Refer to Table 10-4 a. What was the settlement price on the September 2019 Eurodollar futures contract on August 3, 2016. (Round your answer to 2 decimal places. (e.g., 32.16)) b. How many Treasury notes futures contracts traded on August 2, 2016? c. What is the face value on a Canadian Dollar currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 Mini Nasdaq 100 futures contract on August 2, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of Eurodollar futures contract Number of futures contracts c. Face value on a Canadian Dollar currency futures contract d. Settlement price of Mini Nasdag 100 futures contract C AD TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/1, Lifetime High and Low values represent Year-to-date High and Low until further notice KEY TO EXCHANGES: CHT: 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% Low Chg Open 171-310 170-140 Sep 16 Dec 16 LIFETIME High Low 177-110 158-200 173-190 159-290 172-210 171-040 Settle 172-050 170-230 171-140 170-020 Open Int 562,270 958 -60 Est vol 395,934, vol 570030 ceni, 563 225 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME Open High Low Settle Low Open Int Sep 16 Dec 16 132-130 131-130 132-205 131-220 132-085 131-110 132-185 131-205 134-075 133-095 128-140 130-015 2.756.433 13.059 at vol 1,977,784 vol 2.791,794 open in 2.769,492 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Low Chg +1.0 Open 121-250 121-270 Settle 121-280 121285 High 121.290 121-282 LIFETIME High Low 122-285 119-235 121-090 Open Int 2.738.240 12.76 121-220 Sep 16 Dec 16 121-237 Bet 82.506 142,500 open and 2.755.000 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% Settle Open 109 145 High 109-155 Low 109-135 Open Int Sep 16 109-28 108 ago 1,089 190 Eurodollar (CME)-$1,000,000; pts of 100% Settle Chg 0195 -10 -0000 -0100 -0100 --0050 DOSO - 00:50 Aug 16 Sep 16 Oct 16 Dec 16 Mar 17 Jun 17 Sep 17 Dec 17 Mar 18 Jun 18 Sep 18 Dec 18 Mar 19 Jun 19 Sep 19 Dec 16 Dec 19 Mar 20 Jun 20 Sep 20 Dec 20 Open 99.2100 99.1800 99.1500 99.1350 99.1100 99.0750 99.0450 99.000 98.9800 98.9500 98.9050 98.8500 98.8150 98.7750 98.7300 99.1350 98.6750 98.6350 98.5800 98.5300 98.4700 98.4250 98.3850 98.3300 High 99.2100 99.1850 99.1500 99.1400 99.1100 99.0850 99.0550 99.0150 98.9950 98.9600 98.9250 98.8800 98.8500 98.8100 98.7650 99.1400 98.7150 98.6750 98.6250 98.5750 98.5200 98.4700 Low 99.1900 99.1550 99.1350 99-1050 99.000 99.0450 99.0200 98.9750 98.9550 98.9200 08.8850 98.8350 98.8050 98.7630 98.7250 99-1050 98.6700 98.6300 98.5800 98.5300 98.4700 98.4250 983700 98.3200 99.1975 99.1650 99.1400 99.1350 99.1000 99.0750 99.0500 99.0100 98.9900 98.9550 98.9200 98.8750 98.8400 98.8000 98.7600 99.1250 98.7100 98.6650 98.6150 98.5650 98.5100 98.4600 98.4100 98.3600 LIFETIME High Low 99-4350 99.1100 99.4100 98.9200 99-3300 99.1050 993800 98.7500 99-3700 98.6000 99-3500 98.4550 99.3200 98.3250 99.2700 98.050 99.2400 98.1100 99.2000 98.0250 99.1550 97.9500 99.1050 97.8700 99.0650 978100 99.0200 97.7450 98.9750 97.6850 98.9750 97.6850 