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table 10-4 attached Problem 10-1 (LG 10-3) Refer to Table 10.4 a. What was the settlement price on the September 2022 Eurodollar futures contract on

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Problem 10-1 (LG 10-3) Refer to Table 10.4 a. What was the settlement price on the September 2022 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 European Euro currency futures contract on August 3, 2016? d. What was the settlement price on the March 2016 Mini S&P 500 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 European Euro currency futures contract d. Settlement price of Mini S&P 500 futures contract 410,632 EUR TARLE 10 4 Future Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS ALL KEY TO EXCHANGES CHT: Cheng Board of Trade CME Chiago Mercantile change, CDME: Dubai Mercantile change NXT Baronet.de EUREX: EUREX; ICE-KU: RCK Prope, ICE-USEICE Patures USC: Kansas City and of the Montreal change MPLS: Minneapolis Gran Exchange NYM: New York Mercantile Exchange or Nyme SGX-DT: Singapore change Derivatives Trading Treasury Bonds (CBT)-$100,000; pts 32nds of 1009 LIFETIME High Low Settle Open 171-310 Sep 16 Dec 16 High 172-210 171-040 171-140 170-020 155-000 199-290 Openint 563.270 958 170-140 1900 175-190 to.34vol 57000 5612 Treasury Notes (CBT)-$100,000; pts 32nds of 1001 LIFETIME Open High Settle che Low High Open test -100 Sep 16 Des 16 132-130 131-130 13-05 131-20 2.750413 13.059 131-110 33-095 130-015 131-205 twt vol 107.154.743 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Che Settle -2150 Open 121-250 121.270 LIFETIME Low 122-485 119-235 21-090 Sep 16 Deed -220 121-290 12 17.736 a., 2 Yt. Treasury Notes (CBT)-5200,000; pts 32nds of 100% LIFETIME La Settle Chg Low Open 109-145 Open In 1190 Sep 16 100-155 100 109-14 08-30 Eurodollar (CME) 1,000,000; pts of 100% LIFETIME th 1900 as 9-40 Aug 16 Sep 16 Oct 16 16.146 LIL 09. Open 99 2100 99.18 100 99.13 991100 99.00 9.1978 99.16.30 9 9800 Decib Mar 99.3300 3800 . 2500 1000 16 LOS DDD 9:45 9. 99.00 9. UO 99.00 09 981 Sp the 19 Mar . 98 99.00 98 ooo OD 000 9.95.30 99 200 2000 B. 47 65.94 46433 4536 14 00 9. 9.900 1 Dei 8.900 9.500 970 bordo Jun 17 Sep 17 OOD 816,393 3.547 615874 Dec 17 98.455 98 3230 98.209 1100 0250 97-9500 Mar 18 JU 99.0850 99.0550 99.0130 98.9950 90.9600 98.9250 98.800 98.8900 988100 987050 99.1400 Sep 18 Dee 18 Mar 19 Jun 19 Sep 19 Dee 16 2.000 99.0750 99.0450 99.0030 98.9800 9.9500 98.9050 988500 98.8150 98.7750 98.7300 99.1350 98.6750 98.6350 98-5800 98 5300 984700 99.0450 99.0000 98.9750 98.9550 9.900 98.8850 98 8350 98. Bogo 98.00 98.7250 99.1050 086700 98.6300 98.500 98.5300 98.4700 984250 +.000 +.000 423.59 534.731 390,000 28756 231394 +0100 +.000 99. 98.9900 9.9850 98.900 98.8750 98.8.400 98.800 98.7600 99. 8.7100 986650 higa 98.5650 98.5100 98.4600 98.4100 98.3600 98.3050 99 300 aoo 99 400 99 2000 99 1550 99 1030 99.000 99.000 98.97730 98.9750 98.9090 98.86 98 Bo 98.7700 98.7130 98.6700 98.6200 98.5750 98.900 4.OSO 231394 224.505 149.250 Dec 19 Mar 20 Jun 20 Sep 20 Dec 20 +DOGO +0050 1.0050 4.00 97.100 97-7450 97.6.850 97.685 97.ago 97-5750 97-5250 974700 99.4200 973750 97 3900 973900 972500 98.7150 98.6750 98.6250 98.5750 98.5200 98.4700 98.4200 98 3700 983900 82.732 90.244 Mar 21 98.42.50 47.30 Jun 21 Sep 21 Dec 1 98.3850 983300 98.2750 953700 98.3200 2009 17.020 98.2650 2009 92200 973900 982750 98.2350 98.1950 98.6650 98. go 009 5294 050 ooo 5584 Maraa Jun 22 Sep 22 Dec 22 Mar 23 Jun 23 Sep 23 Dec 23 982350 98.2000 98.1900 98.1150 981100 98.00 95.0500 980150 98.1450 98.1150 98.0950 98.0500 98.0000 98.2250 98.1890 98.1550 98.1100 98.0550 98.00 98.agoo 98.0000 981450 981200 9. 