724 1 2748 0008 Sept 1 2787 1 2856 1 2761 1 2784 0008 Swiss Franc (CME) CHF 125,000 $ per CHF June 1 0326 1 0376 10274 1 0292 0038 Sept 1 0387 1 0437 1 0336 1 0353 0038 Australian Dollar (CME) AUD 100,000 $ per AUD June 7534 7636 A 7532 7591 0052 July 7531 7631 7530 7587 0051 Aug 7530 7628 7527 7585 0052 Sept 7525 7625 7523 7581 0052 Dec 7520 7620 7518 7572 0050 Mexican Peso (CME) MXN 500,000 $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000 $ per C June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures Mini DJ Industrial Average (CBT) $5 x index June 21322 21388 21289 21371 Sept 21282 21346 A 21246 21327 47 S P 500 Index (CME) $250 x index Juno 2443 00 2443 00 2429 00 2437 20 2 80 Sept 243710 2442 10 2427 00 2435 30 2 70 105,593 507 316 28 292 224 Dec 126,008 141,285 106,536 Seot 5 163 3,819 326,182 143,565 154,696 144,177 108 082 78,968 40 827 102 619 24 255 26 710 72,284 33 603 09 LOWO 141 285 106,536 5,163 3,819 Mexican Peso (CME) MXN 500,000 $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000 $ per June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures 326,182 143,565 154,696 144,177 108,082 78,968 June 49 40827 102 619 24 255 26,710 280 2 70 72 284 33,603 Joy 32 34 0 31 70 34 0 Dec 32 50 32 71 32 40 32 56 00 Rough Rice (CBT) 2,000 cut $ per cwt July 1124 50 1126 00 1066 00 1103 00 22 50 Sept 115300 1153 00 1108 00 1130 50 23 00 Wheat (CBT) 5,000 bu, cents per bu July 445 00 45225 441 75 443 00 2 00 Sept 459 00 466 50 456 00 457 25 Wheat (KC) 5,000 bu cents per bu July 457 25 468 00 455 00 457 50 50 Sept 47400 484 75 47225 475 00 75 Wheat (MPLS) 5,000 bu cents per bu July 627 00 64575 A 623 25 627 50 50 Sept 634 25 651 50 Q630 50 634 50 Cattle Feeder (CME) 50,000 lbs cents per lb Aug 149 100149 400 145 550 146 125 3 825 Sept 148 800 149 000 145 200 145 700 4,000 Cattle Live (CME) 40,000 lbs cents per lb June 126 875 127 000 124 500 124 500 3 000 Aug 120 300 120 425 117 875 117 875 3 000 Hogs Lean (CME) 40,000 lbs , cents per lb June 32 775 83 050 A 82 700 83 000 225 Aug 80 850 81 000 79 700 30 400 175 Lumber (CME) 110,000 bd ft , S per 1,000 bd ft July 368 90 370 00 365 60 368 00 90 Sept 354 50 359 80 354 80 357 60 90 Milk (CME) 200,000 lbs cents per lb June 16 34 16 36 16 30 16 31 16 70 16 70 16 50 16 61 06 Cocoa (ICE US) 10 metric tons $ per ton July 2017 2003 2 001 2,040 18 Sept 2040 2 077 2,033 2 075 19 32,577 9,854 2 75 1,023 610 2 75 2 433,721 12,798 190,817 Mini DJ Industrial Average (CBT) $5 x index 21322 21388 21289 21371 Sept 21282 21345 A 21246 21327 S P 500 Index (CME) $250 x index June 2443 00 2443 00 2429 00 2437 20 Sept 2437 10 2442 10 2427 00 2435 30 Mini S P 500 (CME) $50 x index June 2440 25 2440 50 2427 75 2437 25 Sept 2438 25 2443 25 2425 25 2435 25 Mini S P Midcap 400 (CME) $100 x index June 1768 60 1773 60 1754 40 1761 50 Sept 1770 30 1774 10 1754 30 1762 10 Mini Nasdaq 100 (CME) $20 x index June 57523 57800 5680 0 5725 3 Sepe 57623 5789 0 5687 0 5732 8 Mini Russell 2000 (ICE US) $100 x index June 1428 30 1430 00 1410 00 1416 30 Sept 1427 20 1429 70 1409 80 1416 30 Mini Russell 1000 (ICE US) $100 x index June 1353 70 1353 70 1345 80 1351 30 Sept 1352 70 1352 70 1345 10 1350 60 U S Dollar Index (ICE US) $1,000 x index 97 01 97 11 96 31 96 31 Sept 96 73 96 81 96 02 96,59 8 10 8 00 16,422 81 233 11 366 86 145 26,0 265 159 624 287,790 2342 1 200 11 10 10 90 164 216 493 530 5,097 4,344 1 60 1 00 2 724 7,715 15,136 120 024 02 09 63506 20,603 a Refer to Figure 17 1 and locate the E Mini contract on the Standard Poor's 500 Index If the margin requirement is 30 of the futures price times the multiplier of $50, how much must you deposit with your broker to trade the June contract (Input the amount as positive value Round your answer to 2 decimal places ) Required margin b If the June futures price were to increase to 2,470, what percentage return would you earn on your net investment if you entered the long side of the contract at the price shown in the figure (Do not round intermediate calculations Round your answer to 2 decimal places ) Percentage return c If the June futures price falls by 1 5 , what is the percentage gain or loss on your net investment (Input the amount as positive value Do not round intermediate calculations ) of Futures Contracts 04 87 Contract Open Open High Milo Low Settle Chg Interest Coffee (ICE US) 37,500 lbs cents per lb July 126 50 127 90 125 30 125 55 85 44 764 Sept 128 25 130 00 y 127 55 127 75 90 97,731 Sugar World (ICE US) 112,000 lbs , cents perlb July 13 74 1381 V 13 36 13 62 17 212,475 Oct 13 97 13 99 13 61 13 85 17 349,542 Sugar Domestic (ICE US) 112,000 lbs cents per lb Sept 27 76 27 76 27 75 27 67 03 1 964 Nov 27 39 27 39 27 39 27 44 1 279 Cotton (ICE US) 50,000 lbs , cents