Contract Open High hilo low Open interest Settle Chg Open interest March 1.15 1.10 127,138 60,630 1,756 138,638 12.67 A .72 .70 389,965 188,201 Coffee (ICE-US)-37,500 lbs., cents per lb. 101.50 103.45 A 101.15 102.75 May 104.40 106.55 104.30 105.75 Sugar-World (ICE-US)-112,000 lbs., cents per lb. Marc March 11.95 11.94 12.65 May 12.04 12.73 12.03 12.72 Sugar-Domestic (ICE-US)-112,000 lbs., cents per lb. March 25.40 25.34 25.40 May 25.50 25.54 A 25.50 25.50 Cotton (ICE-US)-50,000 lbs., cents per lb. 72.52 73.92 A 72.48 72.75 May 73.99 75.23 A 73.92 74.10 Orange Juice (ICE-US)-15,000 lbs., cents per lb. Jan 121.20 122.00 121.15 121.95 March 123.75 124.80 122.85 123.85 25.40 A .04 -01 353 302.111 43,689 10,837 9,830 3,090 2.718 2.455 March .23 16 126,870 39,088 24.797 3,313 .65 .55 582 14,103 261 85,951 Futures Contracts | WSJ.com/commodities Metal & Petroleum Futures Contract Open High hilo low Settle Chg Copper-High (CMX)-25,000 lbs.; $ per lb. Jan 2.6445 2.6460 2.6410 2.6410 -0.0105 March 2.6500 2.6595 2.6315 2.6370 -0.0105 Gold (CMX)-100 troy oz$ per troy oz. Jan 1284.90 1286.80 4.10 Feb 1287.00 1297.00 1284.10 1289.90 4.10 June 1298.90 1309.00 1298.50 1302.90 4.20 Aug 1310.00 1315.10 1307.80 1309.00 4.10 Dec 1317.60 1326.80 1317.60 1321.50 4.10 Feb'20 1327.90 1331.00 1327.30 1327.70 4.20 Palladium (NYM)-50 troy oz: $ per troy oz. March 1242.40 1249.40 A 1230.80 1240.20 5.80 June 1226.20 1231.90 1216.10 1224.30 4.70 Platinum (NYM)-50 50 troy oz.; $ per troy oz. Jan an 824.20 825.40 A 821.00 818.40 -3.60 April 07730 827.20 836.50 A 823.30 050.05220 824.30 -2.90 . ware Silver (CMX-5,000 troy oz. $ per troy oz. Jan 15.750 15.750 A 15.750 15.669 -0.026 15.800 15.756 -0.030 Crude Oil, Light Sweet (NYM)-1,000 bbls.; $ per bbl. Feb 48.22 49.79 A 48.11 48.52 0.56 March 48.49 50.11 A 48.44 48.82 0.54 April 48.85 50.47 A 48.80 49.17 0.52 May 49.32 50.90 A 49.32 49.60 0.50 June 49.79 51.33 A 49.72 50.04 0.48 Dec 51.32 52.77 A 51.30 51.48 0.40 . NY Harbor ULSD (NYM)-42,000 gal.; $ per gal. Feb 1.7775 1.8245 A 1.7764 1.7784 .0092 1.7691 1.8160 A 1.7690 1.7714 .0104 Gasoline-NY RBOB (NYM)-42,000 gal.; $ per gal. Feb 1.3585 1.3945 1.3389 1.3408 -.0070 12716 1.3716 1.4080 1.3541 -.0077 Natural Gas (NYM)-10,000 MMBtu.; $ per MMBtu. Feb 2.932 2.994 2.910 2.944 -.100 March 2812 2.886 2.793 -.058 April 2.650 2.708 2.640 2.677 -2011 May 2.637 2.687 2.625 2.662 -.002 July 2.718 2.765 2.708 2.746 -007 Oct 2.710 2.761 2.698 2.751 -2016 March 15.880 15.680 820 142,916 367,400 319,791 136,259 115,849 229.259 191,808 97.600 97,605 March 109,341 73,598 March 1.3524 120,856 88,591 of 100% 2.847 174,258 270,970 148,613 132.474 62.540 105,445 Interest Rate Futures Treasury Bonds (CBT)-$100,000; pts 32nds of 100% March 146-230 147-170 146-040 146-160 -12.0 949,992 June 146-160 146-190 145-300 145-270 - 13.0 61 Treasury Notes (CBT)-$100,000; pts 32nds of 100% March 122-060 122-150 121-290 122-015 -8.0 4.102,583 June 122-150 122-240 122-065 122-105 -7.5 2.418 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% March 114-215 114-280 114-155 114-187 -5.5 4.590.715 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% March 106-045 106-065 106-010 106-025 -2.7 2,552,998 30 Day Federal Funds (CBT)-$5,000,000; 100-daily avg. Jan 97.600 . 