a. What was the settlement price on the June 2021 Eurodollar futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.g., 32.16))
b. How many Treasury bonds futures contracts traded on August 3, 2016?
c. What is the face value on a European Euro currency futures contract on August 3, 2016? d. What was the settlement price on the December 2016 DJIA futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.g., 32.16))
Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/11, Lifetime High and Low values represent Year-to-date High and Low until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade; CME: Chicago Mercantile Exchange; CMX; Comex; DME: Dubai Mercantile Exchange; ENXT: Euronext_liffe; EUREX: EUREX; ICE-EU; ICE Futures Europe; ICE-US: ICE Futures U.S.; KC: Kansas City Board of Trade; ME: Montreal Exchange; MPLS: Minneapolis Grain Exchange; NYM: New York Mercantile Exchange, or Nymex; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)- $100,000; pts 32 nds of 100% Eat val 395,934; wal 570,038; spen int, 563,228 Treasury Notes (CBT) $100,000; pts 32 nds of 100% Eat vol 1,977,784; vol 2,791,794; open ift, 2,769,492 5 Yr. Treasury Notes (CBT) - $100,000; pts 32 nds of 100% Est vol 813,686; vol 1,141,306; open int, 2,755,966 2 Yr. Treasury Notes (CBT) $200,000; pts 32 nds of 100% Est vol 317,124; vol 410,632; cpen int, 1,093,965 Eurodollar (CME)- $1,000,000; pts of 100% Est vol 116,941; vol 131,019; open int, 378, 500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)- $5 index Mini DJ Industrial Average (CBT) $5 index S \& P 500 Index (CME)- $250 index Est vol 1,781; vol 3,915; open int, 95,301 Mini S \& P 500 (CME)- $50 index Est vol 1,362,407; wel 1,964,515; open int, 2,543,229 Mini Nasdaq 100 (CME)-\$20 index Est vol 168,412; vol 260,958; apen int, 284,511 Mini Russell 2000 (ICE-US) $100 index Est vol 67,048; vol 84,267; open int, 328,302 Nikkei Stock Average (CME)- $5 index Est vol 13,124; vol 14,927; open int, 36,017 Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/11, Lifetime High and Low values represent Year-to-date High and Low until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade; CME: Chicago Mercantile Exchange; CMX; Comex; DME: Dubai Mercantile Exchange; ENXT: Euronext_liffe; EUREX: EUREX; ICE-EU; ICE Futures Europe; ICE-US: ICE Futures U.S.; KC: Kansas City Board of Trade; ME: Montreal Exchange; MPLS: Minneapolis Grain Exchange; NYM: New York Mercantile Exchange, or Nymex; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)- $100,000; pts 32 nds of 100% Eat val 395,934; wal 570,038; spen int, 563,228 Treasury Notes (CBT) $100,000; pts 32 nds of 100% Eat vol 1,977,784; vol 2,791,794; open ift, 2,769,492 5 Yr. Treasury Notes (CBT) - $100,000; pts 32 nds of 100% Est vol 813,686; vol 1,141,306; open int, 2,755,966 2 Yr. Treasury Notes (CBT) $200,000; pts 32 nds of 100% Est vol 317,124; vol 410,632; cpen int, 1,093,965 Eurodollar (CME)- $1,000,000; pts of 100% Est vol 116,941; vol 131,019; open int, 378, 500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)- $5 index Mini DJ Industrial Average (CBT) $5 index S \& P 500 Index (CME)- $250 index Est vol 1,781; vol 3,915; open int, 95,301 Mini S \& P 500 (CME)- $50 index Est vol 1,362,407; wel 1,964,515; open int, 2,543,229 Mini Nasdaq 100 (CME)-\$20 index Est vol 168,412; vol 260,958; apen int, 284,511 Mini Russell 2000 (ICE-US) $100 index Est vol 67,048; vol 84,267; open int, 328,302 Nikkei Stock Average (CME)- $5 index Est vol 13,124; vol 14,927; open int, 36,017
