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Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS Ax of 6/15/, Lietie Hand wales representar- tate High and low until further KEY TO

Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS Ax of 6/15/, Lietie Hand wales representar- tate High and low until further KEY TO EXCHANGES. CBT Chicago Board of Traders CM: Chicago Mercantile Exchange: CMX: Cimex DME Dubai Mercantile change ENXT: Euronextliffe KURIX EURO ICE-EU. ICR Putures rope; ICE-US ICE Futures US: K: Kan City Board of Trade Montreal changes MPLS: Minneapolis Grain change NYM: New York Mercantile Exchange, or Nymer, SCX-DT: Singapore Wxchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% Low Open 1712310 170-140 High 170-210 Sep 16 Dec 16 LIFETIME High Low 17- 150-200 175-190 159-990 Settle 172-ogo 170-230 Chig -60 60 1971-140 170-000 Open Int 51.270 171-040 70.0.2 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME High Low Open LOW Settle Che Open Int Sep 16 125-140 132-130 131.130 133-205 131-220 133-08 131-110 134-075 133-095 Dec 15 -205 10 130-015 12.090 2:40 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Open Low Che High 121-900 Settle 1-RO LIFETIMA Low 110-23 101-000 Open tot 2440 10 Sep 16 Dees 20 121-237 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% LIVITIM Open High Low Che Settle 109-14 High 100- Open tot 14.00 Seps 109-145 109-155 08-5 Eurodollar (CHE)-51,000,000; pts of 100% LIFETIME Law Settle Chew Openint Low Settle Chg Open 109-145 High 109-155 Open Int Sep 16 Low 108-250 109-135 16-17 109-182 1,089,190 to 317,134 Vol 610,02 1,093.059 Eurodollar (CME)-$1,000,000; pts of 100% Settle Chy 0125 Ang 16 Sep 16 0130 -0000 - 0100 -100 Oct 16 Dec 16 Mar 17 Jun 17 Sep 17 Dec 17 Mar 18 Jun 15 Open In 162.446 1,174.950 36,768 1.393.526 1,016,815 927,677 316 393 1,272,347 615.824 464573 -00:50 0050 Open 99.2100 99.1800 99.1500 99.1350 99.1100 99.0750 99.0450 99.0050 98.9800 98.9500 98.9050 98.8500 90.8150 98.7750 98.7300 99.1350 98.6750 08.0350 08.10 0853300 984700 98.450 08.30 0.00 7 Sep 18 High 99,2100 99.1850 99.1500 99.1400 99.1100 99.0850 99.0550 99.0150 98.9950 98.9600 93.9250 98.8800 98.00 95.100 08.7650 99.1400 98.750 98.750 98.000 8,5750 98.00 984700 08.4000 93700 963200 99.1975 99.160 99.1400 99.1350 99.1000 99.0750 99.0500 99.0100 98.9900 98.9550 98.9200 98.8750 98.8.400 98.8000 98.7600 99.11.30 98.7100 98.6650 98.6150 Low 99.1900 99.1550 99.1350 99-1050 99.0800 99.0450 99.0200 98.9750 98.9550 95.9900 98.8850 011 8350 98.8050 98.7650 08.7950 99.1050 98.6700 08.600 PATHI 08.5300 98.4700 984950 983700 98 3800 LIFETIME Low 99.4350 99.1100 99.4100 98.9200 99-1300 99.1050 99.800 98.7500 99-3700 98.6000 99 3500 98.4550 99.3200 98.3950 99.2700 98.2050 99,2400 98.1100 99.2000 98.0250 99.15.50 97.9900 99.1050 99.0650 97.8100 99.0000 977450 98.9750 97.6850 08.9750 976850 98 900 97.6250 98 8600 078750 8.50 97.5250 7700 97400 98.760 4200 95.6790 W37 58.0000 300 98.8750 97.9900 9.00 97.8700 +0050 4.00 4,0050 +0100 100 534.31 390,000 38,696 331894 M Jun 19 Sep 19 Dec 16 Dec 19 Mar 30 4.0100 24.305 2,959 1.000 Sep 0 +.000 1.000 0050 90344 Mar 98.5100 98.4600 98.4100 98.3600 9.30 08 Sep 0050 19.000 97.2200 Jun 22 Sep 22 De 22 96.0330 98.2000 98.1900 981150 08.1100 98.6800 98,050 18.0150 10.591 5456 5.994 98.2750 98.2350 98.1950 98.450 98.1150 91.0950 98.0500 98.0200 95.350 98.1850 98.1550 38.1100 08.08 986.0500 98.000 98.0000 - -0050 - 0050 -0050 -.000 - Mat 98.9650 95. ago 98.ga 981450 98.1200 08.08 98.0600 95.000 98.4800 98.4350 083950 981500 98.3200 98.480 08.2000 98.1300 97.1900 97.1600 971350 97.1200 97.1000 97.boo 97.iso 4.537 60 0050 Dec 23 --0100 125 747 tot ...... Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE)-812,500,000; per 100% Setile Open 07 Dee in High 9940 0978 1.0049 0940 1566 Low 361 01100 2009 0610 Che co -0005 -2005 Open dat 154,603 1.700 LIFETIME High Low LOU LOU 1905 10060 Lo 9040 L0009 0730 Canadian Dollar (CME)-CAD 100,000; S per CAD Open 7034 7034 High 2017 Settle 968 763 Che 0006 LIITIME High Law HO mas Rou 6800 6000 900 196 -.OOOT ..0000 7579 65 British Pound (CHE)-62,500 per Low Settle Sep 16 Open 1.3364 13365 13300 13336 High 1.3382 1.3402 1.3410 Dec 16 Mar 17 Jun 17 1.3289 13314 1.3043 1.3335 1.3348 1.3371 1.3397 Chg -0032 -0032 -003 -0033 1.5009 15000 14735 15003 Low 1.2806 1.2827 1.2939 1.1950 Open Int 230,182 1.965 572 526 13350 165.623 Swiss Franc (CME)-CHF 125,000; $ per CHF Low Sep 16 Dec 16 Open 3.0396 1.0408 Openint Che 0100 LIFETIME High Low 1,0654 9898 10602 9964 Settle 1.0999 10354 1.0403 1.0458 1.0294 1.0408 -0100 44.731 102 Euro (CME)-C125,000; $ perc High Open 1.1344 1.1983 Low 116 Open tot Settle 1110 1.1013 US Sep 16 Dec 16 M12 Jun 17 LI 1.13 1.1315 Che -oo - - -oota LIFETIME lich Low 1.1666 1.0304 1.1708 LORO 1170 1.0664 L1100 ASS . 1133 11314 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 index Open Law Che High 1 Settle 6 LIFETIME High Law 1149 171 Open Sep De 15158 15103 S&P 500 Index (CME)-$250 x Index Low Open 2152.20 2140.00 High 2158.00 2149.30 Sep 16 Dec 16 2145.30 LIFETIME High Low 2171.50 1819.80 2163.10 1812.40 Settle 2157.00 2149.40 Chg *430 4.40 Open Int 93.99 1,189 2140.00 et 1. ink, Mini S&P 500 (CME)-$50 x Index LIFETIME Low Low Che Sep 16 Dec 16 Open 915925 214450 2134-75 High 2158.25 2150-30 2143.00 2145.25 2137.75 2131.50 Settle 2157.00 1149-50 2148.50 2171.75 21645 2156 50 4.50 Openint 9.900,98 31.053 869 180.00 1823-75 180.00 Mar Mini Wasdaq 100 (CHE)-$20 x Index Low Che Open 4713-3 4698.8 High 4729-3 Sep 16 LIFETIME High Low 47365 3983.0 473 19715 Settle 47283 47203 Open In . LO Dec 16 match 2014 Hin Russell 2000 (ICE-US)-$100 x Index LIFETIME Low High Law Ches Settle BLOG Open tot Open 1199.50 9.00 1195.00 110.00 De 16 1865.00 106.30 LO 17 1000.00 Nikkel Stock AS (CHE)-55 x Index Open 16155 36115 Sep 16 Low 15950 15950 Chu -30 10285 16315 Settle 16095 ( 16060 LIFETIME High Low 17795 14990 16495 15060 Open Int 35.866 Dec 16 -20 Description ContractVolume Total Open Interest Open 14.23 Aug 16 Sep 16 Oct 16 Nov 16 Dec Jan 17 16.00 18.35 1837 18.65 CHOE VOLATILITY INDEX VX Contract Prices (US) Low Close Settle Change 13.30 13.33 -0.40 16.08 16.25 16.975 17,90 18.00 18.000 -0.00 183 1837 -0.00 18.45 18.30 - 19.50 19.45 -0.10 19.74 19.00 19-775 -0.10 19.90 19.90 19.950 -0.00 High 14.70 17.00 8.60 11.85 18.91 19.55 20.05 2015 3009 54091 3415 39272 19.60 4716 2038 90 Feb 19.85 20.00 6075 Refer to Table 10-4 a. What was the settlement pnce on the September 2021 Eurodollar futures contract on August 3, 20167 (Round your answer to 2 decimal places. (e.g., 3216)) 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, 16? (Round your answer to 2 decimal places. (e.g., 32.16) a Settlement pace of Eurodolares contract b Number of futures contracts Face value on a San