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Posted on Oct 02, 2024

Che Refer to Table 10 4 a. What was the settlement price on the March 2023 Eurodollar futures contract on August 3, 2016? (Round your

Che Refer to Table 10 4 a. What was the settlement price on the March 2023 Eurodollar futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) b. How many 2-year Treasury notes futures contracts traded on August 2, 2016 c. What is the face value on a Japanese Yen currency futures contract on August 3, 2016? d. What was the settlement price on the December 2016 Mini Nasdaq 100 futures contract on August 2, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of Eurodollar futures contract b. Number of futures contracts c. Face value on a Japanese Yen currency futures contract d. Settlement price of Mini Nasdaq 100 futures contract alere Rate Futures Wednesday, Aug 1, 2016 KEY TOEXCHANGES. Amalan EUREX EUREX E-EU ICE NYM New York M a x W IL CMO Mercantile cha CMXICWDMED M CERCETUSKO Kanushy landed ThadeME Metal -On S hane Derivatives Talad E D ML Memples Treasury Bonds (CBT) $100,000; pts 32nd of 100% Dames Open High FITME Settle M SO 140 10020 199 200 Treasury Notes (CBT) $100,000, pts 32nds of 100% Open Settle High Open Int Sep 16 Dec 16 132-130 131-130 132-205 131-220 32 GESOS 134-075 133095 120-140 130-045 2.736,433 13.059 vor 1. 7.754 2.791, s t. 2.76482 5 Yr. Treasury Notes (CBT)-$100,000, pts 32nds of 100% Open High Settle LIFETIME High Low 122-285 119235 122-362 ogo 1211290 121282 Open Int 2.738 240 17.726 Notes (CBT)-5200.000 2nds of 100 109-145 1155 244099 1,047.190 Eurodollar (CHE) $1,000,000; pts of 100% High Settle che LIFETIME High Low 99-1975 Open lat 169.446 99-1050 90 99.1900 99.1550 99.1350 99.1050 99.000 99.0450 99.0200 98.9750 99.975 Open 99.2100 99.180 99.1500 99.1350 99.1100 99.0750 99.0450 99.0050 98.9800 98.9500 98.9050 98.8500 98.8150 98.7750 98.7300 99.1350 98.6750 98.6350 90. 00 99.1.100 98.9900 99.1ogo 98.7500 98.6000 98-4550 98.3250 98.905 98.1100 98.0250 97-9500 97.8700 97.8100 98.9550 98.9900 28.0530 98.9200 99-1500 99.1400 99.1100 99.0850 99.0550 99.0150 98.9950 98.9600 98.9250 98.8800 98.8500 98.8100 98.7650 99.1400 98.7150 98.6750 98.6250 98.5750 98.8850 36768 1393.526 1,016,815 9276 816,393 1,213.547 615874 464,573 428,536 534.931 390,000 287,696 234,394 234.594 224,505 98.9200 98.875 99-4350 99-4100 99-3300 99-3800 99-3700 99-3500 99-3200 99.2700 99.9400 99-2000 99.1550 99.1050 99.0650 99.0200 98.9750 98.9750 98.9050 98.8600 98.8150 98.7900 98.7150 98.6700 98.6200 98.5750 98.5200 98.8350 98.8050 98.9650 98.7250 99.05 98.6700 98.6300 98.5800 98.5300 98.8400 98.800 08-600 99.1259 08.109 08.6650 06.6159 03.6630 977450 97.6850 976850 97.6250 97-3750 97-3250 97-4700 5800 8.35 980 98.5200 97-4200 984706 973750 92.368 82,732 90,044 53836 47.830 21,024 17,00 98.4700 98.4000 98.4250 98.3850 97-3300 96.4200 8.3700 97-2900 97.500 98.750 37,020 98.800 98.2350 98.1930 972700 08. 