Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

TABLE 23.1 Sample Wall Street Journal Futures Price Quotations begin{tabular}{|c|c|c|c|c|c|c|c|} hline multicolumn{8}{|c|}{ Metal & Petroleum Futures } hline multicolumn{7}{|c|}{ Contract } & multirow{2}{*}{begin{tabular}{r} Open

image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
TABLE 23.1 Sample Wall Street Journal Futures Price Quotations \begin{tabular}{|c|c|c|c|c|c|c|c|} \hline \multicolumn{8}{|c|}{ Metal \& Petroleum Futures } \\ \hline \multicolumn{7}{|c|}{ Contract } & \multirow{2}{*}{\begin{tabular}{r} Open \\ Interest \end{tabular}} \\ \hline & Open & High & hilo & Low & Settle & Chg & \\ \hline \multicolumn{8}{|c|}{ Copper-High (CMX)-25,000 lb; \$ per lb } \\ \hline May & 2.3655 & 2.4260 & & 2.3400 & 2.4050 & 0.0715 & 1,672 \\ \hline July & 2.3375 & 2.4285 & & 2.3340 & 2.4040 & 0.0735 & 99,558 \\ \hline \multicolumn{8}{|c|}{ Gold (CMX)-100 troy oz; \$ per troy oz } \\ \hline May & 1755.70 & 1770.50 & & 1734.10 & 1731.80 & -21.60 & 1,335 \\ \hline June & 1757.50 & 1775.80 & & 172930 & 1734.40 & -21.90 & 257,707 \\ \hline Aug & 1769.40 & 1787.50 & & 1741.90 & 1746.70 & -21.30 & 165,420 \\ \hline Oct & 1780.00 & 1792.90 & & 1750.50 & 1753.60 & -19.60 & 18,096 \\ \hline Dec & 1780.00 & 1800.00 & & 1756.20 & 1760.60 & -18.10 & 63,563 \\ \hline Feb'21 & 1765.00 & 1775.00 & & 1762.00 & 1763.60 & -17.40 & 10,863 \\ \hline \multicolumn{8}{|c|}{ Palladium (NYM) - 50 troy oz; \$ per troy oz } \\ \hline May & & & & & 2021.80 & 169.20 & \\ \hline June & 1873.10 & 20770.00 & & 1863.70 & 2027.10 & 169.20 & 3.381 \\ \hline Sept & 1880.00 & 2050.00 & & 1880.00 & 2016.20 & 161.30 & 3.318 \\ \hline Dec & 2000.00 & 2000.00 & & 2000.00 & 2009.20 & 161.50 & 393 \\ \hline \multicolumn{8}{|c|}{ Platinum (NYM) - 50 troy oz; $ per troy oz. } \\ \hline May & 807.60 & 807.60 & & 805.10 & 864.70 & 52.20 & 8 \\ \hline July & 823.10 & 877.00 & & 822.70 & 86930 & 52.20 & 12,602 \\ \hline \multicolumn{8}{|c|}{ Silver (CMX)5,000 troy oz:; $ per troy oz} \\ \hline May & 17.220 & 17.585 & & 17,220 & 17.464 & 0.418 & 358 \\ \hline \begin{tabular}{l} July \\ Crud. \end{tabular} & 17.225 & 17.985 & & 17.125 & 17.468 & 0.398 & 41,605 \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|c|c|c|c|} \hline \multicolumn{8}{|c|}{ Agricurare Furures } \\ \hline \multicolumn{8}{|c|}{ Corn (CBT) 5,000 bu; cents per bu } \\ \hline July & 320.00 & 322.00 & & 318.00 & 320.75 & 1.50 & 603,507 \\ \hline Dec & 332.25 & 334.00 & & 330.75 & 332.75 & .75 & 346,236 \\ \hline \multicolumn{8}{|c|}{ Oats (CBT) 5,000 bu; cents per bu } \\ \hline March & 313.00 & 323.00 & & 309.50 & 318.75 & 6.75 & 2,732 \\ \hline May & 270.00 & 273.75 & & 267.50 & 269.50 & -.75 & 1,132 \\ \hline \multicolumn{8}{|c|}{ Soybeans (CBT) 5,000 bu; cents per bu } \\ \hline July & 840.50 & 847.75 & & 838.75 & 845.00 & 6.50 & 319,483 \\ \hline Nov & 848.00 & 855.00 & & \( 8 \longdiv { 5 } 5 . 