9680 98.4350 98.9950 98 3500 98.3200 98.5 98000 951200 971600 97135 971300 90000 97000 97.18 DOS 860 1253 OSO 9-8.01600 95.RO 100 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE).Y12,500,000; per 100 LIFETIME Low ch Open Int Open 0927 DOS LORS 9942 9978 Settle 9903 9940 99 10006 Sep 16 Dec 16 Mar 17 Jun 17 9961 9899 999 Soes 999 Door OT 9940 9730 to 145 13116 Canadian Dollar (CME)-CAD 100,000 per CAD LIFETIME High Open 7634 7034 So ot So 3.80 406 ON Mart Jun 17 - British Pound (CME)-662,500: 5 per TRAIN Mettle Open In 230,182 Laos Open 13364 1-3365 13300 che 003 - High 1-3382 1.3402 1-3410 1.3350 Low 1.3259 13314 1.3243 Sep 16 Dec 16 Mar 17 Jun 17 1.335 1.965 1.5009 15000 1.4735 1.5003 -DO 1.287 1.2930 1.2950 572 LE www68,616, 95,44 wmas Swiss Franc (CME)-CHF 125,000; $ per CHF Settle Open 1.0396 1.0408 High 1.0403 Chg - 0100 LIYETIME High Low L0654 9898 1.0602 .9964 Sep 16 Dec 16 Open Int 44.731 1.0994 1,0408 10799 1.0354 1.0458 - 0100 102 Tutv4,13 vol 14.30; spec. 44.53 Euro (CHE)-C125,000; $ per C LOW Settle Open 11214 1.1289 1.1102 High 1.1245 1.1253 1.1345 11350 --008 2000 Sep 16 Dec 16 Mar 17 Jun 17 LIFETIME High Low 11666 10804 Logo 11733 10864 Open Int 370.655 5.80 1.332 LO 11208 1.1257 1.1324 LIR 1.130 -6050 -.000 1.1332 1.1100 SLO 116.500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 x Index Settle Che Open 18048 18119 LIFETIME High Law 184495 1575 18390 1916 Sep 16 Dec 16 Low Bus 18 +21 1828 18186 Open Int 138.900 490 +21 S&P 500 Index (CME)-$250 x Index High Law Settle Ch Open 21.2.20 21.10.00 Sep 16 LIFETIME High Low 287150 . 2160 Open Int 93.992 214539 2140.00 2157.00 Dreth 24940 -340 Est Min SP 500 (CME)-$50 x index Open LAW Cha Openint 2.902.9 Sep 16 Dec 16 Mar 1 High 2158,25 2150.50 143.00 LIFETISIE Law 1778 1807.00 216425 1823.79 21 0.00 2144.90 223475 231.84 HORTEN Min Nasdag 100 (CHE)-$20 Index Low High Open Open RIDO chg +4-30 Settle 157.00 249-40 Low 189. Bo Sep 16 Dee 16 2198.00 2149 30 217130 216.10 93.990 1189 9140.00 2140.00 Evo velis, 10 Mini S&P 500 (CME)-$50 x Index Open Low Chg Open Int Settle 17.00 Bp 16 Dec 16 Mar 17 12. 2144.50 2134.75 High 5.45 2150 30 2143.00 LIFETIME High Low B.60 216.25 1823-75 2156.50 800.00 2137-75 213150 2149-30 22.30 +4.50 +4.25 39.05 809 utwa 1,401,164,12,13,220 Mini Nasdaq 100 (CME)-$20 x index Low Settle Chg Open 47133 4698.8 LIFETIME High 4736.5 3930 39715 High 4729.3 4720.5 Sep 16 Dec 16 +14.0 4698.0 46913 Open Int 23.965 490 403 14.0 1641205824511 Mini Russell 2000 (ICE-US)-$100 x Index Settle Che La LIFETIME High 124.80 Open Int Open 1199 30 1198.00 Sep 16 De 16 High 11.40 1205.00 119.90 1198.00 1206.50 1918.70 1006.00 1.013 Nikkel Stock Averago CMD-35 x Index Low Settle Open 10155 High 16085 16215 LIFETIME La 1.4990 15060 Open led 506 Sep 16 De 16 16095 10060 -20 15 Ti 12,141403, 5.7 CBOE VOLATILITY INDEXVX Contractame Open Interest Description Contract Prices (US) Settle 13 Total -040 1066 Aug 16 Sep 16 Open 14.25 16.00 . High 17 17.00 60 18. 