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)) % a. Settlement price of 5-Year U.S. Treasury Notes notes futures contract b. Number of 2-Year U.S. Treasury Notes futures contracts c. Face value on a Canadian Dollar currency futures contract d. Settlement price of E-mini Dow futures contract CAD Futures Quote, March 13, INTEREST RATE FUTURES Last Change Prior Settle Open High Low Volume -200 17808 176'15 17904 174'11 17300 18008 17900 174'11 17205 -217 180/23 200 407,014 136005 136/060 -0 280 136285 136040 137040 135250 687 -1'020 137080 138035 137'160 135255 2,187,664 Expiration U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 Jun 2020 10-Year US. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Mar 2020 Jun 2020 5-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Mar 2020 Jun 2020 2-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Jun 2020 Sep 2020 CURRENCY FUTURES 123'165 124055 -0'042 123 207 123 100 123'165 124'157 24'275 125025 -0'102 123085 123312 14 1,489,041 110/047 110 100 0'002 0055 110045 110045 1 10/073 110 100 110095 110 100 110033 110 100 822,318 1 Prior Settle Last Change Open High Low Volume 0.00925 0.00927 -0.00025 -0.00026 0.00951 0.00952 0.00954 0.00957 0.00957 0.00957 0.00922 0.00925 63,584 364 0.72360 0.72285 0.00145 0.00070 0.72215 0.72215 0.71825 0.71940 0.72555 0.72340 Expiration Japanese Yen Mar 2020 Apr 2020 Canadian Dollar Mar 2020 Apr 2020 British Pound Mar 2020 Apr 2020 Euro Mar 2020 Apr 2020 INDEX FUTURES 0.71435 0.71600 44,699 66 1.23090 1.22830 -0.02730 -0.03040 1.25820 1.25870 1.25730 1.25450 1.26250 1.26230 1.22590 1.22830 42,166 201 1.11185 1.1 1500 -0.00595 -0.00740 1.11780 1.11890 1.11690 1.11880 1.12230 1.12430 1.10550 1.10750 150,468 504 Last Change Prior Settle High Low Volume Open 23,008 22.830 22,835 22,664 1,750 1,720 21,085 20,944 23,147 23,022 20,388 20,230 230,169 230,212 Expiration E-mini Dow Index ($5 x DJIA Index) Mar 2020 Jun 2020 E-Mini S&P 500 Index ($50 % S&P 500 Index) Mar 2020 Jun 2020 E-Mini Nasdaq-100 Index ($20 X Nasdaq-100 Index) Mar 2020 Jun 2020 E-Mini Russell 2000 Index ($50 X Russell 2000 Index) Mar 2020 Jun 2020 2,664.75 2.652.75 195.75 2.469.00 2,689.75 2.707.75 2,393.50 3.295.273 196.75 2.456.00 2,678.25 2,697.25 2,380.00 3,182.675 7.823.00 7,810.25 607.75 7.215.25 608.50 7.201.75 7.910.00 7.891.00 7.978.00 7,961.00 6,942.50 6,925.25 578.813 440.248 1199.70 1191.20 89.80 85.70 1109.90 1105.50 1197.80 1196,20 1217.30 1211.60 1070.50 1056.60 299,016 297,538 Source: CME Group website www.cmegroup.com
