TABLE 10-4 Futures Quote Interest autres Wednesday, August 03, 2016 NOTICE TO READERS // KIY TO CHANGES COMME DE KURR KORISCE CHE ICES DE TEMPS www. Treasury Bonde (CNT)-6100,000 of 100% LIVET Sale IN- Try Notes (CAT)-6100,000s of 100 Open ch O 1405 59. Tresury (CT)-5100.000 100% LAPIT pen 2. Try Notes (CET)-6300,000 3100 we 109 CHE-11.000.000 100 LIRIM Chu A LIFETIME High w Opuwet Ole Det LES is De M D O HT Mara CER w Wendy 2018 most de Il 1 IT !!!! 21 15112 11 Open Stich Law ch LIPTE High La Hoa Atas Der Fine 70 19 19 British Pound (CHE)-63,500 per High WIFT Che Law Openi des Open LE 10 1314 l's Me HD 4735 La LO Swing (CHE-CHF 125.000 CHF LIFETIME High La w Che Open w High LO . L. Tura (CE)-C 3.000 perc LITE ch Open Chy 1 Opret re w Mar Is notre Wed August 2016 ACT) de LIFETIME Chey os D ws Stedes- REITT La he SP500-6110 LIFETIME O Le O Dhe ch . MiniS SOO(CH-350 RELATI WH Ver Law . 30 * 4. Mind and 100 (CHE-20 index LITETER La Che ww Minu 2000 (ICE-US)-5100 Open High . wer SACHE LIFETIME High Open Law H os Spe CHO VOLATILITY INDEX VX Centre 16.00 3 1 5.73 Refer to Table 10.4 a. What was the settlement price on the September 2021 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 3, 2016? c. What is the face value on a Swiss Franc currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 S&P 500 index futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.9.. 32.16)) a Settlement price of Eurodollar futures contract bNumber of futures contracts Face value on a Swiss Franc currency futures contract a Settlement price of S&P 500 Index futures contract CHE TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/11, Lifetime High and low values represent Year-to-date High and low intil further coties KEY TO EXCHANGES: CBT Chicago Board of Trade: CM: Chicago Mercantile Exchange, CMX: Comex, DME: Dubai Mercantile Exchang: ENXTBaronet.liffe EUREX: EUREX: ICE-EU: ICE Putures ropes ICE-US: ICE Patures US: KC Kansas City Board of Trade ME: Montreal Exchange MPLS: Minneapolis Grain chang: NYM: New York Mercantile Exchange or Nymes SGX-DT Singapore Exchange Derivatives Trading lad Treasury Bonds (CBT)-$100,000; pts 32nds of 100% Low Settle Sep 16 Dee 16 Open 171-310 170-140 172-210 171-040 172-oso LIFETIME High Low 177110 155-000 175-190 Chg -6.0 -60 171-140 170-020 Open Int 56270 170-230 150-290 958 Treasury Notes (CBT)-$100,000; pts 32nds of 100% Open High Low Settle Chy LIFETIME High Low Open In Sep 16 132-0 13-18 -1.0 132-05 131-2:20 134-075 Dec 16 130-140 13o-aus 131-205 -10 2.75641 13.0 SYr. Treasury Notes (CBT)-$100,000, pts 32nds of 100% Open LIFETIME Law Settle Openint High 121-390 121-26 Chis -10 Sep 16 Dec 16 24. Treasury Notes (CET)-$200,000; pt 32nds of 100% Law Chg Open 109-1S Low High 109-155 Settle 100-147 High 1090 Openint Sep 16 109-135 0-250 190 at 113.174 Eurodollar (CHE)-$1,000,000; pts of 100% LIFETIME LA Low Che Open 99.2100 99.1100 91500 --0150 Sep Oct 15 Dec 16 M 99-1900 99.1550 99-1350 99-1050 99.6500 99.04550 99.0000 41500 99.1350 99 100 Openine 100440 1950 36.700 506 98.9200 9.1050 9.500 98.6000 - -0100 1016,15 67 Sep Dec Marth Junts - 0100 OSO 050 1-6050 8 3250 20 981300 9.se 99500 73 99.4150 99.4100 99 100 9.500 99 3700 993500 99 100 99.2700 99 2000 9.00 99.1550 9.1050 99.000 9.000 750 8.750 89050 8.8600 ISO 700 99.0450 9.0050 98.00 9.9900 98.9050 98.500 58815 98.7750 98.7300 9.1350 750 9.00 000 Settle 99.1975 99.1650 99.1400 99.183 99.1000 99.0750 99.000 99.000 98.9900 98.9550 98.9200 93.8730 98.8.400 95.000 9.7600 99.1350 95.100 98.6650 58.6150 98.5650 5100 58.4600 98.4100 9.3000 . 