16.25 7364 11.00 NEO Nu 15 3.000 375 078 18.57 18.65 390 oro- 18.50 2904 NG DNS Jan 17 18.35 45 19:50 1974 19.90 010 WERE 6375 19.8 20.00 20.05 30.5 19.99 19.75 19.9.50 -0.03 Problem 10-1 (LG 10-3) Refer to Table 10.4 a. What was the settlement price on the September 2022 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 European Euro currency futures contract on August 3, 2016? d. What was the settlement price on the March 2016 Mini S&P 500 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 European Euro currency futures contract d. Settlement price of Mini S&P 500 futures contract 410,632 EUR TARLE 10 4 Future Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS ALL KEY TO EXCHANGES CHT: Cheng Board of Trade CME Chiago Mercantile change, CDME: Dubai Mercantile change NXT Baronet.de EUREX: EUREX; ICE-KU: RCK Prope, ICE-USEICE Patures USC: Kansas City and of the Montreal change MPLS: Minneapolis Gran Exchange NYM: New York Mercantile Exchange or Nyme SGX-DT: Singapore change Derivatives Trading Treasury Bonds (CBT)-$100,000; pts 32nds of 1009 LIFETIME High Low Settle Open 171-310 Sep 16 Dec 16 High 172-210 171-040 171-140 170-020 155-000 199-290 Openint 563.270 958 170-140 1900 175-190 to.34vol 57000 5612 Treasury Notes (CBT)-$100,000; pts 32nds of 1001 LIFETIME Open High Settle che Low High Open test -100 Sep 16 Des 16 132-130 131-130 13-05 131-20 2.750413 13.059 131-110 33-095 130-015 131-205 twt vol 107.154.743 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Che Settle -2150 Open 121-250 121.270 LIFETIME Low 122-485 119-235 21-090 Sep 16 Deed -220 121-290 12 17.736 a., 2 Yt. Treasury Notes (CBT)-5200,000; pts 32nds of 100% LIFETIME La Settle Chg Low Open 109-145 Open In 1190 Sep 16 100-155 100 109-14 08-30 Eurodollar (CME) 1,000,000; pts of 100% LIFETIME th 1900 as 9-40 Aug 16 Sep 16 Oct 16 16.146 LIL 09. Open 99 2100 99.18 100 99.13 991100 99.00 9.1978 99.16.30 9 9800 Decib Mar 99.3300 3800 . 2500 1000 16 LOS DDD 9:45 9. 99.00 9. UO 99.00 09 981 Sp the 19 Mar . 98 99.00 98 ooo OD 000 9.95.30 99 200 2000 B. 47 65.94 46433 4536 14 00 9. 9.900 1 Dei 8.900 9.500 970 bordo Jun 17 Sep 17 OOD 816,393 3.547 615874 Dec 17 98.455 98 3230 98.209 1100 0250 97-9500 Mar 18 JU 99.0850 99.0550 99.0130 98.9950 90.9600 98.9250 98.800 98.8900 988100 987050 99.1400 Sep 18 Dee 18 Mar 19 Jun 19 Sep 19 Dee 16 2.000 99.0750 99.0450 99.0030 98.9800 9.9500 98.9050 988500 98.8150 98.7750 98.7300 99.1350 98.6750 98.6350 98-5800 98 5300 984700 99.0450 99.0000 98.9750 98.9550 9.900 98.8850 98 8350 98. Bogo 98.00 98.7250 99.1050 086700 98.6300 98.500 98.5300 98.4700 984250 +.000 +.000 423.59 534.731 390,000 28756 231394 +0100 +.000 99. 98.9900 9.9850 98.900 98.8750 98.8.400 98.800 98.7600 99. 8.7100 986650 higa 98.5650 98.5100 98.4600 98.4100 98.3600 98.3050 99 300 aoo 99 400 99 2000 99 1550 99 1030 99.000 99.000 98.97730 98.9750 98.9090 98.86 98 Bo 98.7700 98.7130 98.6700 98.6200 98.5750 98.900 4.OSO 231394 224.505 149.250 Dec 19 Mar 20 Jun 20 Sep 20 Dec 20 +DOGO +0050 1.0050 4.00 97.100 97-7450 97.6.850 97.685 97.ago 97-5750 97-5250 974700 99.4200 973750 97 3900 973900 972500 98.7150 98.6750 98.6250 98.5750 98.5200 98.4700 98.4200 98 3700 983900 82.732 90.244 Mar 21 98.42.50 47.30 Jun 21 Sep 21 Dec 1 98.3850 983300 98.2750 953700 98.3200 2009 17.020 98.2650 2009 92200 973900 982750 98.2350 98.1950 98.6650 98. go 009 5294 050 ooo 5584 Maraa Jun 22 Sep 22 Dec 22 Mar 23 Jun 23 Sep 23 Dec 23 982350 98.2000 98.1900 98.1150 981100 98.00 95.0500 980150 98.1450 98.1150 98.0950 98.0500 98.0000 98.2250 98.1890 98.1550 98.1100 98.0550 98.00 98.agoo 98.0000 981450 981200 9. 