perib July 74 47 74 83 73 40 73 50 45 003 Dec 71 82 72 00 70 86 70 95 155,910 Orange Juice (ICE US) 15,000 lbs , cents per lb July 141 05 141 50 139 00 140 25 80 6,044 Sept 138 45 139 55 137 40 138 05 1 40 Interest Rate Futures Treasury Bonds (CBT) $100,000 pts 32nds of 100 June 155 130 157 130 155 120 156 290 1 19 0 3 304 Sept 153 310156 050 153 290 155 200 1 19 0 730 435 Treasury Notes (CBT) $100,000 pts 32nds of 100 June 126 180127 175 126 180 127 035 48,739 Sept 126 110 127 080 125 105 126 295 175 1 131 656 5 Yr Treasury Notes (CBT) $100,000 pts 32nds of 100 June 118 225 119 057 118 212 118 292 7 5 49,887 Sept 118 065 118 247 118 060 118 150 8 0 1 123,645 2 Yr Treasury Notes (CBT) $200,000 pts 32nds of 100 June 108 085 108 130 108 085 108 095 11 027 Sept 108 030 108 092 108 030 108 052 1 7 1 174 311 30 Day Federal Funds (CBT) $5,000,000 100 daily avg Metal Petroleum Futures Contract Open Open High hilo Low Settle Chg Interest Copper High (CMX) 25,000 lbs $ per lb June 25800 2 5800 2 5625 2 5705 0 0225 1,053 July 2 5990 2 6050 2 5605 2 5735 0 0230 83,015 Gold (CMX) 100 troy oz $ per troy oz June 1269 40 1278 00 1256 80 1272 80 7 00 1,551 Aug 1268 40 1284 20 1259 00 1275 90 7 30 345 745 Oct 127230 1287 20 1263 00 1279 50 7 30 10,913 Dec 1275 50 1290 00 1266 20 1282 90 7 30 80 269 Feb 18 1279 30 1291 00 1272 70 1286 30 7 30 10,331 Dec 1295 00 1303 20 1295 00 1303 10 7 00 5,920 Palladium (NYM) 50 troy oz $ per troy oz June 862 80 869 50 862 80 863 30 2 95 82 July 865 60 871 55 852 35 857 60 3 75 45 Aug 858 50 863 50 858 50 856 15 3 75 2 Sept 858 90 871 25 847 55 853 80 3 75 34,111 Dec 843 90 857 10 837 00 843 50 0 45 1 729 March 18 839 30 843 00 A 835 00 832 15 0 45 June 339 00 839 00 A 839 00 828 15 0 45 16 Platinum (NYM) 50 troy oz S per troy oz June 925 40 926,80 925 40 950 70 27 70 48 July 925 00 955,50 923 30 951 90 27 70 52 791 Silver (CMX) 5,000 troy oz $ per troy oz June 16 840 17,180 16 840 17 107 0 369 28 July 16 820 17 365 16 790 17 136 0 369 100,533 Crude Oil, Light Sweet (NYM) 1,000 bbls $ per bbl July 45 94 46 49 44 55 44,73 1 73 209,102 Aug 46 13 46 68 44 74 44 93 1 74 442,660 Sept 46 28 46 85 44 99 45 14 274 042 10 09 4,087 122 16 0 wy 442,660 274,042 311,431 121,798 150,760 81 641 84,147 97 511 85,745 Aug 46 13 46 68 44 74 44 93 1 74 Sept 46 38 46 85 44 96 45 14 1 75 Dec 46 90 47 37 45 59 45 82 1 63 June 18 47 74 47 95 46 49 46 74 136 Dec 48 00 48 24 46 90 47 21 1 10 NY Harbor ULSD (NYM) 42,000 gal $ per gal July 14412 1 4550 1 4062 1 4102 0375 Aug 1 4500 1 4618 1 4139 1 4180 0368 Gasoline NY RBOB (NYM) 42,000 gal $ per gal July 1 4856 1 4959 1 4292 1 4327 0668 Aug 1 4811 1 4953 14281 1 4315 0625 Natural Gas (NYM) 10,000 MMBtu $ per MMBtu July 2 962 2 989 2 916 2 933 033 Aug 2 990 3 007 2 936 2 953 036 Sept 2 970 2 989 2 922 2 937 035 Oct 2 997 3 013 2 949 2 962 ,038 Jan'18 3 301 3 303 3 249 3 263 033 April 2 881 2887 2854 2 856 026 Agriculture Futures Com (CBT) 5,000 bu cents per bu July 381 00 385 00 376 75 377 00 4 00 Sept 388 50 392 75 384 25 385 00 3 50 Oats (CBT) 5 000 bu cents per bu July 254 00 256 25 25250 255 50 2 25 Dec 241 75 243,75 A 241 50 242 75 200 Soybeans (CBT) 5,000 bu cents per bu 932 00 939 00 931 00 931 75 75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons $ per ton July 301 20 304 20 301 20 301 80 30 Dec 307 00 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs cents per lb 186,368 208,648 180 592 185,021 109 540 85,557 30 Day Federal Funds (CBT) $5,000,000 100 daily avg June 98 968 98 975 798960 98 963 005 78,380 July 98 860 98 875 98 850 98 855 006 457,474 10 Yr Del Int Rate Swaps (CBT) $100,000 pts 32nds of 100 June 93 391 94 500 A 93 391 94 141 578 12,681 Sept 102 531 103 313 A 102 203 102 984 625 16 446 1 Month Libor (CME) $3,000,000, pts of 100 June 98 7900 98 8000 98 7900 98 7900 0075 9,528 July 98 7900 98 7900 98 7900 98 7875 0050 3,147 Eurodollar (CME) $1,000,000 pts of 100 June 98 7275 98 7500 98 7250 98 7275 0025 1,493,523 Sept 98 6400 98 7000 98 6400 98 6700 0250 1 407,477 Dec 98 5600 98 6300 98 5550 98 5900 0300 1,724,980 Dec 18 98 2300 98,3500 A 98 2250 98 2900 0550 1,397,044 Currency Futures Japanese Yen (CME) 12,500,000 $ per 100 June 9086 9192 9064 9129 0033 145,801 Sept 9124 9228 9102 9166 0033 63,409 Canadian Dollar (CME) CAD 100,000 $ per CAD June 7554 7597 7536 7549 0011 143,138 Sept 7566 7609 7548 7561 0011 56 254 British Pound (CME) 62,500 $ per June 1 2754 1 2821 1 2724 1 2748 0008 177,546 Sept 1 2787 1 2856 1 2761 1 2784 0008 89,873 Swiss Franc (CME) CHF 125,000 $ per CHF June 1 0326 1 0376 10274 1 0292 0038 38 989 Sept 10387 1 0437 1 0336 1 0353 0038 16 045 Australian Dollar (CME) AUD 100,000 $ per AUD June 7534 7636 A 7532 7591 0052 105,593 July 7531 17631 7530 7587 0051 