350 98.2000 98.1900 984150 98.1100 98.0800 98.500 98.0150 98.4450 97.1900 97.600 98.ago 98.1850 98.4550 98.1.100 98.08go 98.500 98.500 98.0000 98-4359 98.9950 98.500 98.3200 96.43 5.294 98.150 98.0950 98.500 974350 971300 97.1000 LECT 98.1200 08.08 90.000 3.000 Sep 3 Dec 23 860 98.0000 97oBoc 617,495 vol.143,95 97. go pe 10.30,73 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CME)-12,500,000 $ per 100Y Open High -9943 Sep 16 Open Int -9927 Low .898 8305 .9952 -9978 1.0049 1.0029 9730 .8346 -9940 8976 Canadian Dollar CCM CAD 100,000 per CAO LIFETIME High Open Int Son Sep 16 Dec 26 Mar .6825 68.40 804 3.805 Sobo Jant Settle Swiss Franc (CHE) CHF 125,000 $ per C Open Open lat / 9964 06 Euro (CME)-C125,000, per Open 0804 Open lat 370,655 5.80 UP 16 pers 1128 Logo L6364 33 Wednesday, August 03, Hint Industrial Ave (CRT)-55 Open lat LIFETIME High Low 13495 15916 SAP SOO Index (CHE) $250 x index Open Settle High 2158.00 che Hiph Open Int 2157.00 2171. 50 1 93.992 2140,00 819.80 1812.40 21: 49:30 2149-10 2163.10 Hini S&P 500 (CME)-$50 X index Low Settle Open Int Sep 16 Open 2152.25 2144-50 2134-75 High 2158.25 2150-50 2143.00 2157.00 2,902,982 Dec 16 2145.25 203775 2131.50 1807.00 1823.75 1802.00 149.59 114 .3 39,058 Mar 17 Vol 1362.407 1,964 515 penint 294 229 Mini Nasdaq 100 (CME)-$20 x index High Open Int Sep 16 Open 4713-3 4698.8 LIFETIME High Low 47365 3983.0 472.8 3971-5 4729-3 4720.5 4698.0 46913 383.965 490 Est W ,412 vol 2009. 284.51 Mini Russell 2000 (ICE-US)-$100 x index Open High che LIFETIME High Low 1224.80 979.80 Sep 10 1199-50 1211.40 1195.99 Open Int 326,874 1,019 Dec 10 1205.00 . 1318.70 1000.00 KAROSECME - index High Open 1655 LIFETIME Low 4990 15060 Open Int 35,866 Description Open Interest High ContractVolume Total Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 8a87 CBOE VOLATILITY IN Contract Prices (USS) Close Settle 13.80 13.83 13.8as 16.25 16.375 18.02 18.000 18.375 18.45 18.60 Open 14.25 16.60 18.25 18.57 18.65 19.60 19.85 20.00 72264 20879 210686 160339 54491 34135 18.85 10728 15.91 8.475 2927 Jan 17 4716 2438 19.85 20.05 19.525 Feb 17 19.74 18575 6373 1835 Mar 17 19.90 19.950 223 Source Thwalbum , AU Che Refer to Table 10 4 a. What was the settlement price on the March 2023 Eurodollar futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) b. How many 2-year Treasury notes futures contracts traded on August 2, 2016 c. What is the face value on a Japanese Yen currency futures contract on August 3, 2016? d. What was the settlement price on the December 2016 Mini Nasdaq 100 futures contract on August 2, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of Eurodollar futures contract b. Number of futures contracts c. Face value on a Japanese Yen currency futures contract d. Settlement price of Mini Nasdaq 100 futures contract alere Rate Futures Wednesday, Aug 1, 2016 KEY TOEXCHANGES. Amalan EUREX EUREX E-EU ICE NYM New York M a x W IL CMO Mercantile cha CMXICWDMED M CERCETUSKO Kanushy landed ThadeME Metal -On S hane Derivatives Talad E D ML Memples Treasury Bonds (CBT) $100,000; pts 32nd of 100% Dames Open High FITME Settle M SO 140 10020 199 200 Treasury Notes (CBT) $100,000, pts 32nds of 100% Open Settle High Open Int Sep 16 Dec 16 132-130 131-130 132-205 131-220 32 GESOS 134-075 133095 120-140 130-045 2.736,433 13.059 vor 1. 7.754 2.791, s t. 2.76482 5 Yr. Treasury Notes (CBT)-$100,000, pts 32nds of 100% Open High Settle LIFETIME High Low 122-285 119235 122-362 ogo 1211290 121282 Open Int 2.738 240 17.726 Notes (CBT)-5200.000 2nds of 100 109-145 1155 244099 1,047.190 Eurodollar (CHE) $1,000,000; pts of 100% High Settle che LIFETIME High Low 99-1975 Open lat 169.446 99-1050 90 99.1900 99.1550 99.1350 99.1050 99.000 99.0450 99.0200 98.9750 99.975 Open 99.2100 99.180 99.1500 99.1350 99.1100 99.0750 99.0450 99.0050 98.9800 98.9500 98.9050 98.8500 98.8150 98.7750 98.7300 99.1350 98.6750 98.6350 90. 