Refer to Table 10-4 a. What was the settlement price on the March 2021 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 British Pound currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 DJIA 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 British Pound currency futures contract GBP d. Settlement price of DJIA futures contract TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/11, Lifetime High and Low values represent Year-to-date High and Low until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade; CME: Chicago Mercantile Exchange; CMX: Comex; DME: Dubai Mercantile Exchange; ENXT: Euronext.liffe; EUREX: EUREX; ICE-EU: ICE Futures Europe; ICE-US: ICE Futures U.S.; KC: Kansas City Board of Trade; ME: Montreal Exchange; MPLS: Minneapolis Grain Exchange; NYM: New York Mercantile Exchange, or Nymex; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% LIFETIME Open High Settle Chg High Open Int Low Low Sep 16 562,270 171-310 171-140 -6.0 158-200 172-210 172-050 177-110 Dec 16 958 -6.0 170-140 171-040 170-020 170-230 159-290 175-190 Est vol 395,934; vol 570,038; open int, 563,228 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME High Settle Chg High Open Low Low Open Int Sep 16 132-085 132-185 128-140 2,756,433 132-130 132-205 +1.0 134-075 Dec 16 131-130 133-095 131-220 131-110 131-205 +1.0 130-015 13,059 Est vol 1,977,784; vol 2,791,794; open int, 2,769,492 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME High High Open Low Settle Chg Low Open Int Sep 16 122-285 2,738,240 121-220 121-280 121-250 121-290 +1.0 119-235 Dec 16 121-282 121-285 122-162 17,726 121-270 121-237 +.7 121-090 Est vol 813,686; vol 1,141,306; open int, 2,755,966 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% LIFETIME High Chg High Open Low Settle Low Open Int Sep 16 109-282 108-250 1,089,190 109-145 109-155 109-135 109-147 -.2 Est vol 317,124; vol 410,632; open int, 1,093,965 Eurodollar (CME)-$1,000,000; pts of 100% LIFETIME High Settle Chg High Open Int Open Low Low Aug 16 162,446 99.2100 99.2100 99.1900 99.4350 99.1100 99.1975 -.0125 98.9200 Sep 16 99.1850 99.1800 99.1550 99.1650 99.4100 -.0150 1,174,950 Oct 16 36,768 99.1500 99.1350 99.1400 99.3300 99.1500 -.0200 99.1050 98.7500 Dec 16 99.3800 99.1050 -.0100 1,393.526 99.1350 99.1400 99.1250 Mar 17 98.6000 99.0800 1,016,815 99.1100 99.1000 99.1100 -.0100 99.3700 Jun 17 99.0850 98.4550 927,677 99.0750 99.0450 99.0750 -.0050 99.3500 816,393 Sep 17 98.3250 99.0500 99.3200 99.0450 99.0550 99.0200 -.0050 Dec 17 98.9750 98.2050 99.0050 99.0100 99.2700 99.0150 -.0050 1,213,547 Mar 18 98.9800 98.9950 98.9550 98.9900 98.1100 615,874 99.2400 98.9500 98.9600 98.0250 464,573 Jun 18 98.9200 98.9550 99.2000 Sep 18 98.9050 98.9250 98.8850 98.9200 428,536 99.1550 97.9500 98.8800 Dec 18 98.8500 98.8350 98.8750 97.8700 99.1050 534.731 +.0050 Mar 19 98.8150 97.8100 98.8500 98.8050 98.8400 99.0650 390,000 +.0050 Jun 19 98.7750 98.8100 98.7650 98.8000 99.0200 97.7450 287,696 +.0050 98.7650 Sep 19 98.7300 98.7250 98.9750 98.7600 97.6850 +.0100 231,594 97.6850 Dec 16 