99 100 99.1850 99.000 99.1400 99.1100 99.io 99.0550 99.00 99950 9000 98.9290 98.500 98.850 98.800 98.76.50 99.1400 6.15 98.50 956050 3750 9.5200 . 9.00 3700 5.500 5343 DE 15 Mar 10 Jung Sep 19 De 1 Dec 19 Mara 98.9550 960 9.80 8.835 918.8050 98.7650 98.7250 99-1050 98.6700 9.6300 DOO LOG 978 7.100 977450 7,6850 00 +0000 211.894 2004 100 09 07.be 75750 Ho 10100 0050 - 00:30 4.000 . OLA Spo Deco Mer no 54700 4230 90,244 48.50 65-4700 8.50 100 383000 0.000 30 200 1300 8.50 DODE Free ncor Sep 21 Dec 21 98 3300 98.2750 98 3700 98 3200 98.3200 98.3650 98.3600 98.3050 98 8750 98.5200 97.2900 97-2500 -0050 17.00 Mar 23 Jan 22 97.3200 10:52 97.1900 Sep 22 Dec 2 98 ago 98.2000 98.1900 98.1150 58.1100 98.0800 98.05oo 98.0150 97.1600 983750 98.2350 98. 1950 981450 08.11.50 98.0950 98.0500 93.0200 98.2650 98.225o 98.1850 981450 98.1300 98.25 98.1850 98.1580 98.1100 08.0850 98.0500 98.0500 98.0000 -0050 -OOSO -0050 -0050 -0050 -0050 Mar 23 9800 98.4350 983950 983500 983300 98.850 2000 98.1900 5294 5.554 971350 97.1200 Jun 23 971000 860 Sep 23 Dec 23 98.0850 1.0600 8.000 97080 97.1890 1.253 247 -0100 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE)-12,500,000; per 100% Settle Open 999 9952 High .9942 9978 1.0049 9940 Low 9561 9899 Sep 16 Dec 16 Mar 17 Jun 17 Chi -Oos -0025 - 0 Openint 15625 1.300 -9903 -9940 9980 1.0026 LIFETIME High Low 1.013 Has 1.013 8305 1.0063 8416 10182 5976 1.0099 -9909 --0024 Canadian Dollar (CME)-CAD 100,000; S per CAD Open Low Settle Openine Chis 4.0000 Sep 16 Dec 16 High 3657 5669 7659 7579 7608 7612 76 7634 7618 3.bos LIFETIME Low S004 6835 8014 6810 2999 6905 7909 0917 7641 -7050 7654 657 -.0007 ..000 100 4.000 IN st British Pound (CME)-62,500 per TRERIT High Law Open to Open 14 1365 1.3300 1320 Nettle 1.3333 1334 Sep 16 De 16 Mar Jun 19 TOE Low 1.3959 1944 1.3943 2926 ch -001 -003 400 13410 13350 High 3000 15000 TIS 5000 1207 12930 1.2950 1.005 57 1.1997 - 003 Swiss Franc (CHE)-CHF 125,000; 5 per CHF Low Chg Open Open 10396 1.0405 Sep 16 LIFETIME Hich Low 1.0654 Loo 9964 Settle 1.0299 1,034 1.0403 4 -100 1.0994 Los 44,731 100 Dee it Euro (CHE)-C125,000 perc Open High Law Settle Che Open it 11344 LO L116 LIN 1.1245 1.138 LAS -ook -colo LIFETIME High Low LI Lofos 11701 L. LITE 0054 CTE Dec 16 Star Jun 12 LIST obo 1.1309 11350 673 OWO- Index Futures Wednesday, August 03, 2016 Mini Di Industrial Average (CBT)-55 x Index Jun 17 1.1332 1.1350 1.1324 1.1300 -0080 1.1100 675 Est 16, 941 111.019,00 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 x Index Low High 1828 Chg Open Int Open 1848 18149 Sep 16 LIFETIME High Low 18495 15751 18390 15916 Settle 18269 18174 18188 18103 +31 Dee 16 18186 138.900 190 S&P 500 Index (CME)-$250 x Index LIFETIME Open 2152.00 Sep 16 Decio Low 2145.30 2140.00 Che +430 2158.00 2149 30 Settle 2157.00 2149.40 High 2171.50 2163.10 Law 1819.80 1812.40 Open Int 93.992 115 2140.00 440 Mini S&P 500 (CME)-550 x Index Low Settle Chr Openint Sep 16 Dec Mar 17 Open 2159.35 214450 2134.75 2155.25 2150 50 2143.00 2145 as 2137.195 2157.00 2149.50 214.50 LIFETIME High Low 217175 17.00 164.05 156.50 503.00 2.902.982 39.05 Hog -4.5 Mini Nasdaq 100 (CHE)-520 Index LIFETIME High Open Low Settle che Mini Nasdaq 100 (CME)-520 x Index Wigh Settle LIFETIME High Chx Openint Sep 10 Dhe Open 4933 460 . 