a. Refer to Figure 17.1 and locate the E-Mini contract on the Standard & Poor's 500 Index. If the margin requirement is 15% 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 2,464, what percentage return would you earn on your net investment if you entered the long side of the contract at the price chown in the figure? (Do not round Percentage return c. If the June futures price falls by 1.2%, what is the percentage gain or loss on your net investment? (Input the amount as positive value. Do not round intermediate calculations.) es of % Futures Contracts Coffee CEUS) 1.500 espert Metal & Petroleum Futures Cappor High CMX 25.000 Super WRCEUS)-12.000 per THE Sugar Dome CE-US-92,000. perla 25 21 21. Cotton -US-50.000 per Gold CMOS: Sperry 12 IN 12 Orange CE-US-1.000 Palladium (NYM Opetry - UN -04 Interest Rate Futures Treasury Bonds CUT) 500,000 pans of soos 3.10 Tre mury Notes (CBT)-500,000s of 1. 59. Try Notes (CBT) 500.000 de of 3215 yor 704 NYM) Stry. CMO 5.000 Oude Oil Light SwNYM000.: 2. Treasury Notes (CBT)-1200.000s of UN Day Federal Funds 5.000.000,00 M 10. Delint. Rate Sep (CET) 100.000 de of 2 NY Harbor LSDM-60.000 a 5 peal CMI 100 of - Gaun-NYROONYM) 42.000 pergal 1.43 NTM 10.000 MM SES Burol CME).000.000 ps of LENT 124 Currency Futures Japanese Yen (CME-V2.500.000 per 100 Canadian Dollar (CHE) CAD 100.0 Agriculture Futures Com (CBT) 5,000 mar Outs (CT) 5.000.com Sper CAD B Pound CM52.500 per 10 Swiss Frane 0405.000 SIN Soybean ICBT) 5.000 Shane GT) 10 Australian Dollar CME) AUD 100,000:1 Soy CT-60.000 e.. Men PCME) MONS0.000 CBT) 2.000 wt: per T-5.000 ECME)U5.000 per LINE Index Futures HT nale Cine W.000 - SEP 500 MP 500C 50 de um Futures Contracts - 17 Aug Dec Metal & Petroleum Futures Contract Open Open High hilo Low Settle Cho Interest Copper-High (CMX)-25,000 lbs.: S per lb. June 2.5800 2.5800 2.5625 2.5705 -0.0225 1.053 July 25990 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 1268.40 1284.20 1259.00 1275.90 7.30 345,745 Oct 1272.30 128720 1263.00 1279.50 7.30 10.913 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 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 -0.45 122 June 839.00 839.00 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 48 925.00 955 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 44.74 -1.74 442,660 Sept 4638 46.85 44.96 45.14 -1.75 274,042 Dec 46.90 47.37 45.82 -1.63 311,431 47.74 47.95 46.49 46.74 -1.36 121,798 Dec 47.21 -1.10 150.760 NY Harbor ULSD (NYM) 42,000 gal; $ per gal. July 1.4412 14550 1.4062 1.4102 -0375 81,641 Aug 1.4500 1.4618 14139 1.4180 -0368 84,147 Gasoline NY RBOB (NYM) 42,000 gal; $ per gal. July 1.4856 1.4959 1.4292 1.4327 -0668 97,511 Aug 1.4811 14953 1A281 1.4315 -0625 85,745 Natural Gas (NYM)-10,000 MMBtu.; $ per MMBtu. July 2.962 2.989 2.916 2.933 -033 186,368 Aug 2.990 3.007 2.936 2.953 -036 208,640 Sept 2.970 2.989 2.922 2.937 -035 180.592 Oct 2997 3.013 2.949 2.962 -038 185,021 3.301 3.303 3249 3.263 -033 109.540 April 2.881 2.887 2854 2.856 026 85.557 Contract Open Open High hilo 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 128.25 130.00 127.55 127.75 -90 97,731 Sugar-World (ICE-US)-112,000 lbs., cents perlb. July 13.74 13.81 13.36 13.62 212.475 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 1.954 Nov 27.39 27.39 27.39 27.44 -04 1.279 Cotton (ICE-US)-50,000 lbs., cents per lb. July 74.47 74.83 73.40 73.50 -98 45,003 Dec 71.82 72.00 70.86 70.95 -.87 155.910 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 4,087 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 153-310 156-050 153-290 155-200 1-19.0 730,435 Treasury Notes (CBT)-$100,000; pts 32nds of 100% June 126-180127-175 126-180 127-035 16.0 48,739 Sept 126-110 127-080 125-105 126-295 17.5 1,131,656 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% June 