can you answer at least number two

Questions and Problems 1. Understanding Futures Quotations (L01, LO2, CFA2) Using Figure 141 answer the following questions: a. What was the settle price for March 2016 coffee futures on this date? What is the total doll value of this contract at the close of trading for the day? b. What was the settle price for December 2015 gasoline futures on this date? If you held 10 contracts, what is the total dollar value of your futures position e. Suppose you held an open position of 25 March 2016 Mini Dow Jones Industrial Average futures on this day. What is the change in the total dollar value of your position for this day" trading? If you held a long position, would this represent a profit or a loss to you? d. Suppose you are short 10 January 2016 soybean oil futures contracts. Would you have made a profit or a loss on this day? 2. Futures Profits and Losses (LO2, CFA2) You are long 20 November 2015 soybean futures contracts Calculate your dollar profit or loss from this trading day using Figure 14.1. 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 1401, 5. Open Interest (LO1, CFA2) Referring to Figure 14.1. what is the total open interest on the December 2015 Japanese yen contract? Does it represent long positions, short positions, or both? Based on the settle price on the contract, what is the dollar value of the open interest? 6. Spot-Futures Parity (LO3, CFA1) A non-dividend-paying stock is currently priced at $16.40. The risk-free rate is 3 percent and a futures contract on the stock matures in six months What price should the futures be? 7. Spot-Futures Parity (LO3, CFAI) A non-dividend paying stock has a futures contract with a price of $94.90 and a maturity of two months. If the risk-free rate is 4.5 percent, what is the price of the stock? 8. Spot-Futures Parity (LO3, CFA1) $42.60 and a futures price of $42.95. is the risk-free rate? A non-dividend-paying stock has a current share price of the maturity of the futures contract is four months, what Open Interest 24 38 80 755 82.220 90 355 9.475 0.40 -0.5 2,549.860 71,355 118-225 00 2.333.151 15.035 1.5392 2.535 Futures Contracts WSJ.com/commodities Metal & Petroleum Futures Contract Contract Open Open High hilo Low Settle Chg Open High hilo Low Settle Chg interest Copper-High (CMX) 25.000 lbs: $ per i Cotton (ICE-US)-50,000 lbs. cents per lb 6161 2,109 61.87 6207 Noy 2.2300 -0.0115 Dec 2.2305 61.90 22380 22395 90,935 Dec 61.71 62.29 22260 2.2350 22510 2.2300 -0.0120 March 16 62.12 62.08 Gold CMX)-100 troy oz. $ per tray 02 Orange Juice (ICE-US)-15,000 lbs., cents per to 1088 60 1087.90 NOW 0.30 1088 60 1088,60 211 140.80 138 40 Nov 140.80 139.25 1089.10 1094.90 1087 40 1088.10 Dec 040 247.319 Jan 16 145.00 A 137.85 137.85 139.40 205 Feb 16 1089.90 1095.50 1088 60 1089.10 102730 April 1091001095.60 1089 50 1089.90 0.40 28,444 June 1091 70 1096,60 109000 1090.60 Interest Rate Futures 0.40 18,947 Dec 1098.10 110000 1093 20 1093.60 0.50 14.070 Treasury Bonds (CBT)-$100,000, pts 32nds of 100% Palladium (NYM)-50 troy oz: $ per troy oz. Dec 152-160 152-180 151-120 152-030 -70 490,949 671.70 67170 671.70 596.75 -16.00 1 March'16 151-020 151-040 150-030 150-250 -70 4897 Dec 617.70 621 20 595 00 596.95 - 16.00 23,681 March 16 514 95 Treasury Notes (CBT) $100,000. pts 32nds of 100% 620.00 596 00 597.45-16.10 3.781 Dec 126-040 126-045 125-225 126-010 Platinum (NYM)-50 troy oz. $ per troy oz. March '16 125-145 125-150 125-010 125-115 -20 Nov 990 20 990. 