98.9090 97 650 98.8600 97-5750 98.8150 975250 98.7700 97-4700 98.7150 974200 98.6700 97-3750 986200 97 3300 98.5750 97 2900 Open Int 162.446 1,174,950 36.758 1.393.526 1,016,815 927.67 816383 1,213.547 615,874 461.573 428,536 534.731 390,000 287,696 231.594 231.594 224.505 ..0030 0050 0050 IDO +0100 .0050 ..ooo 92.368 90,244 53.826 4.80 98.4200 98 3700 - 0050 -0050 BBS -.0050 -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 98.9250 98.1850 98.1550 98.1100 98.0850 98.0500 98.0500 98.0000 Mar 23 Jun 23 Sep 23 Dec 23 98.9650 98.9950 98.1850 98.450 98.1200 98.0850 98.0600 98.0200 98.4800 98.4350 98.3950 98-3500 98.3200 98.2850 98.2000 98.1200 97.2200 97.1900 97.1600 97.1350 97.1200 97.1000 97.0800 97.1850 10.521 5456 5.294 5.584 4.537 860 1.253 747 -0050 -0050 -0050 - 0100 Est vol 1,617,455, vol 2,143,795; openint, 10,506,734 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CME)-812,500,000; $ per 100% LIFETIME Chg Low 8282 .9861 Open .9927 -9952 1.0029 9730 Settle .9903 .9940 Open Int 154.625 1,700 High -9942 .9978 1.0049 9940 -0025 --0025 Sep 16 Dec 16 Mar 17 Jun 17 9899 High 1.0131 1.0138 1.0063 1.0182 -9980 -.0025 8305 .8346 .8976 251 9949 9643 1.0026 -20024 Est wol 92,011, vol 145.331; en int. 156.696 Canadian Dollar (CME)-CAD 100,000; $ per CAD LIFETIME Low Open Int Chg +0006 111,397 Sep 16 Dec 16 Mar 17 Jan 17 Open .7634 -7634 7618 7574 High .7657 7659 -7659 -7579 Low -7608 7612 7618 7564 Settle 7648 -7651 .7654 .7657 -0007 *0006 +0000 High 8004 8014 -7999 -7909 .6825 68.40 .6905 3.805 406 147 6917 British Pound (CME)-E62.500; $ per E Low Open Int Sep 16 Dec 16 Mar 17 Jun 17 Open 1.3364 1.3365 1.3300 1.3326 High 1.3382 1.3402 1.3410 1.3350 Low 1.3289 1.3314 1.3243 1.3326 Settle 1.3325 1.3348 1.3371 1.3397 Chg -.0032 --0032 -0032 -.0032 1.5009 1.5000 10 806 1.2827 1.2930 1.2950 14735 230,12 1.965 572 526 1.5003 ist vol 65,616; vol 95,466; openin, 233,265 Swiss Franc (CME)-CHF 125,000; $ per CHF LIFETIME Settle Chg High Open Int Open 1.0396 1.0408 High 1.0403 1.0458 1.0294 1.0299 0100 Sep 16 Dec 16 1.0654 9898 1.0408 1.0354 -0100 1.0602 9964 102 Est vol 18,138; vol 14,808; openint, 44,853 Euro (CME)-C125,000; $ perc LIFETIME Low Chg Low High 1.1945 1.1983 Settle 1.1167 High 1.1666 1.1162 1.0804 Open 1.1244 1.1283 1.1313 1.1332 Open Int 370,655 5.820 -.008: -0080 1.1908 1.1213 Sep 16 Dec 16 Mar 17 Jun 17 1.1701 1.1258 LIT33 1.1315 1.1350 1.1257 1.1324 Ooo -oo8o 1.0850 1.0864 1.1100 1.1309 1.1782 675 ut vol 116,941 vol 3 9 penin, 375.500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 x Index LIFETIME Low che Low High High 18281 Open 18248 Open Int 138.900 Settle 18269 18.495 1818 Sep 16 Dec 16 190 11:19 18186 18103 sa P500 Index (CME)-$250 x Index Low Open 2152.20 2140.00 Sep 16 High 2158.00 2149-30 LIFETIME High 2171.50 1819.80 2163.10 1812.40 Settle 2157.00 2149.40 2145-30 2140.00 Chg +4.30 +440 Open Int 93.992 1,189 Dec 16 Est vol 1,781: vol 3,915; openint, 95,301 Mini S&P 500 (CME)-$50 x index LIFETIME High Low 2145.25 Sep 16 Dec 16 Open 2152.25 