97.600 97.598 97.598 -.002 317.562 April 97.605 97.615 -.005 310,713 10 Yr . Del. Int. Rate Swaps (CBT)-$100,000; pts 32nds of 100% March 102.766 102.797 102.297 102.391 -.219 27,938 an 000 1 Month Libor (CME)-$3,000,000; pts of Jan 97.4875 .0075 535 Eurodollar (CME)-$1,000,000; pts of 100% Jan 97.2300 97.2375 97.2250 97.2300 .0050 268.383 March 97.2850 97.3150 97.2850 97.3000 .0050 1,429,121 June 97.3050 97.3450 97.2900 97.3150 1,252,674 Dec 97.3650 97.4100 7 97.3250 97.3550 -.0250 1,740,407 Currency Futures Japanese Yen (CME) W12,500,000; $ per 100 Jan .9228 .9257 .9211 .9213 -.0008 1,190 March .9272 .9310 .9247 .9259 -.0009 222,921 Canadian Dollar (CME-CAD 100,000; $ per CAD Jan .7479 .7530 A .7479 .7522 .0054 7701 M 723 March .7484 .7544 .7533 .0054 166,071 . British Pound (CME)-62,500; $ per Jan . 1.2747 1.2775 A 1.2729 1.2775 .0031 2,616 March 1.2780 1.2832 A 1.2764 1.2815 .0031 204,679 Swiss Franc (CME)-CHF 125,000; $ per CHF 1.0206 1.0285 A 1.0200 1.0277 66,727 1.0330 1.0369 A 1.0292 1.0368 .0071 95 Australian Dollar (CME-AUD 100,000; $ per AUD Jan .7125 .7150 A 7124 .0026 331 Feb .7135 .7148 A .7135 .0026 680 March .7129 .7158 A .7122 .7150 .0026 124,074 April .7144 .7149 A 7144 .7153 .0026 253 June .7133 .7160 A .7133 .7160 .0027 661 Sept .7147 .7161 A .7147 .7169 .0026 121 Mexican Peso (CME)-MXN 500,000; $ per MXN MCA March ..05107 05129.05084 .05113 .00014 161,111 June .04890 .04905 A 204887 .05035 .00013 35 Euro (CME)-125,000; $ per Jan 1.1415 1.1488 1.1415 1.1486 .0079 1,938 1.1475 1.1551 1.1471 1.1547 .0079 489,919 751,642 242.635 A 7484 March 4,124 638 921.00 3422 337,323 March ,0071 june March 1.798 193,399 Oil .7143 .7147 March 972 219,566 28.80 A 28.47 A1048.00 18.50 18.50 7.164 102 530.50 -2.50 229,028 76,657 Agriculture Futures Corn (CBT)-5,000 bu.; cents per bu. March 382.25 384.00 A 381.75 382.25 July 397.50 399.00 A 397.00 397.50 Oats (CBT)-5,000 bu., cents per bu. 279.50 280.25 276.50 279.50 May 279,50 279.50 274.00 276.00 Soybeans (CBT)-5,000 bu.; cents per bu. Jan 909.50 915.75 A 909.50 912.25 March 927.75 A 920.75 924.25 Soybean Meal (CBT)-100 tons.; $ per ton. Jan 316.00 319.30 A 316.00 318.20 319.40 323.30 A 319.20 322.20 Soybean (CBT)-60,000 lbs., cents per lb. Jan 28.47 28.55 A 28.26 28.26 28.70 30 en 28.51 b. Rough Rice (CBT)-2,000 cut; $ per cwt. 1066.50 May May 1071.50 1083.50 A 1071.50 WL. ce 1082.50 Wheat (CBT)-5,000 bu.; cents per bu. Man March 200 518.00 20 518.50 513.50 516.75 