507 Aug 7530 7628 7527 7585 0052 316 Sept 7525 7625 7523 7581 0052 28,292 Dec 7520 7620 7518 7572 0050 224 452,077 409,284 4,211 1,890 July 248,150 284,651 309 20 129,154 135,043 180 592 185,021 109,540 85,557 145,801 63,409 143,138 56,254 452 077 409,284 4,211 1 890 177,546 89,873 248,150 284,651 38,989 16 045 Sept 2 970 2 989 2922 2 937 035 Oct 2 997 3013 2 949 2 962 038 Jan 18 3 301 3 303 3 249 3 263 033 Apri 2881 2887 2 854 2 856 026 Agriculture Futures Com (CBT) 5,000 bu cents per bu July 381 00 385 00 37675 377 00 4 00 Sept 388 50 392 75 384 25 385 00 3 50 Oats (CBT) 5,000 bu , cents per bu July 254 00 256 25 252 50 255 50 2 25 Dec 241 75 243 75 A 241 50 242 75 2 00 Soybeans (CBT) 5,000 bu , cents per bu July 932 00 939 00 931 00 931 75 75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons $ per ton July 301 20 304 20 301 20 301 80 30 Dec 307 00 309 20 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs , cents per lb July 32 09 32 28 31 95 32 09 32 50 32 71 32 40 32 56 03 Rough Rice (CBT) 2,000 cwt , 5 per cwt July 1124 50 1126 00 1086 00 1103 00 22 50 1153 00 1153 00 1108 00 1130 50 23 00 Wheat (CBT) 5,000 bu cents per bu July 445 00 452 25 441 75 443 00 2 00 Sept 459 00 466 50 456 00 457 25 2 00 Wheat (KC) 5,000 bu, cents per bu July 457 25 458 00 455 00 457 50 50 Segt 474 00 484 75 472 25 475 00 75 Wheat (MPLS) 5,000 bu cents per bu July 627 00 645 75 A 623 25 627 50 50 Sept 63425 630 50 634 50 129,154 135,043 Currency Futures Japanese Yen (CME) 12,500,000 $ per 100 June 9086 9192 9064 9129 0033 Sept 9124 9228 9102 9166 0033 Canadian Dollar (CME) CAD 100,000 $ per CAD June 7554 17597 7536 7549 0011 Sept 7566 7609 7548 7561 0011 British Pound (CME) 62,500 $ per June 1 2754 1 2821 1 2724 1 2748 0008 Sept 1 2787 1 2856 1 2761 1 2784 0008 Swiss Franc (CME) CHF 125,000 $ per CHF June 1 0326 1 0376 10274 1 0292 0038 Sept 1 0387 1 0437 1 0336 1 0353 0038 Australian Dollar (CME) AUD 100,000 $ per AUD June 7534 7636 A 7532 7591 0052 July 7531 7631 7530 7587 0051 Aug 7530 7628 7527 7585 0052 Sept 7525 7625 7523 7581 0052 Dec 7520 7620 7518 7572 0050 Mexican Peso (CME) MXN 500,000 $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000 $ per C June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures Mini DJ Industrial Average (CBT) $5 x index June 21322 21388 21289 21371 Sept 21282 21346 A 21246 21327 47 S P 500 Index (CME) $250 x index Juno 2443 00 2443 00 2429 00 2437 20 2 80 Sept 243710 2442 10 2427 00 2435 30 2 70 105,593 507 316 28 292 224 Dec 126,008 141,285 106,536 Seot 5 163 3,819 326,182 143,565 154,696 144,177 108 082 78,968 40 827 102 619 24 255 26 710 72,284 33 603 09 LOWO 141 285 106,536 5,163 3,819 Mexican Peso (CME) MXN 500,000 $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000 $ per June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures 326,182 143,565 154,696 144,177 108,082 78,968 June 49 40827 102 619 24 255 26,710 280 2 70 72 284 33,603 Joy 32 34 0 31 70 34 0 Dec 32 50 32 71 32 40 32 56 00 Rough Rice (CBT) 2,000 cut $ per cwt July 1124 50 1126 00 1066 00 1103 00 22 50 Sept 115300 1153 00 1108 00 1130 50 23 00 Wheat (CBT) 5,000 bu, cents per bu July 445 00 45225 441 75 443 00 2 00 Sept 459 00 466 50 456 00 457 25 Wheat (KC) 5,000 bu cents per bu July 457 25 468 00 455 00 457 50 50 Sept 47400 484 75 47225 475 00 75 Wheat (MPLS) 5,000 bu cents per bu July 627 00 64575 A 623 25 627 50 50 Sept 634 25 651 50 Q630 50 634 50 Cattle Feeder (CME) 50,000 lbs cents per lb Aug 149 100149 400 145 550 146 125 3 825 Sept 148 800 149 000 145 200 145 700 4,000 Cattle Live (CME) 40,000 lbs cents per lb June 126 875 127 000 124 500 124 500 3 000 Aug 120 300 120 425 117 875 117 875 3 000 Hogs Lean (CME) 40,000 lbs , cents per lb June 32 775 83 050 A 82 700 83 000 225 Aug 80 850 81 000 79 700 30 400 175 Lumber (CME) 110,000 bd ft , S per 1,000 bd ft July 368 90 370 00 365 60 368 00 90 Sept 354 50 359 80 354 80 357 60 90 Milk (CME) 200,000 lbs cents per lb June 16 34 16 36 16 30 16 31 16 70 16 70 16 50 16 61 06 Cocoa (ICE US) 10 metric tons $ per ton July 2017 2003 2 001 2,040 18 Sept 2040 2 077 2,033 2 075 19 32,577 9,854 2 75 1,023 610 2 75 2 433,721 12,798 190,817 Mini DJ Industrial Average (CBT) $5 x index 21322 21388 21289 21371 Sept 21282 21345 A 21246 21327 S P 500 Index (CME) $250 x index June 2443 00 2443 00 2429 00 2437 20 Sept 2437 10 2442 10 2427 00 2435 30 Mini S P 500 (CME) $50 x index June 2440 25 2440 50 2427 75 2437 25 Sept 2438 25 2443 25 2425 25 2435 25 Mini S P Midcap 400 (CME) $100 x index June 1768 60 1773 60 1754 40 1761 50 Sept 1770 30 1774 10 1754 30 1762 10 Mini Nasdaq 100 (CME) $20 x index June 57523 57800 5680 0 5725 3 Sepe 57623 5789 0 5687 0 5732 8 Mini Russell 2000 (ICE US) $100 x index June 1428 30 1430 00 1410 00 1416 30 Sept 1427 20 1429 70 1409 80 1416 30 Mini Russell 1000 (ICE US) $100 x index June 1353 70 1353 70 1345 80 1351 30 Sept 1352 70 1352 70 1345 10 1350 60 U S Dollar Index (ICE US) $1,000 x index 97 01 97 11 96 31 96 31 Sept 96 73 96 81 96 02 96,59 8 10 8 00 16,422 81 233 11 366 86 145 26,0 265 159 624 287,790 2342 1 200 11 10 10 90 164 216 493 530 5,097 4,344 1 60 1 00 2 724 7,715 15,136 120 024 02 09 63506 20,603

