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Refer to Table 10-4. a. What was the settlement price on the March 2020 5-Year U.S. Treasury Notes futures contract on March 13, 2020 ?

image text in transcribedimage text in transcribed Refer to Table 10-4. a. What was the settlement price on the March 2020 5-Year U.S. Treasury Notes futures contract on March 13, 2020 ? (Do not round your intermediate calculations. Round your percentage answer to 3 decimal places. (e.g., 32.161)) b. How many September 2020 2-Year U.S. Treasury Notes futures contracts traded on March 13, 2020 ? c. What is the face value on a Canadian Dollar currency futures contract on March 13, 2020 ? d. What was the settlement price on the June 2020 E-mini Dow futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16)) TABLE 10-4 Futures Quote, March 13, 2020 INTEREST RATE FUTURES Expiration U.S. Treasury Bonds ( $100,000; \begin{tabular}{|c|c|c|c|c|c|c|c|} \hline CURRENCY & Last & Change & \begin{tabular}{l} Prior \\ Settle \end{tabular} & Open & High & Low & Volume \\ \hline \multicolumn{8}{|l|}{ Japanese Yen } \\ \hline Mar 2020 & 0.00925 & -0.00025 & 0.00951 & 0.00954 & 0.00957 & 0.00922 & 63,584 \\ \hline Apr 2020 & 0.00927 & -0.00026 & 0.00952 & 0.00957 & 0.00957 & 0.00925 & 364 \\ \hline \multicolumn{8}{|c|}{ Canadian Dollar } \\ \hline Mar 2020 & 0.72360 & 0.00145 & 0.72215 & 0.71825 & 0.72555 & 0.71435 & 44,699 \\ \hline Apr 2020 & 0.72285 & 0.00070 & 0.72215 & 0.71940 & 0.72340 & 0.71600 & 66 \\ \hline \multicolumn{8}{|l|}{ British Pound } \\ \hline Mar 2020 & 1.23090 & -0.02730 & 1.25820 & 1.25730 & 1.26250 & 1.22590 & 42,166 \\ \hline Apr 2020 & 1.22830 & -0.03040 & 1.25870 & 1.25450 & 1.26230 & 1.22830 & 201 \\ \hline \multicolumn{8}{|l|}{ Euro } \\ \hline Mar 2020 & 1.11185 & -0.00595 & 1.11780 & 1.11690 & 1.12230 & 1.10550 & 150,468 \\ \hline Apr 2020 & 1.11500 & -0.00740 & 1.11890 & 1.11880 & 1.12430 & 1.10750 & 504 \\ \hline \multicolumn{8}{|c|}{ INDEX FUTURES } \\ \hline Expiration & Last & Change & \begin{tabular}{l} Prior \\ Settle \end{tabular} & Open & High & Low & Volume \\ \hline \multicolumn{8}{|c|}{ E-mini Dow Index (\$5 DJIA Index) } \\ \hline Mar 2020 & 22,835 & 1,750 & 21,085 & 23,008 & 23,147 & 20,388 & 230,169 \\ \hline Jun 2020 & 22,664 & 1,720 & 20,944 & 22,830 & 23,022 & 20,230 & 230,212 \\ \hline \multicolumn{8}{|c|}{ E-Mini S\&P 500 Index ($50 S\&P 500} \\ \hline \multicolumn{8}{|c|}{ Index) } \\ \hline Mar2020 & 2,664.75 & 195.75 & 2,469.00 & 2,689.75 & 2,707.75 & 2,393.50 & 3,295,273 \\ \hline Jun 2020 & 2,652.75 & 196.75 & 2,456.00 & 2,678.25 & 2,697.25 & 2,380.00 & 3,182,675 \\ \hline \multicolumn{8}{|c|}{ E-Mini Nasdaq-100 Index ( $20} \\ \hline \multicolumn{8}{|c|}{ Nasdaq-100 Index) } \\ \hline Mar 2020 & 7,823.00 & 607.75 & 7,215.25 & 7,910.00 & 7,978.00 & 6,942.50 & 578,813 \\ \hline Jun 2020 & 7,810.25 & 608.50 & 7,201.75 & 7,891.00 & 7,961.00 & 6,925.25 & 440,248 \\ \hline \multicolumn{8}{|c|}{\begin{tabular}{l} E-Mini Russell 2000 Index ($50 \\ Russell 2000 Index) \end{tabular}} \\ \hline Mar2020 & 1199.70 & 89.80 & 1109.90 & 1197.80 & 1217.30 & 1070.50 & 299,016 \\ \hline Jun 2020 & 1191.20 & 85.70 & 1105.50 & 1196.20 & 1211.60 & 1056.60 & 297,538 \\ \hline \end{tabular}

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