9680 98.4350 98.9950 98 3500 98.3200 98.5 98000 951200 971600 97135 971300 90000 97000 97.18 DOS 860 1253 OSO 9-8.01600 95.RO 100 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE).Y12,500,000; per 100 LIFETIME Low ch Open Int Open 0927 DOS LORS 9942 9978 Settle 9903 9940 99 10006 Sep 16 Dec 16 Mar 17 Jun 17 9961 9899 999 Soes 999 Door OT 9940 9730 to 145 13116 Canadian Dollar (CME)-CAD 100,000 per CAD LIFETIME High Open 7634 7034 So ot So 3.80 406 ON Mart Jun 17 - British Pound (CME)-662,500: 5 per TRAIN Mettle Open In 230,182 Laos Open 13364 1-3365 13300 che 003 - High 1-3382 1.3402 1-3410 1.3350 Low 1.3259 13314 1.3243 Sep 16 Dec 16 Mar 17 Jun 17 1.335 1.965 1.5009 15000 1.4735 1.5003 -DO 1.287 1.2930 1.2950 572 LE www68,616, 95,44 wmas Swiss Franc (CME)-CHF 125,000; $ per CHF Settle Open 1.0396 1.0408 High 1.0403 Chg - 0100 LIYETIME High Low L0654 9898 1.0602 .9964 Sep 16 Dec 16 Open Int 44.731 1.0994 1,0408 10799 1.0354 1.0458 - 0100 102 Tutv4,13 vol 14.30; spec. 44.53 Euro (CHE)-C125,000; $ per C LOW Settle Open 11214 1.1289 1.1102 High 1.1245 1.1253 1.1345 11350 --008 2000 Sep 16 Dec 16 Mar 17 Jun 17 LIFETIME High Low 11666 10804 Logo 11733 10864 Open Int 370.655 5.80 1.332 LO 11208 1.1257 1.1324 LIR 1.130 -6050 -.000 1.1332 1.1100 SLO 116.500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 x Index Settle Che Open 18048 18119 LIFETIME High Law 184495 1575 18390 1916 Sep 16 Dec 16 Low Bus 18 +21 1828 18186 Open Int 138.900 490 +21 S&P 500 Index (CME)-$250 x Index High Law Settle Ch Open 21.2.20 21.10.00 Sep 16 LIFETIME High Low 287150 . 2160 Open Int 93.992 214539 2140.00 2157.00 Dreth 24940 -340 Est Min SP 500 (CME)-$50 x index Open LAW Cha Openint 2.902.9 Sep 16 Dec 16 Mar 1 High 2158,25 2150.50 143.00 LIFETISIE Law 1778 1807.00 216425 1823.79 21 0.00 2144.90 223475 231.84 HORTEN Min Nasdag 100 (CHE)-$20 Index Low High Open Open RIDO chg +4-30 Settle 157.00 249-40 Low 189. Bo Sep 16 Dee 16 2198.00 2149 30 217130 216.10 93.990 1189 9140.00 2140.00 Evo velis, 10 Mini S&P 500 (CME)-$50 x Index Open Low Chg Open Int Settle 17.00 Bp 16 Dec 16 Mar 17 12. 2144.50 2134.75 High 5.45 2150 30 2143.00 LIFETIME High Low B.60 216.25 1823-75 2156.50 800.00 2137-75 213150 2149-30 22.30 +4.50 +4.25 39.05 809 utwa 1,401,164,12,13,220 Mini Nasdaq 100 (CME)-$20 x index Low Settle Chg Open 47133 4698.8 LIFETIME High 4736.5 3930 39715 High 4729.3 4720.5 Sep 16 Dec 16 +14.0 4698.0 46913 Open Int 23.965 490 403 14.0 1641205824511 Mini Russell 2000 (ICE-US)-$100 x Index Settle Che La LIFETIME High 124.80 Open Int Open 1199 30 1198.00 Sep 16 De 16 High 11.40 1205.00 119.90 1198.00 1206.50 1918.70 1006.00 1.013 Nikkel Stock Averago CMD-35 x Index Low Settle Open 10155 High 16085 16215 LIFETIME La 1.4990 15060 Open led 506 Sep 16 De 16 16095 10060 -20 15 Ti 12,141403, 5.7 CBOE VOLATILITY INDEXVX Contractame Open Interest Description Contract Prices (US) Settle 13 Total -040 1066 Aug 16 Sep 16 Open 14.25 16.00 . High 17 17.00 60 18. 16.25 7364 11.00 NEO Nu 15 3.000 375 078 18.57 18.65 390 oro- 18.50 2904 NG DNS Jan 17 18.35 45 19:50 1974 19.90 010 WERE 6375 19.8 20.00 20.05 30.5 19.99 19.75 19.9.50 -0.03