4933 45 47205 WS 2011 MU Russell 2000 (ICE-US)-5100 x Index LIVET LIFETIME Open Settle che High Operator ep 16 Dec High 11:40 tosco 100 19.00 119.00 20:30 TO 1006.00 Nikkel Stock Average (CHE-55x index LIFETIME High Lam tom Seite ch Open 10155 160 605 De Centre Total Description Open CHON VOLATILITY INDEX VX Contract Pries (US) Law Settle . 16 1. Arc Sep 1.00 10 Chit Openi Open 1199-50 1198.00 Set 11.00 Sep 16 Dec 16 High 1211.40 105.00 10 1199.90 1198.00 High 1994 80 18.20 LOW 79.80 1006.00 306.30 11.10 1,011 2.043, Nikkel Stock Average CME)-55 x index LIFETIME che Openint Open 16155 16115 Sep 16 De 16 160 Low 15980 15930 LIFETIME High Low 17795 14990 16195 15060 Settle 16095 16060 16015 .-20 151 CROE VOLATILITY INDEX VX Open Interest Description Open 1425 Change -0.40 -0.35 Aug 16 Sep 16 Oct 16 16 Dec 16 0110 ContractVolume Total Has 72264 1087 102 0916 -0.36 High 14.71 17.00 18.00 188 16.91 19.85 20.05 10.15 Contract Prices (USS) Low Close Settle 13.80 13:03 13.8as 16.25 1625 16.375 17.99 18. 1.000 IR 18-375 18.45 18.50 18.45 19.50 19.53 19.595 19.74 19.775 39.90 19.950 15.95 1857 118.65 9.60 -0.00 0.00 -0,10 Pe 1 19.30 -0.10 -0.00 20.00 TABLE 10-4 Futures Quote Interest autres Wednesday, August 03, 2016 NOTICE TO READERS // KIY TO CHANGES COMME DE KURR KORISCE CHE ICES DE TEMPS www. Treasury Bonde (CNT)-6100,000 of 100% LIVET Sale IN- Try Notes (CAT)-6100,000s of 100 Open ch O 1405 59. Tresury (CT)-5100.000 100% LAPIT pen 2. Try Notes (CET)-6300,000 3100 we 109 CHE-11.000.000 100 LIRIM Chu A LIFETIME High w Opuwet Ole Det LES is De M D O HT Mara CER w Wendy 2018 most de Il 1 IT !!!! 21 15112 11 Open Stich Law ch LIPTE High La Hoa Atas Der Fine 70 19 19 British Pound (CHE)-63,500 per High WIFT Che Law Openi des Open LE 10 1314 l's Me HD 4735 La LO Swing (CHE-CHF 125.000 CHF LIFETIME High La w Che Open w High LO . L. Tura (CE)-C 3.000 perc LITE ch Open Chy 1 Opret re w Mar Is notre Wed August 2016 ACT) de LIFETIME Chey os D ws Stedes- REITT La he SP500-6110 LIFETIME O Le O Dhe ch . MiniS SOO(CH-350 RELATI WH Ver Law . 30 * 4. Mind and 100 (CHE-20 index LITETER La Che ww Minu 2000 (ICE-US)-5100 Open High . wer SACHE LIFETIME High Open Law H os Spe CHO VOLATILITY INDEX VX Centre 16.00 3 1 5.73 Refer to Table 10.4 a. What was the settlement price on the September 2021 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 3, 2016? c. What is the face value on a Swiss Franc currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 S&P 500 index futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.9.. 