July Lily 530.50 525.50 527.00 w Wheat (KC)-5,000 per bu. March 506.25 50296 FO 500.50 503.00 May May 517.50 518.75 514.50 Wheat (MPLS)-5,000 bu.; cents per bu. March 50557200 570.25 572.00 565.50 568.00 May May 575.50 577.25 570.75 573.25 der Cattle-Feeder (CME)-50,000 lbs.; cents per lb. Jan 144.600 146.325 144.200 March 142.150 144.425 142.000 143.900 Cattle-Live (CME)-40,000 lbs., cents per lb. cu Feb 121.800 123.400 121.425 123.200 April 123.850 125.375 123.500 125.075 Hogs-Lean (CME)-40,000 lbs.; cents per lb. Feb 61.950 62.150 61.250 61.900 April 66.700 66.900 65.825 66.375 00 Lumber (CME -110,000 bd.ft; $ per 1,000 bd. ft. Jan Jall 326.20 326.20 323.00 324.80 March 239 332.20 333.00 328.00 330.80 Milk (CME)-200,000 lbs., cents per lb. Jan 14.16 Jan 14.26 14.12 14.14 Feb 14.72 14.55 14.57 Cocoa (ICE-US)-10 metric tons: $ per ton. March 2,362 2,413 2,356 2,410 May 2,395 2,449 2,394 2,447 March here son oeuropeo 38 179 ** 512.00 182,341 55.722 -2.25 -2.25 33,947 13,177 23530 117 118 72.535 544 146.000 1.100 8,483 25,193 19.30 39,216 1.275 129,414 115,863 19.20 2,634,252 19.40 27.554 79,843 60,839 17.70 69,276 Index Futures Mini DJ Industrial Average (CBT)-$5 X index March 23470 23668 A 23279 23512 Dec 23523 23686 A 23350 S&P 500 Index (CME)-$250 index March 2536.70 2567.00 A 2525.00 2550.60 ve Mini S&P 500 (CME)-$50 X index March 2537.25 2567.50 A 2523.25 2550.50 June 2540.25 2571.25 2528.50 2555.00 Mini S&P Midcap 400 (CME)-$100 x index March 1690.00 1717.10 A 1679.20 1703.30 Mini Nasdaq 100 (CME-$20 X index March 6451.3 6535.8 A 6402.5 6496.5 June 6471,5 6557,0 A 6427.0 une 6520.8 Mini Russell 2000 (CME)-$50 x index March 1384.40 1414.60 A 1375.80 1405.90 June 1391.60 1417.90 A 1386.80 1410.50 Mini Russell 1000 (CME)-$50 X in index March 1402.00 1418.90 1402.00 1409.80 U.S. Dollar Index (ICE-US)-$1,000 x index 95.71 95.73 95.20 95.23 95.08 95.08 94.75 94.74 62.5 63.8 196,948 1.350 398 2,724 24.30 25.00 465,350 534 4,391 4,095 14.73 10.70 7,664 96,443 51,809 March -52 June -51 57,402 945 Figure 22.1 Futures listings Refer to the Mini-S&P contract in Figure 22.1. Assume the closing price for this day. a. If the margin requirement is 24% of the futures price times the contract multiplier of $50, how much must you deposit with your broker to trade the June maturity contract? (Round your answer to the nearest whole dollar.) Required margin deposit $ 30,660 b. If the June futures price increases to 2605.70, what percentage return will you earn on your investment if you entered the long side of the contract at the price shown in the figure? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Percentage return on net investment 6.62 X % c. If the June futures price falls by 1%, what is your percentage return? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places.) Percentage return on net investment 3.33 X %