Question

a  Refer to Figure 17 1 and locate the E Mini contract on the Standard   Poor's 500 Index  If the margin requirement is 30  of the futures price times the multiplier of $50, how much must you deposit with your broker to trade the June contract  (Input the amount as positive value  Round your answer to 2 decimal places ) Required margin b  If the June futures price were to increase to 2,470, what percentage return would you earn on your net investment if you entered the long side of the contract at the price shown in the figure  (Do not round intermediate calculations  Round your answer to 2 decimal places ) Percentage return   c  If the June futures price falls by 1 5 , what is the percentage gain or loss on your net investment  (Input the amount as positive value  Do not round intermediate calculations ) of   Futures Contracts  04  87 Contract Open Open High Milo Low Settle Chg Interest Coffee (ICE US) 37,500 lbs   cents per lb  July 126 50 127 90 125 30 125 55  85 44 764 Sept 128 25 130 00 y 127 55 127 75  90 97,731 Sugar World (ICE US) 112,000 lbs , cents perlb  July 13 74 1381 V 13 36 13 62   17 212,475 Oct 13 97 13 99 13 61 13 85  17 349,542 Sugar Domestic (ICE US) 112,000 lbs   cents per lb  Sept 27 76 27 76 27 75 27 67  03 1 964 Nov 27 39 27 39 27 39 27 44 1 279 Cotton (ICE US) 50,000 lbs , cents perib  July 74 47 74 83 73 40 73 50 45 003 Dec 71 82 72 00 70 86 70 95 155,910 Orange Juice (ICE US) 15,000 lbs , cents per lb  July 141 05 141 50 139 00 140 25  80 6,044 Sept 138 45 139 55 137 40 138 05  1 40 Interest Rate Futures Treasury Bonds (CBT) $100,000  pts 32nds of 100  June 155 130 157 130 155 120 156 290 1 19 0 3 304 Sept 153 310156 050 153 290 155 200 1 19 0 730 435 Treasury Notes (CBT) $100,000  pts 32nds of 100  June 126 180127 175 126 180 127 035 48,739 Sept 126 110 127 080 125 105 126 295 175 1 131 656 5 Yr  Treasury Notes (CBT) $100,000  pts 32nds of 100  June 118 225 119 057 118 212 118 292 7 5 49,887 Sept 118 065 118 247 118 060 118 150 8 0 1 123,645 2 Yr  Treasury Notes (CBT) $200,000  pts 32nds of 100  June 108 085 108 130 108 085 108 095 11 027 Sept 108 030 108 092 108 030 108 052 1 7 1 174 311 30 Day Federal Funds (CBT) $5,000,000  100 daily avg  Metal   Petroleum Futures Contract Open Open High hilo Low Settle Chg Interest Copper High (CMX) 25,000 lbs   $ per lb  June 25800 2 5800 2 5625 2 5705  0 0225 1,053 July 2 5990 2 6050 2 5605 2 5735  0 0230 83,015 Gold (CMX) 100 troy oz  $ per troy oz  June 1269 40 1278 00 1256 80 1272 80 7 00 1,551 Aug 1268 40 1284 20 1259 00 1275 90 7 30 345 745 Oct 127230 1287 20 1263 00 1279 50 7 30 10,913 Dec 1275 50 1290 00 1266 20 1282 90 7 30 80 269 Feb 18 1279 30 1291 00 1272 70 1286 30 7 30 10,331 Dec 1295 00 1303 20 1295 00 1303 10 7 00 5,920 Palladium (NYM) 50 troy oz   $ per troy oz  June 862 80 869 50 862 80 863 30  2 95 82 July 865 60 871 55 852 35 857 60  3 75 45 Aug 858 50 863 50 858 50 856 15  3 75 2 Sept 858 90 871 25 847 55 853 80  3 75 34,111 Dec 843 90 857 10 837 00 843 50  0 45 1 729 March 18 839 30 843 00 A 835 00 832 15  0 45 June 339 00 839 00 A 839 00 828 15  0 45 16 Platinum (NYM) 50 troy oz   S per troy oz  June 925 40 926,80 925 40 950 70 27 70 48 July 925 00 955,50 923 30 951 90 27 70 52 791 Silver (CMX) 5,000 troy oz   $ per troy oz  June 16 840 17,180 16 840 17 107 0 369 28 July 16 820 17 365 16 790 17 136 0 369 100,533 Crude Oil, Light Sweet (NYM) 1,000 bbls   $ per bbl  July 45 94 46 49 44 55 44,73  1 73 209,102 Aug 46 13 46 68 44 74 44 93    1 74 442,660 Sept 46 28 46 85 44 99 45 14 274 042 10 09 4,087 122 16 0 wy 442,660 274,042 311,431 121,798 150,760 81 641 84,147 97 511 85,745 Aug 46 13 46 68 44 74 44 93  1 74 Sept 46 38 46 85 44 96 45 14  1 75 Dec 46 90 47 37 45 59 45 82  1 63 June 18 47 74 47 95 46 49 46 74  136 Dec 48 00 48 24 46 90 47 21  1 10 NY Harbor ULSD (NYM) 42,000 gal  $ per gal  July 14412 1 4550 1 4062 1 4102   0375 Aug 1 4500 1 4618 1 4139 1 4180   0368 Gasoline NY RBOB (NYM) 42,000 gal  $ per gal  July 1 4856 1 4959 1 4292 1 4327  0668 Aug 1 4811 1 4953 14281 1 4315  0625 Natural Gas (NYM) 10,000 MMBtu   $ per MMBtu  July 2 962 2 989 2 916 2 933 033 Aug 2 990 3 007 2 936 2 953   036 Sept 2 970 2 989 2 922 2 937  035 Oct 2 997 3 013 2 949 2 962  ,038 Jan'18 3 301 3 303 3 249 3 263  033 April 2 881 2887 2854 2 856  