Suppose it is February 22, 2006 and you have the following data for the S&P500 and the FTSE 100. Since the index futures expire on the 3rd Friday of the month, there

are approximately 4 months until the expiration of the June contract, and 7 months until the expiration of the September contract. Fill in the missing numbers in this table of stock index futures prices.

Country Index Name Index Value Dividend yield(annualized) Spot interest rate(annualized) Futures term(months) Futures Price(same unit as index value)

US S&P 500 1292.67 1.70% 4.68 % 4 ???

UK FTSE 100 5872.40 ??? 4.29 % 7 5850.5

Note: Multiply by $250 to get actual values for S&P 500 spot and futures prices, and by 10 for the FTSE 100.