32.16)) a Settlement price of Eurodollar futures contract bNumber of futures contracts Face value on a Swiss Franc currency futures contract a Settlement price of S&P 500 Index futures contract CHE TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS: As of 6/15/11, Lifetime High and low values represent Year-to-date High and low intil further coties KEY TO EXCHANGES: CBT Chicago Board of Trade: CM: Chicago Mercantile Exchange, CMX: Comex, DME: Dubai Mercantile Exchang: ENXTBaronet.liffe EUREX: EUREX: ICE-EU: ICE Putures ropes ICE-US: ICE Patures US: KC Kansas City Board of Trade ME: Montreal Exchange MPLS: Minneapolis Grain chang: NYM: New York Mercantile Exchange or Nymes SGX-DT Singapore Exchange Derivatives Trading lad Treasury Bonds (CBT)-$100,000; pts 32nds of 100% Low Settle Sep 16 Dee 16 Open 171-310 170-140 172-210 171-040 172-oso LIFETIME High Low 177110 155-000 175-190 Chg -6.0 -60 171-140 170-020 Open Int 56270 170-230 150-290 958 Treasury Notes (CBT)-$100,000; pts 32nds of 100% Open High Low Settle Chy LIFETIME High Low Open In Sep 16 132-0 13-18 -1.0 132-05 131-2:20 134-075 Dec 16 130-140 13o-aus 131-205 -10 2.75641 13.0 SYr. Treasury Notes (CBT)-$100,000, pts 32nds of 100% Open LIFETIME Law Settle Openint High 121-390 121-26 Chis -10 Sep 16 Dec 16 24. Treasury Notes (CET)-$200,000; pt 32nds of 100% Law Chg Open 109-1S Low High 109-155 Settle 100-147 High 1090 Openint Sep 16 109-135 0-250 190 at 113.174 Eurodollar (CHE)-$1,000,000; pts of 100% LIFETIME LA Low Che Open 99.2100 99.1100 91500 --0150 Sep Oct 15 Dec 16 M 99-1900 99.1550 99-1350 99-1050 99.6500 99.04550 99.0000 41500 99.1350 99 100 Openine 100440 1950 36.700 506 98.9200 9.1050 9.500 98.6000 - -0100 1016,15 67 Sep Dec Marth Junts - 0100 OSO 050 1-6050 8 3250 20 981300 9.se 99500 73 99.4150 99.4100 99 100 9.500 99 3700 993500 99 100 99.2700 99 2000 9.00 99.1550 9.1050 99.000 9.000 750 8.750 89050 8.8600 ISO 700 99.0450 9.0050 98.00 9.9900 98.9050 98.500 58815 98.7750 98.7300 9.1350 750 9.00 000 Settle 99.1975 99.1650 99.1400 99.183 99.1000 99.0750 99.000 99.000 98.9900 98.9550 98.9200 93.8730 98.8.400 95.000 9.7600 99.1350 95.100 98.6650 58.6150 98.5650 5100 58.4600 98.4100 9.3000 . 99 100 99.1850 99.000 99.1400 99.1100 99.io 99.0550 99.00 99950 9000 98.9290 98.500 98.850 98.800 98.76.50 99.1400 6.15 98.50 956050 3750 9.5200 . 9.00 3700 5.500 5343 DE 15 Mar 10 Jung Sep 19 De 1 Dec 19 Mara 98.9550 960 9.80 8.835 918.8050 98.7650 98.7250 99-1050 98.6700 9.6300 DOO LOG 978 7.100 977450 7,6850 00 +0000 211.894 2004 100 09 07.be 75750 Ho 10100 0050 - 00:30 4.000 . OLA Spo Deco Mer no 54700 4230 90,244 48.50 65-4700 8.50 100 383000 0.000 30 200 1300 8.50 DODE Free ncor Sep 21 Dec 21 98 3300 98.2750 98 3700 98 3200 98.3200 98.3650 98.3600 98.3050 98 8750 98.5200 97.2900 97-2500 -0050 17.00 Mar 23 Jan 22 97.3200 10:52 97.1900 Sep 22 Dec 2 98 ago 98.2000 98.1900 98.1150 58.1100 98.0800 98.05oo 98.0150 97.1600 983750 98.2350 98. 1950 981450 08.11.50 98.0950 98.0500 93.0200 98.2650 98.225o 98.1850 981450 98.1300 98.25 98.1850 98.1580 98.1100 08.0850 98.0500 98.0500 98.0000 -0050 -OOSO -0050 -0050 -0050 -0050 Mar 23 9800 98.4350 983950 983500 983300 98.850 2000 98.1900 5294 5.554 971350 97.1200 Jun 23 971000 860 Sep 23 Dec 23 98.0850 1.0600 8.000 97080 97.1890 1.253 247 -0100 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE)-12,500,000; per 100% Settle Open 999 9952 High .9942 9978 1.0049 9940 Low 