118-225 119-057 118-217 118-292 7.5 49.887 Sept 118-065 118-247 110-060 118-150 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 1.2 11.027 Sept 108-030 103-092 108-030 108-052 1.7 1.174.311 30 Day Federal Funds (CBT)-$5,000,000; 100-daily avg. June 98.968 98.975 98.960 90.963 78.380 July 98.860 98.875 9.850 -005 457,474 10 Yr. Del. Int. Rate Swaps (CBT)-$100,000, pts 32nds of 100% June 93.391 94.500 90.391 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 3.147 Eurodollar (CME) $1,000,000; pts of 100% June 90.7275 98.7500 98.7250 98.7275 -0025 1.490,523 Sept 98.6400 98.7000 98.6-400 98.6700 0250 1.407.477 Dec 98.5600 98.6300 98.5550 98.5900 1724.90 Dec'10 90.2300 98.3500 A 90.2250 90.2900 0550 1,397,044 Currency Futures Japanese Yen (CME)- 12,500,000; $ per 100% 0300 19.01 63,409 143,138 56.254 452,077 409.284 177,546 89.873 4.211 1.890 38,989 16,045 248,150 284,651 JU 60 9192 104 YTY - 033 Sept 9124 9228 9102 9166 -0033 Canadian Dollar (CME) CAD 100,000: $ per CAD June .7554 7597 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 June 1.1212 1.1299 1.1196 1.1219 0003 Sept 1.1267 1.1354 1.1251 1.1274 0004 Index Futures 105,593 507 129,154 135,043 315 28,292 224 126,008 141.285 106,536 5,163 3,819 326,182 143,565 154,696 144,177 Agriculture Futures Com (CBT)-5,000 bu.: cents per bu. 385.00 aly 381.00 377.00 -4.00 376.75 388.50 392.75 384.25 385.00 -3.50 Dats (CBT)-5,000 bu; cents per bu. wy 254.00 256.25 252.50 255.50 2.25 241.75 243.75 A 241.50 242.75 2.00 Soybeans (CBT)-5,000 bu; cents per bu. July 932.00 999.00 931.00 931.75 -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 Dec 32.50 32.71 32.40 32.56 .03 Rough Rice (CBT)-2,000 cwt.; $ per cwt. July 1124 50 1126.00 1086.00 1103.00 -22.50 Sept 1153.00 1153.00 1108.00 1130.50 - 23.00 Wheat (CBT)-5,000 bu.; cents per bu. 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 457.25 468.00 455.00 457.50 .50 47400 484.75 472.25 475.00 .75 Wheat (MPLS)-5,000 bu.; cents per bu. July 627.00 645.75 A 62325 627.50 -50 Sept 634.25 651.50 A 630.50 634.50 Cattle-Feeder (CME)-50,000 lbs., cents per lb. Aug 149.100 149.400 145.550 146.125 - 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.A25 117 875 117.875 -3.000 Hogs-Lean (CME) 40,000 lbs., cents per lb. 82.775 83.050 A 82.700 83.000 225 Aug 80.850 81.000 79.700 80.400 Lumber (CME)-110,000 bd.ft., $ per 1,000 bd.ft. July 36890 370.00 365.60 368.00 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 July 16.70 16.70 16 50 16.61 -06 Cocoa (ICE-US)-10 metric tons: $ per ton. 2,017 2,043 2,001 2.040 18 Sept 2.048 2.077 2,033 2,075 19 108,082 78.968 24.255 26,710 32,577 9.864 12.798 190.817 Mini DJ Industrial Average (CBT) $5 x index June 21322 21388 21289 21371 49 40.827 Sept 21282 21346 A 21246 21327 47 102.619 S&P 500 Index (CME) $250 x index June 2443.00 2443.00 2429.00 2437.20 -2.80 72.284 Sept 2437.10 2442.10 2427.00 2435.30 -2.70 33,603 Mini S&P 500 (CME)-$50 x index June 2440 25 2440.50 2427.75 2437.25 -2.75 1,023,610 Sept 2438.25 2443.25 2425.25 2435.25 -2.75 2.433.721 Mini S&P Midcap 400 (CME)-$100 x index June 1768.60 1773.60 1754.40 1761.50 -8.10 16.422 Sept 1770.30 1774.10 1754.30 1762.10 -8.00 81,233 Mini Nasdaq 100 (CME) $20 x index June 5752.3 5780.0 5680.0 5725.3 -26.0 159.624 Sept 5762.3 5789.0 5687.0 5732.8 -26.5 287,790 Mini Russell 2000 (ICE-US) $100 x index June 128.30 1430.00 1410.00 1416.30 - 11.10 164.216 Sept 1427.20 1429.70 1409.30 1416.30 -10.90 493,530 Mini Russell 1000 (ICE-US)-$100 x index June 1353.70 1353.70 1345.80 1351.30 -1.60 2,724 Sept 1352.70 1352.70 1345.10 1350.60 -1.00 7,716 U.S. Dollar Index (ICE-US) $1,000 x index June 97.01 97.11 96.31 96.31 -02 63,508 Sept 96.73 96.81 95.02 96.59 -09 20,603 175 11.366 86,145 2.342 1,200 5,097 4,344 15,136 120,024