026 Agriculture Futures Com (CBT) 5,000 bu   cents per bu  July 381 00 385 00 376 75 377 00  4 00 Sept 388 50 392 75 384 25 385 00  3 50 Oats (CBT) 5 000 bu   cents per bu  July 254 00 256 25 25250 255 50 2 25 Dec 241 75 243,75 A 241 50 242 75 200 Soybeans (CBT) 5,000 bu  cents per bu  932 00 939 00 931 00 931 75  75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons  $ per ton  July 301 20 304 20 301 20 301 80 30 Dec 307 00 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs   cents per lb  186,368 208,648 180 592 185,021 109 540 85,557 30 Day Federal Funds (CBT) $5,000,000  100 daily avg  June 98 968 98 975 798960 98 963  005 78,380 July 98 860 98 875 98 850 98 855   006 457,474 10 Yr  Del  Int  Rate Swaps (CBT) $100,000  pts 32nds of 100  June 93 391 94 500 A 93 391 94 141 578 12,681 Sept 102 531 103 313 A 102 203 102 984 625 16 446 1 Month Libor (CME) $3,000,000, pts of 100  June 98 7900 98 8000 98 7900 98 7900  0075 9,528 July 98 7900 98 7900 98 7900 98 7875  0050 3,147 Eurodollar (CME) $1,000,000  pts of 100  June 98 7275 98 7500 98 7250 98 7275   0025 1,493,523 Sept 98 6400 98 7000 98 6400 98 6700  0250 1 407,477 Dec 98 5600 98 6300 98 5550 98 5900 0300 1,724,980 Dec 18 98 2300 98,3500 A 98 2250 98 2900 0550 1,397,044 Currency Futures Japanese Yen (CME)  12,500,000 $ per 100  June 9086 9192 9064 9129   0033 145,801 Sept 9124 9228 9102 9166  0033 63,409 Canadian Dollar (CME) CAD 100,000  $ per CAD June  7554  7597 7536  7549 0011 143,138 Sept 7566 7609 7548 7561 0011 56 254 British Pound (CME) 62,500  $ per June 1 2754 1 2821 1 2724 1 2748  0008 177,546 Sept 1 2787 1 2856 1 2761 1 2784  0008 89,873 Swiss Franc (CME) CHF 125,000  $ per CHF June 1 0326 1 0376 10274 1 0292   0038 38 989 Sept 10387 1 0437 1 0336 1 0353   0038 16 045 Australian Dollar (CME) AUD 100,000  $ per AUD June 7534 7636 A  7532  7591 0052 105,593 July 7531 17631 7530  7587 0051 507 Aug 7530 7628 7527 7585 0052 316 Sept 7525 7625 7523  7581 0052 28,292 Dec 7520  7620  7518  7572 0050 224 452,077 409,284 4,211 1,890 July 248,150 284,651 309 20 129,154 135,043 180 592 185,021 109,540 85,557 145,801 63,409 143,138 56,254 452 077 409,284 4,211 1 890 177,546 89,873 248,150 284,651 38,989 16 045 Sept 2 970 2 989 2922 2 937  035 Oct 2 997 3013 2 949 2 962  038 Jan 18 3 301 3 303 3 249 3 263  033 Apri 2881 2887 2 854 2 856  026 Agriculture Futures Com (CBT) 5,000 bu   cents per bu  July 381 00 385 00 37675 377 00  4 00 Sept 388 50 392 75 384 25 385 00  3 50 Oats (CBT) 5,000 bu , cents per bu  July 254 00 256 25 252 50 255 50 2 25 Dec 241 75 243 75 A 241 50 242 75 2 00 Soybeans (CBT) 5,000 bu , cents per bu  July 932 00 939 00 931 00 931 75   75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons  $ per ton  July 301 20 304 20 301 20 301 80 30 Dec 307 00 309 20 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs , cents per lb  July 32 09 32 28 31 95 32 09 32 50 32 71 32 40 32 56  03 Rough Rice (CBT) 2,000 cwt , 5 per cwt  July 1124 50 1126 00 1086 00 1103 00   22 50 1153 00 1153 00 1108 00 1130 50  23 00 Wheat (CBT) 5,000 bu   cents per bu  July 445 00 452 25 441 75 443 00  2 00 Sept 459 00 466 50 456 00 457 25  2 00 Wheat (KC) 5,000 bu, cents per bu  July 457 25 458 00 455 00 457 50 50 Segt 474 00 484 75 472 25 475 00 75 Wheat (MPLS) 5,000 bu   cents per bu  July 627 00 645 75 A 623 25 627 50 50 Sept 63425 630 50 634 50 129,154 135,043 Currency Futures Japanese Yen (CME)  12,500,000  $ per 100 June 9086 9192 9064  9129  0033 Sept 9124 9228 9102 9166  0033 Canadian Dollar (CME) CAD 100,000  $ per CAD June  7554 17597 7536  7549 0011 Sept  7566  7609 7548  7561  0011 British Pound (CME) 62,500  $ per June 1 2754 1 2821 1 2724 1 2748   0008 Sept 1 2787 1 2856 1 2761 1 2784  0008 Swiss Franc (CME) CHF 125,000  $ per CHF June 1 0326 1 0376 10274 1 0292  0038 Sept 1 0387 1 0437 1 0336 1 0353   0038 Australian Dollar (CME) AUD 100,000  $ per AUD June 7534 7636 A 7532  7591 0052 July 7531  7631  7530  7587 0051 Aug 7530  7628  7527  7585  0052 Sept 7525  7625  7523  7581 0052 Dec 7520  7620 7518  7572  0050 Mexican Peso (CME) MXN 500,000  $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000  $ per C June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures Mini DJ Industrial Average (CBT) $5 x index June 21322 21388 21289 21371 Sept 21282 21346 A 21246 21327 47 S P 500 Index (CME) $250 x index Juno 2443 00 2443 00 2429 00 2437 20 2 80 Sept 243710 2442 10 2427 00 2435 30  2 70 105,593 507 316 28 292 224 Dec 126,008 141,285 106,536 Seot 5 163 3,819 326,182 143,565 154,696 144,177 108 082 78,968 40 827 102 619 24 255 26 710 72,284 33 603 09 LOWO 141 285 106,536 5,163 3,819 Mexican Peso (CME) MXN 500,000  $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000  $ per