7 5 \) & 852.75 & 7.25 & 173,440 \\ \hline \multicolumn{8}{|c|}{ Soybean Meal (CBT)-100 tons; \$ per ton } \\ \hline July & 287.80 & 288.00 & & 284.50 & 285.10 & -2.40 & 174,198 \\ \hline Dec & 293.50 & 293.80 & & 291.80 & 292.30 & -.70 & 74,397 \\ \hline \multicolumn{8}{|c|}{ Soybean Oil (CBT) 60,000lb; cents per lb } \\ \hline July & 26.61 & 27.40 & & 26.61 & 2732 & .74 & 177,486 \\ \hline Dec & 27.43 & 28.17 & & 27.38 & 28.13 & .76 & 87,635 \\ \hline \multicolumn{8}{|c|}{ Rough Rice ( CBT) =2,000cwt; \$ per cwt } \\ \hline July & 16.06 & 16.38 & & 15.99 & 16.07 & .05 & 6,877 \\ \hline May & 11.91 & 11.95 & & 11.86 & 11.95 & .04 & 4,385 \\ \hline \multicolumn{8}{|c|}{ Wheat (CBT) 5,000 bu; cents per bu } \\ \hline July & 501.50 & 502.75 & & 493.75 & 497.00 & -3.25 & 198,564 \\ \hline Sept & 504.50 & 505.25 & & 497.00 & 500.00 & -3.00 & 76,746 \\ \hline \multicolumn{8}{|c|}{ Wheat (KC) 5,000 bu; cents per bu } \\ \hline \end{tabular} Suppose you purchase a August 2020 feeder cattle futures contract on this day at the last price of the day. What will your profit or loss be if feeder cattle prices turn out to be $1.3113 per pound at expiration? Use Table 231. (Do not round intermediate calculations and enter your answer as a positive value rounded to 2 decimal places, e.g., 32.16.) Treasury Bonds (CBT) $100,000; pts 32 nds of 100% \begin{tabular}{lrrrrrr} June & 181010 & 181040 & 178020 & 178050 & 225.0 & 1,004,681 \\ Sept & 179160 & 179170 & 176180 & 176200 & 225.0 & 17,806 \end{tabular} Treasury Notes (CBT) $100,000; pts 32 nds of 100% \begin{tabular}{lrrrrrr} June & 139115 & 139125 & 125117 & 125122 & -11.0 & 3,265,401 \\ Sept & 139035 & 139050 & 125062 & 125067 & -12.0 & 160,418 \end{tabular} \begin{tabular}{|c|c|c|c|c|c|c|} \hline June & 125255 & 125255 & 125117 & 125122 & -11.5 & 3,301,676 \\ \hline Sept & 125200 & 125207 & 125062 & 125067 & -12.0 & 357,677 \\ \hline \end{tabular} 2 Yr. Treasury Notes (CBT) $200,000; pts 32 nds of 100% \begin{tabular}{lrrrrrr} June & 110094 & 110099 & 110066 & 110068 & -2.1 & 2,306,556 \\ Sept & 110141 & 110144 & 110109 & 110110 & -2.5 & 131,607 \end{tabular} 30 Day Federal Funds (CBT) $5,000,000; 100-daily avg \begin{tabular}{lllllll} May & 99.9475 & 99.9500 & 99.9450 & 99.9475 & -.0025 & 228,664 \\ July & 99.9450 & 99.9500 & 99.9350 & 99.9350 & -.0150 & 215.465 \end{tabular} 10Yr. Del. Int. Rate Swaps (CBT) $100,000; pts 32 nds of 100% Eurodollar (CME) $1,000,000; pts of 100% \begin{tabular}{|lllllll|} May & 99.6375 & 99.6375 & 99.6350 & 99.6234 & -.0141 & 388.142 \\ June & 99.6850 & 99.7000 & 99.6650 & 99.6700 & -.0050 & 1,723.403 \\ Sept & 99.7200 & 99.7300 & 99.6950 & 99.6950 & -.0200 & 1,628,149 \\ Dee & 99.7100 & 99.7200 & 99.6750 & 99.6800 & -.0250 & 1,121,949 \\ \hline \end{tabular} Currency Futures Japanese Yen (CME) - Y12,500,000: S per 100Y May 9395 9303 .9305 708 June 9337 9343 .9305 .9315 .0010 \begin{tabular}{|c|c|c|c|c|c|c|} \hline June & 29.53 & 33.32 & 29.53 & 31.82 & 2.39 & 54,931 \\ \hline July & 29.81 & 33.10 & 29.55 & 31.65 & 2.13 & 308,131 \\ \hline Aug & 30.30 & 33.52 & 30.15 & 32.27 & 2.15 & 248,058 \\ \hline Sept & 30.92 & 33.90 & 30.69 & 32.87 & 2.18 & 304,304 \\ \hline Dec & 32.25 & 34.77 & 32,13 & 34.07 & 2.06 & 339,481 \\ \hline Dec'21 & 35.55 & 37.81 & 35.55 & 3730 & 1.76 & 129,484 \\ \hline \end{tabular} NY Harbor ULSD (NYM) 42,000 gal; \$ per gal June.92051.0286.91951.0064.086052,223 \begin{tabular}{|c|c|c|c|c|c|c|} \hline July & .9585 & 1.0586 & .9556 & 1.0379 & .0831 & 70,002 \\ \hline \multicolumn{7}{|c|}{ Gasoline-NY RBOB (NYM) - 42,000 gal; $ per gal } \\ \hline June & 9700 & 1.0588 & .9682 & 1.0258 & .0556 & 45,072 \\ \hline July & .9882 & 1.0699 & .9830 & 1.0426 & .0588 & 92,197 \\ \hline \multicolumn{7}{|c|}{ Natural Gas (NYM)-10,000 MMBtu; \$ per MMBtu } \\ \hline June & 1.725 & 1.851 & 1.702 & 1.783 & .137 & 101,895 \\ \hline July & 1.903 & 2.020 & 1.878 & 1.959 & .126 & 311,801 \\ \hline Sept & 2.062 & 2.163 & 2.047 & 2.110 & .110 & 133.670 \\ \hline Oct & 2:145 & 2.244 & 2.138 & 2.198 & 100 & 102,926 \\ \hline Jan'21 & 2.965 & 3.033 & 3.964 & 2.993 & .038 & 94,105 \\ \hline April & 2,527 & 2.566 & 2.523 & 2.541 & .022 & 69,921 \\ \hline \multicolumn{7}{|c|}{ Agriculture Futures } \\ \hline \multicolumn{7}{|c|}{ Corn (CBT) 5,000 bu; cents per bu } \\ \hline July & 320.00 & 322200 & 318.00 & 320.75 & +50 & 603.507 \\ \hline Dee: & 832.25 & 394.00 & 330.75 & 332,75 & & \\ \hline \end{tabular} Wheat (KC)5,000 bu; cents per bu \begin{tabular}{|c|c|c|c|c|c|c|} \hline July & 454.25 & 45550 & 444.50 & 446.25 & -6.00 & 121,388 \\ \hline Sept & 461.75 & 461.75 & 451.00 & 452.00 & -6.00 & 39,334 \\ \hline \multicolumn{7}{|c|}{ Cattle-Feeder (CME) 50,000lb; cents per lb } \\ \hline May & 126.175 & 127.000 & 125.500 & 126.600 & 1.875 & 2,013 \\ \hline Aug & 132,100 & 133.700 & 131.575 & 132.550 & 1.475 & 15,413 \\ \hline \multicolumn{7}{|c|}{ Cattle-Live (CME) - 40,000 lb; cents per lb } \\ \hline June & 98.000 & 100.000 & 97.175 & 98.725 & 1.725 & 46,632 \\ \hline Aug & 98.625 & 99.825 & 97.500 & 98.850 & 1.025 & 103,245 \\ \hline \multicolumn{7}{|c|}{ Hogs-Lean (CME) - 40,000 lb; cents per lb } \\ \hline June & 58.500 & 58.800 & 57.100 & 57.650 & -.225 & 32,852 \\ \hline July & 58.375 & 58.450 & 57.050 & 