00 99.1.100 98.9900 99.1ogo 98.7500 98.6000 98-4550 98.3250 98.905 98.1100 98.0250 97-9500 97.8700 97.8100 98.9550 98.9900 28.0530 98.9200 99-1500 99.1400 99.1100 99.0850 99.0550 99.0150 98.9950 98.9600 98.9250 98.8800 98.8500 98.8100 98.7650 99.1400 98.7150 98.6750 98.6250 98.5750 98.8850 36768 1393.526 1,016,815 9276 816,393 1,213.547 615874 464,573 428,536 534.931 390,000 287,696 234,394 234.594 224,505 98.9200 98.875 99-4350 99-4100 99-3300 99-3800 99-3700 99-3500 99-3200 99.2700 99.9400 99-2000 99.1550 99.1050 99.0650 99.0200 98.9750 98.9750 98.9050 98.8600 98.8150 98.7900 98.7150 98.6700 98.6200 98.5750 98.5200 98.8350 98.8050 98.9650 98.7250 99.05 98.6700 98.6300 98.5800 98.5300 98.8400 98.800 08-600 99.1259 08.109 08.6650 06.6159 03.6630 977450 97.6850 976850 97.6250 97-3750 97-3250 97-4700 5800 8.35 980 98.5200 97-4200 984706 973750 92.368 82,732 90,044 53836 47.830 21,024 17,00 98.4700 98.4000 98.4250 98.3850 97-3300 96.4200 8.3700 97-2900 97.500 98.750 37,020 98.800 98.2350 98.1930 972700 08. 350 98.2000 98.1900 984150 98.1100 98.0800 98.500 98.0150 98.4450 97.1900 97.600 98.ago 98.1850 98.4550 98.1.100 98.08go 98.500 98.500 98.0000 98-4359 98.9950 98.500 98.3200 96.43 5.294 98.150 98.0950 98.500 974350 971300 97.1000 LECT 98.1200 08.08 90.000 3.000 Sep 3 Dec 23 860 98.0000 97oBoc 617,495 vol.143,95 97. go pe 10.30,73 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CME)-12,500,000 $ per 100Y Open High -9943 Sep 16 Open Int -9927 Low .898 8305 .9952 -9978 1.0049 1.0029 9730 .8346 -9940 8976 Canadian Dollar CCM CAD 100,000 per CAO LIFETIME High Open Int Son Sep 16 Dec 26 Mar .6825 68.40 804 3.805 Sobo Jant Settle Swiss Franc (CHE) CHF 125,000 $ per C Open Open lat / 9964 06 Euro (CME)-C125,000, per Open 0804 Open lat 370,655 5.80 UP 16 pers 1128 Logo L6364 33 Wednesday, August 03, Hint Industrial Ave (CRT)-55 Open lat LIFETIME High Low 13495 15916 SAP SOO Index (CHE) $250 x index Open Settle High 2158.00 che Hiph Open Int 2157.00 2171. 50 1 93.992 2140,00 819.80 1812.40 21: 49:30 2149-10 2163.10 Hini S&P 500 (CME)-$50 X index Low Settle Open Int Sep 16 Open 2152.25 2144-50 2134-75 High 2158.25 2150-50 2143.00 2157.00 2,902,982 Dec 16 2145.25 203775 2131.50 1807.00 1823.75 1802.00 149.59 114 .3 39,058 Mar 17 Vol 1362.407 1,964 515 penint 294 229 Mini Nasdaq 100 (CME)-$20 x index High Open Int Sep 16 Open 4713-3 4698.8 LIFETIME High Low 47365 3983.0 472.8 3971-5 4729-3 4720.5 4698.0 46913 383.965 490 Est W ,412 vol 2009. 284.51 Mini Russell 2000 (ICE-US)-$100 x index Open High che LIFETIME High Low 1224.80 979.80 Sep 10 1199-50 1211.40 1195.99 Open Int 326,874 1,019 Dec 10 1205.00 . 1318.70 1000.00 KAROSECME - index High Open 1655 LIFETIME Low 4990 15060 Open Int 35,866 Description Open Interest High ContractVolume Total Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 8a87 CBOE VOLATILITY IN Contract Prices (USS) Close Settle 13.80 13.83 13.8as 16.25 16.375 18.02 18.000 18.375 18.45 18.60 Open 14.25 16.60 18.25 18.57 18.65 19.60 19.85 20.00 72264 20879 210686 160339 54491 34135 18.85 10728 15.91 8.475 2927 Jan 17 4716 2438 19.85 20.05 19.525 Feb 17 19.74 18575 6373 1835 Mar 17 19.90 19.950 223 Source Thwalbum , AU