June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures 326,182 143,565 154,696 144,177 108,082 78,968 June 49 40827 102 619 24 255 26,710  280  2 70 72 284 33,603 Joy 32 34 0 31 70 34 0 Dec 32 50 32 71 32 40 32 56  00 Rough Rice (CBT) 2,000 cut  $ per cwt  July 1124 50 1126 00 1066 00 1103 00   22 50 Sept 115300 1153 00 1108 00 1130 50  23 00 Wheat (CBT) 5,000 bu, cents per bu  July 445 00 45225 441 75 443 00  2 00 Sept 459 00 466 50 456 00 457 25 Wheat (KC) 5,000 bu   cents per bu  July 457 25 468 00 455 00 457 50  50 Sept 47400 484 75 47225 475 00  75 Wheat (MPLS) 5,000 bu  cents per bu  July 627 00 64575 A 623 25 627 50  50 Sept 634 25 651 50 Q630 50 634 50 Cattle Feeder (CME) 50,000 lbs   cents per lb  Aug 149 100149 400 145 550 146 125  3 825 Sept 148 800 149 000 145 200 145 700  4,000 Cattle Live (CME) 40,000 lbs   cents per lb  June 126 875 127 000 124 500 124 500  3 000 Aug 120 300 120 425 117 875 117 875  3 000 Hogs Lean (CME) 40,000 lbs , cents per lb  June 32 775 83 050 A 82 700 83 000 225 Aug 80 850 81 000 79 700 30 400  175 Lumber (CME) 110,000 bd ft , S per 1,000 bd ft  July 368 90 370 00 365 60 368 00  90 Sept 354 50 359 80 354 80 357 60  90 Milk (CME) 200,000 lbs   cents per lb  June 16 34 16 36 16 30 16 31 16 70 16 70 16 50 16 61  06 Cocoa (ICE US) 10 metric tons  $ per ton  July 2017 2003 2 001 2,040 18 Sept 2040 2 077 2,033 2 075 19 32,577 9,854  2 75 1,023 610  2 75 2 433,721 12,798 190,817 Mini DJ Industrial Average (CBT) $5 x index 21322 21388 21289 21371 Sept 21282 21345 A 21246 21327 S P 500 Index (CME) $250 x index June 2443 00 2443 00 2429 00 2437 20 Sept 2437 10 2442 10 2427 00 2435 30 Mini S P 500 (CME) $50 x index June 2440 25 2440 50 2427 75 2437 25 Sept 2438 25 2443 25 2425 25 2435 25 Mini S P Midcap 400 (CME) $100 x index June 1768 60 1773 60 1754 40 1761 50 Sept 1770 30 1774 10 1754 30 1762 10 Mini Nasdaq 100 (CME) $20 x index June 57523 57800 5680 0 5725 3 Sepe 57623 5789 0 5687 0 5732 8 Mini Russell 2000 (ICE US) $100 x index June 1428 30 1430 00 1410 00 1416 30 Sept 1427 20 1429 70 1409 80 1416 30 Mini Russell 1000 (ICE US) $100 x index June 1353 70 1353 70 1345 80 1351 30 Sept 1352 70 1352 70 1345 10 1350 60 U S  Dollar Index (ICE US) $1,000 x index 97 01 97 11 96 31 96 31 Sept 96 73 96 81 96 02 96,59 8 10  8 00 16,422 81 233 11 366 86 145  26,0  265 159 624 287,790 2342 1 200  11 10  10 90 164 216 493 530 5,097 4,344  1 60  1 00 2 724 7,715 15,136 120 024  02 09 63506 20,603 a  Refer to Figure 17 1 and locate the E Mini contract on the Standard   Poor's 500 Index  If the margin requirement is 30  of the futures price times the multiplier of $50, how much must you deposit with your broker to trade the June contract  (Input the amount as positive value  Round your answer to 2 decimal places ) Required margin b  If the June futures price were to increase to 2,470, what percentage return would you earn on your net investment if you entered the long side of the contract at the price shown in the figure  (Do not round intermediate calculations  Round your answer to 2 decimal places ) Percentage return   c  If the June futures price falls by 1 5 , what is the percentage gain or loss on your net investment  (Input the amount as positive value  Do not round intermediate calculations ) of   Futures Contracts  04  87 Contract Open Open High Milo Low Settle Chg Interest Coffee (ICE US) 37,500 lbs   cents per lb  July 126 50 127 90 125 30 125 55  85 44 764 Sept 128 25 130 00 y 127 55 127 75  90 97,731 Sugar World (ICE US) 112,000 lbs , cents perlb  July 13 74 1381 V 13 36 13 62   17 212,475 Oct 13 97 13 99 13 61 13 85  17 349,542 Sugar Domestic (ICE US) 112,000 lbs   cents per lb  Sept 27 76 27 76 27 75 27 67  03 1 964 Nov 27 39 27 39 27 39 27 44 1 279 Cotton (ICE US) 50,000 lbs , cents perib  July 74 47 74 83 73 40 73 50 45 003 Dec 71 82 72 00 70 86 70 95 155,910 Orange Juice (ICE US) 15,000 lbs , cents per lb  July 141 05 141 50 139 00 140 25  80 6,044 Sept 138 45 139 55 137 40 138 05  1 40 Interest Rate Futures Treasury Bonds (CBT) $100,000  pts 32nds of 100  June 155 130 157 130 155 120 156 290 1 19 0 3 304 Sept 153 310156 050 153 290 155 200 1 19 0 730 435 Treasury Notes (CBT) $100,000  pts 32nds of 100  June 126 180127 175 126 180 127 035 48,739 Sept 126 110 127 080 125 105 126 295 175 1 131 656 5 Yr  Treasury Notes (CBT) $100,000  pts 32nds of 100  June 118 225 119 057 118 212 118 292 7 5 49,887 Sept 118 065 118 247 118 060 118 150 8 0 1 123,645 2 Yr  Treasury Notes (CBT) $200,000  pts 32nds of 100  June 108 085 108 130 108 085 108 095 11 027 Sept 108 030 108 092 108 030 108 052 1 7 1 174 311 30 Day Federal Funds (CBT) $5,000,000  100 daily avg  Metal   Petroleum Futures Contract Open Open High hilo Low Settle Chg