57.650 & -.100 & 58,077 \\ \hline \multicolumn{7}{|c|}{ Lumber (CME) -110.000 bd ft,$ per 1,000bdft} \\ \hline July & 349.80 & 351.00 & 343.30 & 346.20 & 1.20 & 1,579 \\ \hline Sept & 351.10 & 352.90 & 346.70 & 34940 & 2.50 & 715 \\ \hline \multicolumn{7}{|c|}{ Milk (CME) 200,000lb; cents per lb } \\ \hline May & 12.25 & 12.29 & 12.20 & 12.24 & & 4.600 \\ \hline June & 16.75 & 16.90 & 16.32 & 16.66 & -19 & 4.992 \\ \hline \multicolumn{7}{|c|}{ Cocoa (ICE-US)-10 metric tons; $ per ton } \\ \hline July & 2,393 & 2,416 & 2,376 & 2,404 & 5 & 73.008 \\ \hline Sept & 2,367 & 2,390 & 2,354 & 2,379 & 4 & 57,839 \\ \hline \multicolumn{7}{|c|}{ Coffec (ICE-US) 37,500 lb; cents per lb } \\ \hline May & 105.70 & 105.70 & 105.70 & 105.70 & -90 & 9 \\ \hline Iulv & & insin & =sin & & nin & sinsin \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|c|c|c|} \hline May & .7134 & .7173 & .7088 & .7162 & .0073 & 820 \\ \hline June & .7087 & .7175 & .7086 & .7162 & .0073 & 118,950 \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|c|c|c|} \hline \multicolumn{7}{|c|}{ Mini DJ Industrial Average (CBT) $5 index } \\ \hline June & 23600 & 24640 & 23538 & 24507 & 990 & 71,344 \\ \hline Sept & 23559 & 24526 & 23468 & 24405 & 971 & 843 \\ \hline \multicolumn{7}{|c|}{ S\&P 500 Index (CME) $250 index } \\ \hline June & 2854.90 & 2947.30 & 2851.10 & 2947.90 & 101.50 & 103,060 \\ \hline Sept & ... & & ... & 2939.20 & 101.30 & 11 \\ \hline \multicolumn{7}{|c|}{ Mini S\&P 500(CME)$50 index } \\ \hline June & 2859.75 & 2954.75 & 2850.00 & 2948.00 & 101.50 & 3,152,167 \\ \hline Dec & 2844.25 & 2950.00 & 2838.00 & 2934.00 & 101.25 & 37,353 \\ \hline \multicolumn{7}{|c|}{ Mini S\&P Midcap 400(CME)$100 index } \\ \hline June & 1573.00 & 1680.90 & 1571.50 & 1672.60 & 96.40 & 71,759 \\ \hline June & 1628.00 & 1672.50 & 1573.00 & 1668.40 & 94.00 & 4 \\ \hline \multicolumn{7}{|c|}{ Mini Nasdaq 100(CME)$20 index } \\ \hline June & 9135.00 & 9361.50 & 9110.25 & 932550 & 229.00 & 197,701 \\ \hline Sept & 9097.00 & 9344.00 & 9097.00 & 9310.50 & 229.50 & 2,118 \\ \hline \multicolumn{7}{|c|}{ Mini Russell 2000 (ICE-US) $100 index } \\ \hline June & 1254.10 & 1338.20 & 1247.50 & 1333.20 & 86.80 & 547.583 \\ \hline Sept & 1269.70 & 1334.70 & 1246.60 & 1330.80 & 86.60 & 4,901 \\ \hline \end{tabular} Mini Russell 1000 (ICE-US) $100 index June1615.101632.401575.201625.0050.70 U.S. Dollar Index (ICE-US)-\$1,000 index June100.44100.5299.6099.687531,406

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

Authors: Leonard C Maclean, William T Ziemba

1st Edition

9814749931, 978-9814749930

More Books

Students also viewed these Finance questions

Question

Compute periodic depreciation using different methods. LO9

Answered: 1 week ago