20 986 70 914.40-25 20 1 Jan'16 94200 943 20 910.30 914.40-25.60 63,763 5 Yr. Treasury Notes (CBT)-$100.000, pts 32nds of 100% Silver (CMX)-5.000 troy oz: $ per troy oz Dec 118-235 118-237 118-160 Nov 15.045 15.005 14.418 -0.278 5 March 16 118-052 118-057 117-302 118-045 -07 90.032 Dec 14. 730 14 760 14.395 14.413 -0.278 95.144 2 Yr. Treasury Notes (CBT)-$200,000, pts 32nds of 100% Crude Oil, Light Sweet (NYM)-1000 bols.. S per bbl Dec 109-020 109-030 109-005 109-025 Dec 0 7 1.114,756 44.52 45.12 43.64 43.87 -0.42 400.803 March '16 108-240 108-257 108-235 108-250 Jan 16 4562 0.7 46.29 44.88 45.12 30,450 -0.35 302,907 Feb 46.09 47 16 45.80 46.05 -0.28 109,090 30 Day Federal Funds (CBT)-$5,000,000;100-daily avg March 47 19 47.87 46.58 46.84 -0.25 150,438 Nov 99.875 99.878 A 99.875 99.875 003 198 276 June 48.66 49.45 48.14 48.42 -0.22 Jan'16 99 705 99.710 112,896 99.700 99.705 201543 Dec 50 65 51 45 50.25 50.54 -0.11 150,413 10 Yt. Del. Int. Rate Swaps (CBT) $100,000, pts 32nds of 100% NY Harbor ULSD (NYM) 42.000 gal: $ per gal Dec 101.750 102031 101.563 Dec 102.031 0.063 1.4958 15220 14745 1.4774 38.723 -0.122 80,808 Jan 16 15121 1 Month Libor (CME)-$1300,000: pts of 100% 1.4960 1.4985 -0.112 84.315 Gasoline-NY RBOB (NYM) 42,000 gal $ per gal. Nov 99 7975 99.7975 99.7975 99.7975 -0025 2,616 Dec 1.3768 1.4048 Dec 1 3662 1.3705 0010 92,987 99.6600 99.6600 99 6600 99.6625 0.075 2217 Jan 16 1 3557 1 3852 1.3495 1.3549 0018 92,590 Natural Gas (NYM)-10,000 MMBtu.. $ per MMBtu. Eurodollar (CME)-$1000,000; pts of 100% Nov 99.6275 99.6300 99 6250 Dec 99.6275 0050 129,792 2.373 2.387 2.274 2.300 -071 Dec 253,091 99.5550 99.5600 Jan 16 99.5500 99.5550 2544 2.423 1,324 999 2.449 -083 262.791 March '16 99.3800 99.3850 99.3650 Feb 99.3850 0100 2.558 2.571 2.453 1,321,930 2.480 - 077 66,305 Dec 98.8450 98 8700 March 98.8150 98.8650 2559 2561 0250 1.339.440 2.449 2.479 - 069 109,844 April 2509 2509 2.414 2.446 - 056 May 2.529 89,244 2529 2450 2.478 -054 36,545 Currency Futures Agriculture Futures Japanese Yen (CME)- 12.500,000: $ per 100% Corn (CBT)-5,000 bu: cents per bu. Dec 8111 8134 8093 8127 March 16 0010 226 280 8135 Dec 372.75 8156 375.50 366.50 8116 8151 366.75 0013 4,986 March 16 -6.25 550.478 381.25 384.25 375 75 Canadian Dollar (CME)-CAD 1000.000: $ per CAD Oats (CBT)-5,000 bu: cents per bu. -5.75 386,290 Dec 7516 7547 7511 7528 0011 126 337 Dec 223.50 226 25 March 16 221 25 224.00 25 7509 7527 .0011 March 16 2501 224.75 225.75 6.977 222 25 224.75 4,291 Soybeans (CBT-5,000 bu; cents per bu British Pound (CME)- 62,500: $ per Dec 1.5050 15124 1 5038 1.5109 Nov 164637 0073 872.00 877 25 871 25 March 16 873.50 March 16 1.5059 225 4.324 867.50 1.5059 1.5114 0076 1511 872.00 865.75 866.25 Soybean Meal (CBT)-100 tons.. per ton. -100 287,119 Swiss Franc (CME)-CHF 125,500 $ per CHF Dec Dec 295.70 9952 297 20 1.0012 294.60 295.00 9948 March 16 .9977 - 70 Jan 16 294,90 296,30 121.379 1.0054 1.0001 1.0025 294.50 509 0034 Soybean Oil (CBT)-60.000 