214450 2134.75 2158.25 2150-50 2143.00 Settle 2157.00 2149-50 2142.50 High 2171.75 2164.25 2156.50 Low 1807.00 1823.75 1802.00 Open Int 2.902.982 39.058 869 2137.75 Mar 17 213150 +4.25 Est vol 1,362,407; vol 1,964,515, openint 2,943,229 Mini Nasdaq 100 (CME)-$20 x index Open 4713-3 4698.8 High 4729-3 4720.5 Settle 4728.3 4720.3 Open Int 283.965 Sep 16 Dec 16 Low 4698.0 46913 Chg +14.0 +14.0 LIFETIME High Low 4736.5 3983.0 4727.8 3971.5 490 Es vol 168.412 vol 2008 penin, 284,511 Mini Russell 2000 (ICE-US)-$100 x index High Low Open 1199.50 1198.00 LIFETIME High Low 1224.80 979.80 1218.70 1000.00 Chg + 11.10 +11.10 Settle 1211.00 1206.30 Open Int 326,874 1,013 Sep 16 Dec 16 1211.40 1195.90 1198.00 1205.00 Settle Chg Open 16155 16115 Sep 16 Dec 16 High 16285 16215 Low 15980 LIFETIME High Low 17795 14990 16495 15060 16095 16060 Open Int 35.866 15950 -20 Esto 13,124 vol 14,927; openin, 36,017 CBOE VOLATILITY INDEX VX Description Open Interest Low Open 14.25 16.60 Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 Jan 17 Feb 17 Mar 17 High 14.71 17.00 18.60 18.85 18.91 Contract Prices (US$) Close Settle 13.80 13.83 13.825 16.25 16.25 16.275 17.99 18.02 18.000 18.35 18.35 18.375 18.45 18.50 18.475 19.50 19-53 19.525 19.74 19.80 19.775 19.90 19.96 19.930 18.25 18.57 18.65 Contract Volume Total 82857 72264 20879 10728 4716 Change -0.40 -0.35 -0.28 -0.20 -0.20 -0.10 -0.10 210686 160339 54491 34135 29271 18575 6375 1835 19.60 19.85 20.00 19.85 20.05 20.15 2438 943 0.02 Source was one 2016 hp Refer to Table 10-4 a. What was the settlement price on the September 2019 Eurodollar futures contract on August 3, 2016. (Round your answer to 2 decimal places. (e.g., 32.16)) b. How many Treasury notes futures contracts traded on August 2, 2016? c. What is the face value on a Canadian Dollar currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 Mini Nasdaq 100 futures contract on August 2, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of Eurodollar futures contract Number of futures contracts c. Face value on a Canadian Dollar currency futures contract d. Settlement price of Mini Nasdag 100 futures contract C AD TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/1, Lifetime High and Low values represent Year-to-date High and Low until further notice KEY TO EXCHANGES: CHT: 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% Low Chg Open 171-310 170-140 Sep 16 Dec 16 LIFETIME High Low 177-110 158-200 173-190 159-290 172-210 171-040 Settle 172-050 170-230 171-140 170-020 Open Int 562,270 958 -60 Est vol 395,934, vol 570030 ceni, 563 225 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME Open High Low Settle Low Open Int Sep 16 Dec 16 132-130 131-130 132-205 131-220 132-085 131-110 132-185 131-205 134-075 133-095 128-140 130-015 2.756.433 13.059 at vol 1,977,784 vol 2.791,794 open in 2.769,492 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Low Chg +1.0 Open 121-250 121-270 Settle 121-280 121285 High 121.290 121-282 LIFETIME High Low 122-285 119-235 121-090 