Q2. June 6, 2017 Futures and Options Prices T-Bond Options $100,000, Points and 64ths of 100% Sep 2017 Underlying Futures Price = 154-31 Strike Price 154 Sep calls 2-53 2-21 Sep puts 1-55 2-23 2-59 155 156 a. Using the above information, the Sep 2017 CBT Treasury Bond futures price is 154-31. Consider the Sep T-Bond put option with a strike price of 156. The intrinsic value is The time value is (points & 64ths of 100%)_ (points & 64ths of 100%) _($ per contract). L($ per contract). Show your work I Q2. June 6, 2017 Futures and Options Prices T-Bond Options $100,000, Points and 64ths of 100% Sep 2017 Underlying Futures Price = 154-31 Strike Price 154 Sep calls 2-53 2-21 Sep puts 1-55 2-23 2-59 155 156 a. Using the above information, the Sep 2017 CBT Treasury Bond futures price is 154-31. Consider the Sep T-Bond put option with a strike price of 156. The intrinsic value is The time value is (points & 64ths of 100%)_ (points & 64ths of 100%) _($ per contract). L($ per contract). Show your work