Problem 10-1 (LG 10-3) Refer to Table 10-4 a. What was the settlement price on the June 2020 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 2, 2016? c. What is the face value on a Swiss Franc currency futures contract on August 3, 2016? d. What was the settlement price on the December 2016 Mini Russell 2000 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 Swiss Franc currency futures contract d. Settlement price of Mini Russell 2000 futures contract CHF -.0050 -.0050 Mar 22 Jun 22 Sep 22 Dec 22 Mar 23 Jun 23 Sep 23 Dec 23 -.0050 98.2350 98.2000 98.1900 98.1150 98.1100 98.0800 98.0500 98.0150 98.2750 98.2350 98.1950 98.1450 98.1150 98.0950 98.0500 98.0200 98.2250 98.1850 98.1550 98.1100 98.0850 98.0500 98.0500 98.0000 98.2650 98.2250 98.1850 98.1450 98.1200 98.4800 98.4350 98.3950 98.3500 98.3200 98.2850 98.2000 98.1200 -.0050 -.0050 97.2200 97.1900 97.1600 97.1350 97.1200 97.1000 97.0800 97.1850 10,521 5,456 5,294 5,584 4.537 860 98.0850 98.0600 -.0050 -.0050 -.0100 1,253 747 98.0200 vol 1,617,855; vol 2,143,795; open int, 10,506,734 urrency Futures "ednesday, August 03, 2016 panese Yen (CME)-12,500,000; $ per 100% LIFETIME High Low High Low Settle Chg .8282 Sep 16 Dec 16 Mar 17 Jun 17 Open .9927 .9952 1.0029 .9730 .9942 .9978 1.0049 .9940 .9861 .9899 .9949 .9643 .9903 .9940 .9980 -.0025 -.0025 -.0025 -.0024 1.0131 1.0138 1.0063 .8305 .8346 .8976 Open Int 154,625 1,700 251 111 1.0026 1.0182 vol 92,011; vol 145,331; open int, 156,696 anadian Dollar (CME)-CAD 100,000; $ per CAD Open Low Chg LIFETIME High Low .8024 .6825 Settle -7648 Open Int -7634 +.0006 111,397 .8014 High 7657 .7659 -7659 -7579 Sep 16 Dec 16 Mar 17 Jun 17 .6840 -7634 .7618 -7608 -7612 -7618 -7564 -7651 -7654 -7657 +.0007 +.0006 3,805 406 -7999 -7909 .6905 .6917 -7574 +.0007 147 Problem 10-1 (LG 10-3) Refer to Table 10-4 a. What was the settlement price on the June 2020 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 2, 2016? c. What is the face value on a Swiss Franc currency futures contract on August 3, 2016? d. What was the settlement price on the December 2016 Mini Russell 2000 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 Swiss Franc currency futures contract d. Settlement price of Mini Russell 2000 futures contract CHF -.0050 -.0050 Mar 22 Jun 22 Sep 22 Dec 22 Mar 23 Jun 23 Sep 23 Dec 23 -.0050 98.2350 98.2000 98.1900 98.1150 98.1100 98.0800 98.0500 98.0150 98.2750 98.2350 98.1950 98.1450 98.1150 98.0950 98.0500 98.0200 98.2250 98.1850 98.1550 98.1100 98.0850 98.0500 98.0500 98.0000 98.2650 98.2250 98.1850 98.1450 98.1200 98.4800 98.4350 98.3950 98.3500 98.3200 98.2850 98.2000 98.1200 -.0050 -.0050 97.2200 97.1900 97.1600 97.1350 97.1200 97.1000 97.0800 97.1850 10,521 5,456 5,294 5,584 4.537 860 98.0850 98.0600 -.0050 -.0050 -.0100 1,253 747 98.0200 vol 1,617,855; vol 2,143,795; open int, 10,506,734 urrency Futures "ednesday, August 03, 2016 panese Yen (CME)-12,500,000; $ per 100% LIFETIME High Low High Low Settle Chg .8282 Sep 16 Dec 16 Mar 17 Jun 17 Open .9927 .9952 1.0029 .9730 .9942 .9978 1.0049 .9940 .9861 .9899 .9949 .9643 .9903 .9940 .9980 -.0025 -.0025 -.0025 -.0024 1.0131 1.0138 1.0063 .8305 .8346 .8976 Open Int 154,625 1,700 251 111 1.0026 1.0182 vol 92,011; vol 145,331; open int, 156,696 anadian Dollar (CME)-CAD 100,000; $ per CAD Open Low Chg LIFETIME High Low .8024 .6825 Settle -7648 Open Int -7634 +.0006 111,397 .8014 High 7657 .7659 -7659 -7579 Sep 16 Dec 16 Mar 17 Jun 17 .6840 -7634 .7618 -7608 -7612 -7618 -7564 -7651 -7654 -7657 +.0007 +.0006 3,805 406 -7999 -7909 .6905 .6917 -7574 +.0007 147