Open Int 2.738.240 12.76 121-220 Sep 16 Dec 16 121-237 Bet 82.506 142,500 open and 2.755.000 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% Settle Open 109 145 High 109-155 Low 109-135 Open Int Sep 16 109-28 108 ago 1,089 190 Eurodollar (CME)-$1,000,000; pts of 100% Settle Chg 0195 -10 -0000 -0100 -0100 --0050 DOSO - 00:50 Aug 16 Sep 16 Oct 16 Dec 16 Mar 17 Jun 17 Sep 17 Dec 17 Mar 18 Jun 18 Sep 18 Dec 18 Mar 19 Jun 19 Sep 19 Dec 16 Dec 19 Mar 20 Jun 20 Sep 20 Dec 20 Open 99.2100 99.1800 99.1500 99.1350 99.1100 99.0750 99.0450 99.000 98.9800 98.9500 98.9050 98.8500 98.8150 98.7750 98.7300 99.1350 98.6750 98.6350 98.5800 98.5300 98.4700 98.4250 98.3850 98.3300 High 99.2100 99.1850 99.1500 99.1400 99.1100 99.0850 99.0550 99.0150 98.9950 98.9600 98.9250 98.8800 98.8500 98.8100 98.7650 99.1400 98.7150 98.6750 98.6250 98.5750 98.5200 98.4700 Low 99.1900 99.1550 99.1350 99-1050 99.000 99.0450 99.0200 98.9750 98.9550 98.9200 08.8850 98.8350 98.8050 98.7630 98.7250 99-1050 98.6700 98.6300 98.5800 98.5300 98.4700 98.4250 983700 98.3200 99.1975 99.1650 99.1400 99.1350 99.1000 99.0750 99.0500 99.0100 98.9900 98.9550 98.9200 98.8750 98.8400 98.8000 98.7600 99.1250 98.7100 98.6650 98.6150 98.5650 98.5100 98.4600 98.4100 98.3600 LIFETIME High Low 99-4350 99.1100 99.4100 98.9200 99-3300 99.1050 993800 98.7500 99-3700 98.6000 99-3500 98.4550 99.3200 98.3250 99.2700 98.050 99.2400 98.1100 99.2000 98.0250 99.1550 97.9500 99.1050 97.8700 99.0650 978100 99.0200 97.7450 98.9750 97.6850 98.9750 97.6850 98.9090 97 650 98.8600 97-5750 98.8150 975250 98.7700 97-4700 98.7150 974200 98.6700 97-3750 986200 97 3300 98.5750 97 2900 Open Int 162.446 1,174,950 36.758 1.393.526 1,016,815 927.67 816383 1,213.547 615,874 461.573 428,536 534.731 390,000 287,696 231.594 231.594 224.505 ..0030 0050 0050 IDO +0100 .0050 ..ooo 92.368 90,244 53.826 4.80 98.4200 98 3700 - 0050 -0050 BBS -.0050 -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 98.9250 98.1850 98.1550 98.1100 98.0850 98.0500 98.0500 98.0000 Mar 23 Jun 23 Sep 23 Dec 23 98.9650 98.9950 98.1850 98.450 98.1200 98.0850 98.0600 98.0200 98.4800 98.4350 98.3950 98-3500 98.3200 98.2850 98.2000 98.1200 97.2200 97.1900 97.1600 97.1350 97.1200 97.1000 97.0800 97.1850 10.521 5456 5.294 5.584 4.537 860 1.253 747 -0050 -0050 -0050 - 0100 Est vol 1,617,455, vol 2,143,795; openint, 10,506,734 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CME)-812,500,000; $ per 100% LIFETIME Chg Low 8282 .9861 Open .9927 -9952 1.0029 9730 Settle .9903 .9940 Open Int 154.625 1,700 High -9942 .9978 1.0049 9940 -0025 --0025 Sep 16 Dec 16 Mar 17 Jun 17 9899 High 1.0131 1.0138 1.0063 1.0182 -9980 -.0025 8305 .8346 .8976 251 9949 9643 1.0026 -20024 Est wol 92,011, vol 145.331; en int. 156.696 Canadian Dollar (CME)-CAD 100,000; $ per CAD LIFETIME Low Open Int Chg +0006 111,397 Sep 16 Dec 16 Mar 17 Jan 17 Open .7634 -7634 7618 7574 High .7657 7659 -7659 -7579 Low -7608 7612 7618 7564 Settle 7648 -7651 .7654 .7657 -0007 *0006 +0000 High 8004 8014 -7999 -7909 .6825 