98.9750 99.1350 99.1400 99.1050 99.1250 231,594 +.0100 98.6700 Dec 19 98.6750 98.7150 98.7100 98.9050 97.6250 +.0100 224,505 Mar 20 98.8600 98.6350 98.6750 98.6300 98.6650 97-5750 +.0050 142,250 Jun 20 98.5800 98.6250 98.5800 98.6150 98.8150 92,368 +.0050 97.5250 98.5750 82,732 Sep 20 98.5300 98.5300 98.5650 98.7700 97.4700 +.0050 98.5200 98.7150 Dec 20 98.4700 98.4700 98.5100 90,244 +.0050 97-4200 98.4250 98.4700 Mar 21 98.4250 98.4600 98.6700 53,826 97.3750 98.6200 47,830 Jun 21 98.3850 98.4200 98.3700 98.4100 97-3300 *** 98.3300 98.3700 98.3600 98.5750 Sep 21 98.3200 97.2900 21,024 Dec 21 98.2750 98.3200 98.2650 98.3050 98.5200 -.0050 97.2500 17,020 NIKkel Stock Average $5 x ihaex LIFETIME High Chg High Open Settle Low Low Open Int 16285 Sep 16 16155 15980 16095 35,866 -30 17795 14990 Dec 16 16115 16215 16060 16495 15060 -20 15950 151 Est vol 13,124; vol 14,927; open int, 36,017 CBOE VOLATILITY INDEX VX Contract Prices (US$) ContractVolume Open Interest Description High Settle Change Close Total Open Low 82857 210686 Aug 16 13.80 13.83 13.825 -0.40 14.25 14.71 16.60 16.25 Sep 16 16.25 16.275 72264 160339 17.00 -0.35 Oct 16 18.25 18.60 18.02 18.000 -0.28 20879 17.99 54491 Nov 16 18.57 18.85 18.35 18.375 18.35 10728 34135 -0.20 18.91 18.45 18.50 Dec 16 18.65 18.475 4716 -0.20 29271 19.85 18575 Jan 17 19.60 19.53 2438 19.525 -0.10 19.50 Feb 17 19.85 19.80 6375 20.05 19.74 19.775 -0.10 943 Mar 17 1835 19.96 20.15 -0.02 20.00 19.90 223 19.950 Source: The Wall Street Journal Online, August 4, 2016. www.wsj.com Refer to Table 10-4 a. What was the settlement price on the March 2021 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 British Pound currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 DJIA 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 British Pound currency futures contract GBP d. Settlement price of DJIA futures contract TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/11, Lifetime High and Low values represent Year-to-date High and Low until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade; CME: Chicago Mercantile Exchange; CMX: Comex; DME: Dubai Mercantile Exchange; ENXT: Euronext.liffe; EUREX: EUREX; ICE-EU: ICE Futures Europe; ICE-US: ICE Futures U.S.; KC: Kansas City Board of Trade; ME: Montreal Exchange; MPLS: Minneapolis Grain Exchange; NYM: New York Mercantile Exchange, or Nymex; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% LIFETIME Open High Settle Chg High Open Int Low Low Sep 16 562,270 171-310 171-140 -6.0 158-200 172-210 172-050 177-110 Dec 16 958 -6.0 170-140 171-040 170-020 170-230 159-290 175-190 Est vol 395,934; vol 570,038; open int, 563,228 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME High Settle Chg High Open Low Low Open Int Sep 16 132-085 132-185 128-140 2,756,433 132-130 132-205 +1.0 134-075 Dec 16 131-130 133-095 131-220 131-110 131-205 +1.0 130-015 13,059 Est vol 1,977,784; vol 2,791,794; open int, 2,769,492 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME High High Open Low Settle Chg Low Open Int Sep 16 122-285 2,738,240 