lbs., cents per lb. - 30 82.448 Australian Dollar (CME-AUD 100,000: $ per AUD Dec 28 28 27.73 Dec 27.77 -27 7019 7056 7016 .7033 Jan 16 150013 127,149 0007 28.31 28.56 March 16 28.02 28.05 6986 7024 6986 -27 729 7002 0007 Rough Rice (CBT)-2000 cwt. $ per cwb. June 6970 6970 .6975 Nov 6970 0007 1200.00 1200.00 Sept 1200.00 1179.50 7870 - 39.00 7870 A Jan'16 6949 1240.00 1240.00 Dec 19 1190.00 1205.50 -38.50 7089 A 9.282 7089 6 .6930 Wheat (CBT)-5000 bucents per bu 0006 Mexican Peso (CME)-MXN 500,000; $ per MXN Dec 520 50 521 25 50125 Dec 501.75 -21.50 March 16 05925 523 50 157,627 05951 524 25 March 16 505.00 .05937 00012 05896 - 20.00 Wheat (KC)-5000 bu, cents per bu 05891 127.443 05858 .0589700012 Euro (CME)-125,000: S per Dec 488.75 490 25 474.00 -16.25 March '16 Dec 503 75 90.413 505.50 488.75 1.0795 10723 1.0762 0012 -16.00 Wheat (MPLS)-5000 bucents per bu. 57,974 1,0759 1.08 19 1.0749 1.0789 2014 Dec 517 25 518.50 50150 504.25 - 14.50 March 16 524 00 527 50 515.50-12.00 Cattle-Feeder (CME) 50,000 lbs: cents per lb. 21.402 Mini DJ Industrial Average (CBT-$ 5 Index Nov 181 375 181 375 177 125 177.125 - 4 500 Dec Jan 16 171 975 171975 17825 17871 17610 17675 - 168 -4.500 Cattle-Live (CME) 40,000 lbs: cents per lb 16,304 17765 17787 A 17545 Dec 134 250 134 275 131925 131.925 -3.000 Dec 2091 50 2097.00 Feb 16 136 550 136.650 105,543 134.150 134.150-3.000 June 16 206300 2072.90 - 2080 69.463 Hogs-Lean (CME)-40,000 lbs. cents per to. 2048 20 2059.20 - 21.00 Dec 55,025 55.050 53.100 53.725-1275 2092.00 2097 75 Feb'16 58.175 58 250 V 55 725 2062 00 56.475 -1.825 Lumber (CME)-110,000 bd ft. $ per 1,000 bd ft. 65,171 2055 50 2066.00-20.15 Nov 247 10 253.00 247 10 252.00 4.10 Jn6 246 30 247 70 214 1460.00 1462 50 244 50 1437 30 - 140 144770-12.40 3.053 Milk (CME) 200.000 lbs. cents per lb. NO 15 61 15 57 15.50 15.51 12 47128 46220 Dec 4,656 46528 15.60 15.60 15.32 15.42 12 4208 5 A 4617.8 46470 Cocon (ICE-US)-10 metrictons, $ per ton Dec Dec 3.228 3.235 3187 3,209 28 1199 10 35,052 120120 March '16 1176.90 3.194 3,216 -30 89.545 Coffee (ICE-US) 37,500 lbs: cents per lb. 11750 1175.40 Der 1 18.05 119 70 116 95 117.75 Dec 1159 20 1159 20 March 12125 123 10 12055 1145 1011510 -10 TO 121.35 20 64.088 Sugar World CE-US) 112.000 lbs, cents per lb March 1423 14 38 1393 13.99 993 437 990 9923 99.08 Mary 1405 14.05 13.93 9999 13.89 44 99 65 99.14 145.866 Sugar Domestic (CE-US)-112,000 lbs, cents per lb Jan 25 45 2545 25 45 25.45 2306 March 25.43 25.45 25.43 25.43 -02 2.049 376.00 7511 7545 1.5127 52.359 0028 10006 294 00 28.03 98,968 .7870 0006 505.50 05911 101.451 54.709 472 75 1.0735 489.75 March 16 3155 514.00 24.293 Index Futures 4.787 167 525 167.525 92200 March 16 S&P 500 Index (CME)-$250 x Index 12599 169 9 71.865 207300 2015 2773131 Mini S&P 500 (CME)-550 x Index Dec March 16 2085.00 2090 50 Mini S&P Midcap 400 (CME)-5100 Index Dec Mini Nasdaq 100 CME)-$20 x Index Doc 47013 March 16 4698 8 Mini Russ 2000 (ICE US)-5100 Index 245 30 4 496 -515 1180 40 3223 3.244 March 16 112380 1183.60 Mini Russell 1000 (CE-US)-$100 x Index 1840 12.30 73267 US Dollar Index (ICE 05-$1,000 Index D Marche 19 9922 Source SIX Financial information Source The Wall Street Journal, November 10, 2015 Dow Jones & Company Inc