9561 9899 Sep 16 Dec 16 Mar 17 Jun 17 Chi -Oos -0025 - 0 Openint 15625 1.300 -9903 -9940 9980 1.0026 LIFETIME High Low 1.013 Has 1.013 8305 1.0063 8416 10182 5976 1.0099 -9909 --0024 Canadian Dollar (CME)-CAD 100,000; S per CAD Open Low Settle Openine Chis 4.0000 Sep 16 Dec 16 High 3657 5669 7659 7579 7608 7612 76 7634 7618 3.bos LIFETIME Low S004 6835 8014 6810 2999 6905 7909 0917 7641 -7050 7654 657 -.0007 ..000 100 4.000 IN st British Pound (CME)-62,500 per TRERIT High Law Open to Open 14 1365 1.3300 1320 Nettle 1.3333 1334 Sep 16 De 16 Mar Jun 19 TOE Low 1.3959 1944 1.3943 2926 ch -001 -003 400 13410 13350 High 3000 15000 TIS 5000 1207 12930 1.2950 1.005 57 1.1997 - 003 Swiss Franc (CHE)-CHF 125,000; 5 per CHF Low Chg Open Open 10396 1.0405 Sep 16 LIFETIME Hich Low 1.0654 Loo 9964 Settle 1.0299 1,034 1.0403 4 -100 1.0994 Los 44,731 100 Dee it Euro (CHE)-C125,000 perc Open High Law Settle Che Open it 11344 LO L116 LIN 1.1245 1.138 LAS -ook -colo LIFETIME High Low LI Lofos 11701 L. LITE 0054 CTE Dec 16 Star Jun 12 LIST obo 1.1309 11350 673 OWO- Index Futures Wednesday, August 03, 2016 Mini Di Industrial Average (CBT)-55 x Index Jun 17 1.1332 1.1350 1.1324 1.1300 -0080 1.1100 675 Est 16, 941 111.019,00 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 x Index Low High 1828 Chg Open Int Open 1848 18149 Sep 16 LIFETIME High Low 18495 15751 18390 15916 Settle 18269 18174 18188 18103 +31 Dee 16 18186 138.900 190 S&P 500 Index (CME)-$250 x Index LIFETIME Open 2152.00 Sep 16 Decio Low 2145.30 2140.00 Che +430 2158.00 2149 30 Settle 2157.00 2149.40 High 2171.50 2163.10 Law 1819.80 1812.40 Open Int 93.992 115 2140.00 440 Mini S&P 500 (CME)-550 x Index Low Settle Chr Openint Sep 16 Dec Mar 17 Open 2159.35 214450 2134.75 2155.25 2150 50 2143.00 2145 as 2137.195 2157.00 2149.50 214.50 LIFETIME High Low 217175 17.00 164.05 156.50 503.00 2.902.982 39.05 Hog -4.5 Mini Nasdaq 100 (CHE)-520 Index LIFETIME High Open Low Settle che Mini Nasdaq 100 (CME)-520 x Index Wigh Settle LIFETIME High Chx Openint Sep 10 Dhe Open 4933 460 . 4933 45 47205 WS 2011 MU Russell 2000 (ICE-US)-5100 x Index LIVET LIFETIME Open Settle che High Operator ep 16 Dec High 11:40 tosco 100 19.00 119.00 20:30 TO 1006.00 Nikkel Stock Average (CHE-55x index LIFETIME High Lam tom Seite ch Open 10155 160 605 De Centre Total Description Open CHON VOLATILITY INDEX VX Contract Pries (US) Law Settle . 16 1. Arc Sep 1.00 10 Chit Openi Open 1199-50 1198.00 Set 11.00 Sep 16 Dec 16 High 1211.40 105.00 10 1199.90 1198.00 High 1994 80 18.20 LOW 79.80 1006.00 306.30 11.10 1,011 2.043, Nikkel Stock Average CME)-55 x index LIFETIME che Openint Open 16155 16115 Sep 16 De 16 160 Low 15980 15930 LIFETIME High Low 17795 14990 16195 15060 Settle 16095 16060 16015 .-20 151 CROE VOLATILITY INDEX VX Open Interest Description Open 1425 Change -0.40 -0.35 Aug 16 Sep 16 Oct 16 16 Dec 16 0110 ContractVolume Total Has 72264 1087 102 0916 -0.36 High 14.71 17.00 18.00 188 16.91 19.85 20.05 10.15 Contract Prices (USS) Low Close Settle 13.80 13:03 13.8as 16.25 1625 16.375 17.99 18. 1.000 IR 18-375 18.45 18.50 18.45 19.50 19.53 19.595 19.74 19.775 39.90 19.950 15.95 1857 118.65 9.60 -0.00 0.00 -0,10 Pe 1 19.30 -0.10 -0.00 20.00