Franc currency futures contract d. Settlement price of S&P 500 index futures contract CHE Interest Rate Futures Wednesday, August 03, 2016 NOTICE TO READERS Ax of 6/15/, Lietie Hand wales representar- tate High and low until further KEY TO EXCHANGES. CBT Chicago Board of Traders CM: Chicago Mercantile Exchange: CMX: Cimex DME Dubai Mercantile change ENXT: Euronextliffe KURIX EURO ICE-EU. ICR Putures rope; ICE-US ICE Futures US: K: Kan City Board of Trade Montreal changes MPLS: Minneapolis Grain change NYM: New York Mercantile Exchange, or Nymer, SCX-DT: Singapore Wxchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% Low Open 1712310 170-140 High 170-210 Sep 16 Dec 16 LIFETIME High Low 17- 150-200 175-190 159-990 Settle 172-ogo 170-230 Chig -60 60 1971-140 170-000 Open Int 51.270 171-040 70.0.2 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME High Low Open LOW Settle Che Open Int Sep 16 125-140 132-130 131.130 133-205 131-220 133-08 131-110 134-075 133-095 Dec 15 -205 10 130-015 12.090 2:40 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Open Low Che High 121-900 Settle 1-RO LIFETIMA Low 110-23 101-000 Open tot 2440 10 Sep 16 Dees 20 121-237 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% LIVITIM Open High Low Che Settle 109-14 High 100- Open tot 14.00 Seps 109-145 109-155 08-5 Eurodollar (CHE)-51,000,000; pts of 100% LIFETIME Law Settle Chew Openint Low Settle Chg Open 109-145 High 109-155 Open Int Sep 16 Low 108-250 109-135 16-17 109-182 1,089,190 to 317,134 Vol 610,02 1,093.059 Eurodollar (CME)-$1,000,000; pts of 100% Settle Chy 0125 Ang 16 Sep 16 0130 -0000 - 0100 -100 Oct 16 Dec 16 Mar 17 Jun 17 Sep 17 Dec 17 Mar 18 Jun 15 Open In 162.446 1,174.950 36,768 1.393.526 1,016,815 927,677 316 393 1,272,347 615.824 464573 -00:50 0050 Open 99.2100 99.1800 99.1500 99.1350 99.1100 99.0750 99.0450 99.0050 98.9800 98.9500 98.9050 98.8500 90.8150 98.7750 98.7300 99.1350 98.6750 08.0350 08.10 0853300 984700 98.450 08.30 0.00 7 Sep 18 High 99,2100 99.1850 99.1500 99.1400 99.1100 99.0850 99.0550 99.0150 98.9950 98.9600 93.9250 98.8800 98.00 95.100 08.7650 99.1400 98.750 98.750 98.000 8,5750 98.00 984700 08.4000 93700 963200 99.1975 99.160 99.1400 99.1350 99.1000 99.0750 99.0500 99.0100 98.9900 98.9550 98.9200 98.8750 98.8.400 98.8000 98.7600 99.11.30 98.7100 98.6650 98.6150 Low 99.1900 99.1550 99.1350 99-1050 99.0800 99.0450 99.0200 98.9750 98.9550 95.9900 98.8850 011 8350 98.8050 98.7650 08.7950 99.1050 98.6700 08.600 PATHI 08.5300 98.4700 984950 983700 98 3800 LIFETIME Low 99.4350 99.1100 99.4100 98.9200 99-1300 99.1050 99.800 98.7500 99-3700 98.6000 99 3500 98.4550 99.3200 98.3950 99.2700 98.2050 99,2400 98.1100 99.2000 98.0250 99.15.50 97.9900 99.1050 99.0650 97.8100 99.0000 977450 98.9750 97.6850 08.9750 976850 98 900 97.6250 98 8600 078750 8.50 97.5250 7700 97400 98.760 4200 95.6790 W37 58.0000 300 98.8750 97.9900 9.00 97.8700 +0050 4.00 4,0050 +0100 100 534.31 390,000 38,696 331894 M Jun 19 Sep 19 Dec 16 Dec 19 Mar 30 4.0100 24.305 2,959 1.000 Sep 0 +.000 1.000 0050 90344 Mar 98.5100 98.4600 98.4100 98.3600 9.30 08 Sep 0050 19.000 97.2200 Jun 22 Sep 22 De 22 96.0330 98.2000 98.1900 981150 08.1100 98.6800 98,050 18.0150 10.591 5456 5.994 98.2750 98.2350 98.1950 98.450 98.1150 91.0950 98.0500 98.0200 95.350 98.1850 98.1550 38.1100 08.08 986.0500 98.000 98.0000 - -0050 - 0050 -0050 -.000 - Mat 98.9650 95. ago 98.ga 981450 98.1200 08.08 98.0600 95.000 98.4800 98.4350 083950 981500 98.3200 98.480 08.2000 98.1300 97.1900 97.1600 971350 97.1200 97.1000 97.boo 97.iso 4.537 60 0050 Dec 23 --0100 125 747 tot ...... Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE)-812,500,000; per 100% Setile Open 07 Dee in High 9940 0978 1.0049 0940 1566 Low 361 01100 2009 0610 Che co -0005 -2005 Open dat 154,603 1.700 LIFETIME High Low LOU LOU 1905 10060 Lo 9040 L0009 0730 Canadian Dollar (CME)-CAD 100,000; S per CAD Open 7034 7034 High 2017 Settle 968 763 Che 0006 LIITIME High Law HO mas Rou 6800 6000 900 196 -.OOOT ..0000 7579 65 British Pound (CHE)-62,500 per Low Settle Sep 16 Open 1.3364 13365 13300 13336 High 1.3382 1.3402 1.3410 Dec 16 Mar 17 Jun 17 1.3289 13314 1.3043 1.3335 1.3348 1.3371 1.3397 Chg -0032 -0032 -003 -0033 1.5009 15000 14735 15003 Low 1.2806 1.2827 1.2939 1.1950 Open Int 230,182 1.965 572 526 13350 165.623 Swiss Franc (CME)-CHF 125,000; $ per CHF Low Sep 16 Dec 16 Open 3.0396 1.0408 Openint Che 0100 LIFETIME High Low 1,0654 9898 10602 9964 Settle 1.0999 10354 1.0403 1.0458 1.0294 1.0408 -0100 44.731 102 Euro (CME)-C125,000; $ perc High Open 1.1344 1.1983 Low 116 Open tot Settle 1110 1.1013 US Sep 16 Dec 16 M12 Jun 17 LI 1.13 1.1315 Che -oo - - -oota LIFETIME lich Low 1.1666 1.0304 1.1708 LORO 1170 1.0664 L1100 ASS . 1133 11314 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-55 index Open Law Che High 1 Settle 6 LIFETIME High Law 1149 171 Open Sep De 15158 15103 S&P 500 Index (CME)-$250 x Index Low Open 2152.20 2140.00 High 2158.00 2149.30 Sep 16 Dec 16 2145.30 LIFETIME High Low 2171.50 1819.80 2163.10 1812.40 Settle 2157.00 2149.40 Chg *430 4.40 Open Int 93.99 1,189 2140.00 et 1. ink, Mini S&P 500 (CME)-$50 x Index LIFETIME Low Low Che Sep 16 Dec 16 Open 915925 214450 2134-75 High 2158.25 2150-30 2143.00 2145.25 2137.75 2131.50 Settle 2157.00 1149-50 2148.50 2171.75 21645 2156 50 4.50 Openint 9.900,98 31.053 869 180.00 1823-75 180.00 Mar Mini Wasdaq 100 (CHE)-$20 x Index Low Che Open 4713-3 4698.8 High 4729-3 Sep 16 LIFETIME High Low 47365 3983.0 473 19715 Settle 47283 47203 Open In . LO Dec 16 match 2014 Hin Russell 2000 (ICE-US)-$100 x Index LIFETIME Low High Law Ches Settle BLOG Open tot Open 1199.50 9.00 1195.00 110.00 De 16 1865.00 106.30 LO 17 1000.00 Nikkel Stock AS (CHE)-55 x Index Open 16155 36115 Sep 16 Low 15950 15950 Chu -30 10285 16315 Settle 16095 ( 16060 LIFETIME High Low 17795 14990 16495 15060 Open Int 35.866 Dec 16 -20 Description ContractVolume Total Open Interest Open 14.23 Aug 16 Sep 16 Oct 16 Nov 16 Dec Jan 17 16.00 18.35 1837 18.65 CHOE VOLATILITY INDEX VX Contract Prices (US) Low Close Settle Change 13.30 13.33 -0.40 16.08 16.25 16.975 17,90 18.00 18.000 -0.00 183 1837 -0.00 18.45 18.30 - 19.50 19.45 -0.10 19.74 19.00 19-775 -0.10 19.90 19.90 19.950 -0.00 High 14.70 17.00 8.60 11.85 18.91 19.55 20.05 2015 3009 54091 3415 39272 19.60 4716 2038 90 Feb 19.85 20.00 6075 Refer to Table 10-4 a. What was the settlement pnce on the September 2021 Eurodollar futures contract on August 3, 20167 (Round your answer to 2 decimal places. (e.g., 3216)) 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, 16? (Round your answer to 2 decimal places. (e.g., 32.16) a Settlement pace of Eurodolares contract b Number of futures contracts Face value on a San Franc currency futures contract d. Settlement price of S&P 500 index futures contract CHE