121-220 121-280 121-250 121-290 +1.0 119-235 Dec 16 121-282 121-285 122-162 17,726 121-270 121-237 +.7 121-090 Est vol 813,686; vol 1,141,306; open int, 2,755,966 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% LIFETIME High Chg High Open Low Settle Low Open Int Sep 16 109-282 108-250 1,089,190 109-145 109-155 109-135 109-147 -.2 Est vol 317,124; vol 410,632; open int, 1,093,965 Eurodollar (CME)-$1,000,000; pts of 100% LIFETIME High Settle Chg High Open Int Open Low Low Aug 16 162,446 99.2100 99.2100 99.1900 99.4350 99.1100 99.1975 -.0125 98.9200 Sep 16 99.1850 99.1800 99.1550 99.1650 99.4100 -.0150 1,174,950 Oct 16 36,768 99.1500 99.1350 99.1400 99.3300 99.1500 -.0200 99.1050 98.7500 Dec 16 99.3800 99.1050 -.0100 1,393.526 99.1350 99.1400 99.1250 Mar 17 98.6000 99.0800 1,016,815 99.1100 99.1000 99.1100 -.0100 99.3700 Jun 17 99.0850 98.4550 927,677 99.0750 99.0450 99.0750 -.0050 99.3500 816,393 Sep 17 98.3250 99.0500 99.3200 99.0450 99.0550 99.0200 -.0050 Dec 17 98.9750 98.2050 99.0050 99.0100 99.2700 99.0150 -.0050 1,213,547 Mar 18 98.9800 98.9950 98.9550 98.9900 98.1100 615,874 99.2400 98.9500 98.9600 98.0250 464,573 Jun 18 98.9200 98.9550 99.2000 Sep 18 98.9050 98.9250 98.8850 98.9200 428,536 99.1550 97.9500 98.8800 Dec 18 98.8500 98.8350 98.8750 97.8700 99.1050 534.731 +.0050 Mar 19 98.8150 97.8100 98.8500 98.8050 98.8400 99.0650 390,000 +.0050 Jun 19 98.7750 98.8100 98.7650 98.8000 99.0200 97.7450 287,696 +.0050 98.7650 Sep 19 98.7300 98.7250 98.9750 98.7600 97.6850 +.0100 231,594 97.6850 Dec 16 98.9750 99.1350 99.1400 99.1050 99.1250 231,594 +.0100 98.6700 Dec 19 98.6750 98.7150 98.7100 98.9050 97.6250 +.0100 224,505 Mar 20 98.8600 98.6350 98.6750 98.6300 98.6650 97-5750 +.0050 142,250 Jun 20 98.5800 98.6250 98.5800 98.6150 98.8150 92,368 +.0050 97.5250 98.5750 82,732 Sep 20 98.5300 98.5300 98.5650 98.7700 97.4700 +.0050 98.5200 98.7150 Dec 20 98.4700 98.4700 98.5100 90,244 +.0050 97-4200 98.4250 98.4700 Mar 21 98.4250 98.4600 98.6700 53,826 97.3750 98.6200 47,830 Jun 21 98.3850 98.4200 98.3700 98.4100 97-3300 *** 98.3300 98.3700 98.3600 98.5750 Sep 21 98.3200 97.2900 21,024 Dec 21 98.2750 98.3200 98.2650 98.3050 98.5200 -.0050 97.2500 17,020 NIKkel Stock Average $5 x ihaex LIFETIME High Chg High Open Settle Low Low Open Int 16285 Sep 16 16155 15980 16095 35,866 -30 17795 14990 Dec 16 16115 16215 16060 16495 15060 -20 15950 151 Est vol 13,124; vol 14,927; open int, 36,017 CBOE VOLATILITY INDEX VX Contract Prices (US$) ContractVolume Open Interest Description High Settle Change Close Total Open Low 82857 210686 Aug 16 13.80 13.83 13.825 -0.40 14.25 14.71 16.60 16.25 Sep 16 16.25 16.275 72264 160339 17.00 -0.35 Oct 16 18.25 18.60 18.02 18.000 -0.28 20879 17.99 54491 Nov 16 18.57 18.85 18.35 18.375 18.35 10728 34135 -0.20 18.91 18.45 18.50 Dec 16 18.65 18.475 4716 -0.20 29271 19.85 18575 Jan 17 19.60 19.53 2438 19.525 -0.10 19.50 Feb 17 19.85 19.80 6375 20.05 19.74 19.775 -0.10 943 Mar 17 1835 19.96 20.15 -0.02 20.00 19.90 223 19.950 Source: The Wall Street Journal Online, August 4, 2016. www.wsj.com