68.40 .6905 3.805 406 147 6917 British Pound (CME)-E62.500; $ per E Low Open Int Sep 16 Dec 16 Mar 17 Jun 17 Open 1.3364 1.3365 1.3300 1.3326 High 1.3382 1.3402 1.3410 1.3350 Low 1.3289 1.3314 1.3243 1.3326 Settle 1.3325 1.3348 1.3371 1.3397 Chg -.0032 --0032 -0032 -.0032 1.5009 1.5000 10 806 1.2827 1.2930 1.2950 14735 230,12 1.965 572 526 1.5003 ist vol 65,616; vol 95,466; openin, 233,265 Swiss Franc (CME)-CHF 125,000; $ per CHF LIFETIME Settle Chg High Open Int Open 1.0396 1.0408 High 1.0403 1.0458 1.0294 1.0299 0100 Sep 16 Dec 16 1.0654 9898 1.0408 1.0354 -0100 1.0602 9964 102 Est vol 18,138; vol 14,808; openint, 44,853 Euro (CME)-C125,000; $ perc LIFETIME Low Chg Low High 1.1945 1.1983 Settle 1.1167 High 1.1666 1.1162 1.0804 Open 1.1244 1.1283 1.1313 1.1332 Open Int 370,655 5.820 -.008: -0080 1.1908 1.1213 Sep 16 Dec 16 Mar 17 Jun 17 1.1701 1.1258 LIT33 1.1315 1.1350 1.1257 1.1324 Ooo -oo8o 1.0850 1.0864 1.1100 1.1309 1.1782 675 ut vol 116,941 vol 3 9 penin, 375.500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 x Index LIFETIME Low che Low High High 18281 Open 18248 Open Int 138.900 Settle 18269 18.495 1818 Sep 16 Dec 16 190 11:19 18186 18103 sa P500 Index (CME)-$250 x Index Low Open 2152.20 2140.00 Sep 16 High 2158.00 2149-30 LIFETIME High 2171.50 1819.80 2163.10 1812.40 Settle 2157.00 2149.40 2145-30 2140.00 Chg +4.30 +440 Open Int 93.992 1,189 Dec 16 Est vol 1,781: vol 3,915; openint, 95,301 Mini S&P 500 (CME)-$50 x index LIFETIME High Low 2145.25 Sep 16 Dec 16 Open 2152.25 214450 2134.75 2158.25 2150-50 2143.00 Settle 2157.00 2149-50 2142.50 High 2171.75 2164.25 2156.50 Low 1807.00 1823.75 1802.00 Open Int 2.902.982 39.058 869 2137.75 Mar 17 213150 +4.25 Est vol 1,362,407; vol 1,964,515, openint 2,943,229 Mini Nasdaq 100 (CME)-$20 x index Open 4713-3 4698.8 High 4729-3 4720.5 Settle 4728.3 4720.3 Open Int 283.965 Sep 16 Dec 16 Low 4698.0 46913 Chg +14.0 +14.0 LIFETIME High Low 4736.5 3983.0 4727.8 3971.5 490 Es vol 168.412 vol 2008 penin, 284,511 Mini Russell 2000 (ICE-US)-$100 x index High Low Open 1199.50 1198.00 LIFETIME High Low 1224.80 979.80 1218.70 1000.00 Chg + 11.10 +11.10 Settle 1211.00 1206.30 Open Int 326,874 1,013 Sep 16 Dec 16 1211.40 1195.90 1198.00 1205.00 Settle Chg Open 16155 16115 Sep 16 Dec 16 High 16285 16215 Low 15980 LIFETIME High Low 17795 14990 16495 15060 16095 16060 Open Int 35.866 15950 -20 Esto 13,124 vol 14,927; openin, 36,017 CBOE VOLATILITY INDEX VX Description Open Interest Low Open 14.25 16.60 Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 Jan 17 Feb 17 Mar 17 High 14.71 17.00 18.60 18.85 18.91 Contract Prices (US$) Close Settle 13.80 13.83 13.825 16.25 16.25 16.275 17.99 18.02 18.000 18.35 18.35 18.375 18.45 18.50 18.475 19.50 19-53 19.525 19.74 19.80 19.775 19.90 19.96 19.930 18.25 18.57 18.65 Contract Volume Total 82857 72264 20879 10728 4716 Change -0.40 -0.35 -0.28 -0.20 -0.20 -0.10 -0.10 210686 160339 54491 34135 29271 18575 6375 1835 19.60 19.85 20.00 19.85 20.05 20.15 2438 943 0.02 Source was one 2016 hp