Interest Copper High (CMX) 25,000 lbs   $ per lb  June 25800 2 5800 2 5625 2 5705  0 0225 1,053 July 2 5990 2 6050 2 5605 2 5735  0 0230 83,015 Gold (CMX) 100 troy oz  $ per troy oz  June 1269 40 1278 00 1256 80 1272 80 7 00 1,551 Aug 1268 40 1284 20 1259 00 1275 90 7 30 345 745 Oct 127230 1287 20 1263 00 1279 50 7 30 10,913 Dec 1275 50 1290 00 1266 20 1282 90 7 30 80 269 Feb 18 1279 30 1291 00 1272 70 1286 30 7 30 10,331 Dec 1295 00 1303 20 1295 00 1303 10 7 00 5,920 Palladium (NYM) 50 troy oz   $ per troy oz  June 862 80 869 50 862 80 863 30  2 95 82 July 865 60 871 55 852 35 857 60  3 75 45 Aug 858 50 863 50 858 50 856 15  3 75 2 Sept 858 90 871 25 847 55 853 80  3 75 34,111 Dec 843 90 857 10 837 00 843 50  0 45 1 729 March 18 839 30 843 00 A 835 00 832 15  0 45 June 339 00 839 00 A 839 00 828 15  0 45 16 Platinum (NYM) 50 troy oz   S per troy oz  June 925 40 926,80 925 40 950 70 27 70 48 July 925 00 955,50 923 30 951 90 27 70 52 791 Silver (CMX) 5,000 troy oz   $ per troy oz  June 16 840 17,180 16 840 17 107 0 369 28 July 16 820 17 365 16 790 17 136 0 369 100,533 Crude Oil, Light Sweet (NYM) 1,000 bbls   $ per bbl  July 45 94 46 49 44 55 44,73  1 73 209,102 Aug 46 13 46 68 44 74 44 93    1 74 442,660 Sept 46 28 46 85 44 99 45 14 274 042 10 09 4,087 122 16 0 wy 442,660 274,042 311,431 121,798 150,760 81 641 84,147 97 511 85,745 Aug 46 13 46 68 44 74 44 93  1 74 Sept 46 38 46 85 44 96 45 14  1 75 Dec 46 90 47 37 45 59 45 82  1 63 June 18 47 74 47 95 46 49 46 74  136 Dec 48 00 48 24 46 90 47 21  1 10 NY Harbor ULSD (NYM) 42,000 gal  $ per gal  July 14412 1 4550 1 4062 1 4102   0375 Aug 1 4500 1 4618 1 4139 1 4180   0368 Gasoline NY RBOB (NYM) 42,000 gal  $ per gal  July 1 4856 1 4959 1 4292 1 4327  0668 Aug 1 4811 1 4953 14281 1 4315  0625 Natural Gas (NYM) 10,000 MMBtu   $ per MMBtu  July 2 962 2 989 2 916 2 933 033 Aug 2 990 3 007 2 936 2 953   036 Sept 2 970 2 989 2 922 2 937  035 Oct 2 997 3 013 2 949 2 962  ,038 Jan'18 3 301 3 303 3 249 3 263  033 April 2 881 2887 2854 2 856  026 Agriculture Futures Com (CBT) 5,000 bu   cents per bu  July 381 00 385 00 376 75 377 00  4 00 Sept 388 50 392 75 384 25 385 00  3 50 Oats (CBT) 5 000 bu   cents per bu  July 254 00 256 25 25250 255 50 2 25 Dec 241 75 243,75 A 241 50 242 75 200 Soybeans (CBT) 5,000 bu  cents per bu  932 00 939 00 931 00 931 75  75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons  $ per ton  July 301 20 304 20 301 20 301 80 30 Dec 307 00 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs   cents per lb  186,368 208,648 180 592 185,021 109 540 85,557 30 Day Federal Funds (CBT) $5,000,000  100 daily avg  June 98 968 98 975 798960 98 963  005 78,380 July 98 860 98 875 98 850 98 855   006 457,474 10 Yr  Del  Int  Rate Swaps (CBT) $100,000  pts 32nds of 100  June 93 391 94 500 A 93 391 94 141 578 12,681 Sept 102 531 103 313 A 102 203 102 984 625 16 446 1 Month Libor (CME) $3,000,000, pts of 100  June 98 7900 98 8000 98 7900 98 7900  0075 9,528 July 98 7900 98 7900 98 7900 98 7875  0050 3,147 Eurodollar (CME) $1,000,000  pts of 100  June 98 7275 98 7500 98 7250 98 7275   0025 1,493,523 Sept 98 6400 98 7000 98 6400 98 6700  0250 1 407,477 Dec 98 5600 98 6300 98 5550 98 5900 0300 1,724,980 Dec 18 98 2300 98,3500 A 98 2250 98 2900 0550 1,397,044 Currency Futures Japanese Yen (CME)  12,500,000 $ per 100  June 9086 9192 9064 9129   0033 145,801 Sept 9124 9228 9102 9166  0033 63,409 Canadian Dollar (CME) CAD 100,000  $ per CAD June  7554  7597 7536  7549 0011 143,138 Sept 7566 7609 7548 7561 0011 56 254 British Pound (CME) 62,500  $ per June 1 2754 1 2821 1 2724 1 2748  0008 177,546 Sept 1 2787 1 2856 1 2761 1 2784  0008 89,873 Swiss Franc (CME) CHF 125,000  $ per CHF June 1 0326 1 0376 10274 1 0292   0038 38 989 Sept 10387 1 0437 1 0336 1 0353   0038 16 045 Australian Dollar (CME) AUD 100,000  $ per AUD June 7534 7636 A  7532  7591 0052 105,593 July 7531 17631 7530  7587 0051 507 Aug 7530 7628 7527 7585 0052 316 Sept 7525 7625 7523  7581 0052 28,292 Dec 7520  7620  7518  7572 0050 224 452,077 409,284 4,211 1,890 July 248,150 284,651 309 20 129,154 135,043 180 592 185,021 109,540 85,557 145,801 63,409 143,138 56,254 452 077 409,284 4,211 1 890 177,546 89,873 248,150 284,651 38,989 16 045 Sept 2 970 2 989 2922 2 937  035 Oct 2 997 3013 2 949 2 962  038 Jan 18 3 301 3 303 3 249 3 263  033 Apri 2881 2887 2 854 2 856  026 Agriculture Futures Com (CBT) 5,000 bu   cents per bu  July 381 00 385 00 37675 377 00  4 00 Sept 388 50 392 75 384 25 385 00  3 50 Oats (CBT) 5,000 bu , cents per bu  July 254 00 256 25 252 50 255 50 2 25 Dec 241 75 243 75 A 241 50 242 75 2 00 Soybeans (CBT) 5,000 bu , cents per bu  July 932 00 939 00 931 00 931 75   75 Nov 938 25 945 25 937 50 939 00 Soybean Meal (CBT) 100 tons  $ per ton  July 301 20 304 20 301 20 301 80 30 Dec 307 00 309 20 306 70 307 70 80 Soybean Oil (CBT) 60,000 lbs , cents per lb  July 32 09 32 28 31 95 32 09 32 50 32 71 32 40 32 56  03 Rough Rice (CBT) 2,000 cwt , 5 per cwt  July 1124 50 1126 00 1086 00 1103 00   22 50 1153 00 1153 00 1108 00 1130 50  23 00 Wheat (CBT) 5,000 bu   cents per bu  July 445 00 452 25 441 75 443 00  2 00 Sept 459 00 466 50 456 00 457 25  2 00 Wheat (KC) 5,000 bu, cents per bu  July 457 25 458 00 455 00 457 50 50 Segt 474 00 484 75 472 25 475 00 75 Wheat (MPLS) 5,000 bu   cents per bu  July 627 00 645 75 A 623 25 627 50 50 Sept 63425 630 50 634 50 129,154 135,043 Currency Futures Japanese Yen (CME)  12,500,000  $ per 100 June 9086 9192 9064  9129  0033 Sept 9124 9228 9102 9166  0033 Canadian Dollar (CME) CAD 100,000  $ per CAD June  7554 17597 7536  7549 0011 Sept  7566  7609 7548  7561  0011 British Pound (CME) 62,500  $ per June 1 2754 1 2821 1 2724 1 2748   0008 Sept 1 2787 1 2856 1 2761 1 2784  0008 Swiss Franc (CME) CHF 125,000  $ per CHF June 1 0326 1 0376 10274 1 0292  0038 Sept 1 0387 1 0437 1 0336 1 0353   0038 Australian Dollar (CME) AUD 100,000  $ per AUD June 7534 7636 A 7532  7591 0052 July 7531  7631  7530  7587 0051 Aug 7530  7628  7527  7585  0052 Sept 7525  7625  7523  7581 0052 Dec 7520  7620 7518  7572  0050 Mexican Peso (CME) MXN 500,000  $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000  $ per C June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures Mini DJ Industrial Average (CBT) $5 x index June 21322 21388 21289 21371 Sept 21282 21346 A 21246 21327 47 S P 500 Index (CME) $250 x index Juno 2443 00 2443 00 2429 00 2437 20 2 80 Sept 243710 2442 10 2427 00 2435 30  2 70 105,593 507 316 28 292 224 Dec 126,008 141,285 106,536 Seot 5 163 3,819 326,182 143,565 154,696 144,177 108 082 78,968 40 827 102 619 24 255 26 710 72,284 33 603 09 LOWO 141 285 106,536 5,163 3,819 Mexican Peso (CME) MXN 500,000  $ per MXN June 0 5536 0 5582 0 5531 0 5560 00027 Euro (CME) 125,000  $ per June 1 1212 1 1299 1 1196 1 1219 0003 Sept 1 1267 1 1354 1 1251 1 1274 0004 Index Futures 326,182 143,565 154,696 144,177 108,082 78,968 June 49 40827 102 619 24 255 26,710  280  2 70 72 284 33,603 Joy 32 34 0 31 70 34 0 Dec 32 50 32 71 32 40 32 56  00 Rough Rice (CBT) 2,000 cut  $ per cwt  July 1124 50 1126 00 1066 00 1103 00   22 50 Sept 115300 1153 00 1108 00 1130 50  23 00 Wheat (CBT) 5,000 bu, cents per bu  July 445 00 45225 441 75 443 00  2 00 Sept 459 00 466 50 456 00 457 25 Wheat (KC) 5,000 bu   cents per bu  July 457 25 468 00 455 00 457 50  50 Sept 47400 484 75 47225 475 00  75 Wheat (MPLS) 5,000 bu  cents per bu  July 627 00 64575 A 623 25 627 50  50 Sept 634 25 651 50 Q630 50 634 50 Cattle Feeder (CME) 50,000 lbs   cents per lb  Aug 149 100149 400 145 550 146 125  3 825 Sept 148 800 149 000 145 200 145 700  4,000 Cattle Live (CME) 40,000 lbs   cents per lb  June 126 875 127 000 124 500 124 500  3 000 Aug 120 300 120 425 117 875 117 875  3 000 Hogs Lean (CME) 40,000 lbs , cents per lb  June 32 775 83 050 A 82 700 83 000 225 Aug 80 850 81 000 79 700 30 400  175 Lumber (CME) 110,000 bd ft , S per 1,000 bd ft  July 368 90 370 00 365 60 368 00  90 Sept 354 50 359 80 354 80 357 60  90 Milk (CME) 200,000 lbs   cents per lb  June 16 34 16 36 16 30 16 31 16 70 16 70 16 50 16 61  06 Cocoa (ICE US) 10 metric tons  $ per ton  July 2017 2003 2 001 2,040 18 Sept 2040 2 077 2,033 2 075 19 32,577 9,854  2 75 1,023 610  2 75 2 433,721 12,798 190,817 Mini DJ Industrial Average (CBT) $5 x index 21322 21388 21289 21371 Sept 21282 21345 A 21246 21327 S P 500 Index (CME) $250 x index June 2443 00 2443 00 2429 00 2437 20 Sept 2437 10 2442 10 2427 00 2435 30 Mini S P 500 (CME) $50 x index June 2440 25 2440 50 2427 75 2437 25 Sept 2438 25 2443 25 2425 25 2435 25 Mini S P Midcap 400 (CME) $100 x index June 1768 60 1773 60 1754 40 1761 50 Sept 1770 30 1774 10 1754 30 1762 10 Mini Nasdaq 100 (CME) $20 x index June 57523 57800 5680 0 5725 3 Sepe 57623 5789 0 5687 0 5732 8 Mini Russell 2000 (ICE US) $100 x index June 1428 30 1430 00 1410 00 1416 30 Sept 1427 20 1429 70 1409 80 1416 30 Mini Russell 1000 (ICE US) $100 x index June 1353 70 1353 70 1345 80 1351 30 Sept 1352 70 1352 70 1345 10 1350 60 U S  Dollar Index (ICE US) $1,000 x index 97 01 97 11 96 31 96 31 Sept 96 73 96 81 96 02 96,59 8 10  8 00 16,422 81 233 11 366 86 145  26,0  265 159 624 287,790 2342 1 200  11 10  10 90 164 216 493 530 5,097 4,344  1 60  1 00 2 724 7,715 15,136 120 024  02 09 63506 20,603

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a. Refer to Figure 17.1 and locate the E-Mini contract on the Standard & Poor's 500 Index. If the margin requirement is 30% of the

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