Question
Consider the following listing for 10-year Treasury note futures on the Chicago Board of Trade. One futures contract for Treasury notesequals=$100,000 face value of 10-year
Consider the following listing for 10-year Treasury note futures on the Chicago Board of Trade. One futures contract for Treasury
notesequals=$100,000
face value of 10-year 6% notes.
Month | Last | Chg | Open | High | Low | Volume | OpenInt |
Dec '12 | 108'18.5 | 0'03.5 | 108'13.0 | 108'21.0 | 108'06.5 | 564,322 | 2,380,328 |
Mar '13 | 108'07.0 | 0'05.5 | 108'00.0 | 108'05.0 | 107'26.0 | 4,325 | 118,728 |
Jun '13 | 107'27.0 | 0'05.5 | 107'27.0 | 107'27.0 | 107'21.5 | 2 | 19 |
Sep '13 | 107'21.5 | 0'05.5 | 107'21.5 | 107'21.5 | 107'21.5 | 0 | 0 |
Dec '13 | 107'21.5 | 0'05.5 | 107'21.5 | 107'21.5 | 107'21.5 | 0 | 0 |
If on this day you bought two contracts expiring in December 2012, you would have paid
$nothing.
(Round your response to the nearest whole number.)
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