Aug 36,59 248,557 Corn(CBT) 5,000 bu. cents por bu July 711.00 73100 708,50 730.00 17.50 Dec 745.75 766.00 742.75 765.00 17.50 Ethanol (CBT)-29,000 gal., per gal. July 2.85 2.86 2.83 2.85 -.01 2.85 2.86 2.82 2.85 .03 Oats (CBT) 5,000 bu.: cents per bu. July 418.25 429.25 418.00 426.50 6.50 Dec 448.50 460.50 448.25 458.00 7.50 Soybeans (CBT) 5,000 bu, cants per bu. July 1500.00 1539.50 1491.00 1537.50 Nov 1491.00 1527.00 1480.50 1525.00 34.0) Soybean Meal (CBT)-100 tons, 5 per ton. 400.10 411.00 399.00 410.20 8.9) Dec 386.50 396.50 384,30 396.20 8.99 Soybean Oil (CBT)-60.000 lbs., cents per Ib. July 62.9B 64.00 61.68 64.21 1.11 Dec 64.70 66.00 63.45 65.98 Rough Rice (CBT)-2.000 cwt. cents per cwt. July 1954.00 1967.50 1912.00 1946.00 -41.0) Sept 1896.50 1900.00 1850.00 1886.00 -39,0) Wheat (CBT)-5.000 bu.: cents per bu. July 869.25 912.00 866.50 901.75 31.75 Sept 887.00 929.75 88425 920.25 32.25 Wheat (KC) 5,000 bu, cents per bu July 908.50 948.00 906.00 938.25 28.75 Sept 924.00 963.00 920.00 954.75 30.00 July Sept 102,441 113.40 113.70 - 95 112.20 112.30 18,274 576,930 Interest Rate Futures 294 Treasury Bonds (CBT)-$100,000; pts 32nds of 100% 291 Sept 114-095 114-125 113-040 113-310 -5.0 871,219 Dec 112-250 113-050 112-060 112-310 -5.0 248 1,265 Treasury Notes (CBT)-$100,000; pts 32nds of 100% 9,819 Sept 113-015 113-030 112-025 112-250 -5,0 1,877,919 46.293 5 Yr. Treasury Notes (CBT)-$100,000; Dts 32nds of 100% June 110-000 110-080 109-207 110-057 21.997 Sept 109-210 109-235 109.020 109-205 1,547,318 32,151 2 Yr. Treasury Notes (CBT)-$200,000; pis 32nds of 100% 72.197 June 105-175 105-217 105-127 105-215 3.2 9,415 Sept 105-022 105-075 104-265 LOS-060 3.7 1,001,945 30,884 30 Day Federal Funds (CBT)-$5,000,000 100-daily avg. 102,981 June 97.995 98.005 97.990 98.000 005 66,763 Aug 97.915 97.940 97.860 97.920 005 160,175 4,104 1 Month Libor (CME)-$3,000,000; pts of 100% 6,575 July 974450 97.4775 97.4350 97.4775 .0325 19,783 Aug 97.3150 97.3500 97.3100 97.3500 0150 10,025 40,791 Eurodollar (CME)-51,000,000; pts of 100% 156,662 July 97,08 50 97.1525 97.0700 97.1350 0450 120,80B Sept 96.8950 96.9600 96.8100 96.9450 0500 1,487,897 20,950 Doc 96.58 50 96.6500 96.4650 96.6250 0500 1.561,574 36,793 March'09 96,3900 96.4650 96,2500 96.4400 0600 1,253,512 Refer to the table above. Suppose today is June 25, 2008, and your firm produces breakfast cereal and needs 50,000 bushels of oats in December 2008 for an upcoming promotion. You would like to lock in your costs today because you are concerned that oats prices might rise between now and December. Required: (a) What price would you effectively be locking in based on the closing price of the day? (Click to select) December. What is the profit or loss on your futures (b) Suppose oats prices are $5.55 per pound position? (Click to select) v