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 b. Number of futures contracts c Face value on a Swiss Franc currency futures contract a Settlement price of S&P 500 index futures contract CHE ITSERT Wednesday, August 03, 2016 NOTICE TO READERS: Ax of 6/15/11, Lifetime tigh and low values represent Year-to-date High and Law until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade CME: Chicago Mercantile Exchange CMX: Comex DME: Dubai Mercantile Exchange: NXTBaronext life EUREX: EUREX: ICE-EU: ICE Patures Europe: ICE-US: ICE Futures U.S.: KC: Kansas City Board of Trade Me: Montreal Exchange MPLS: Minneapolis Cruin Exchange: NYM: New York Mercantile Exchange, or Nymen; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% High Low Settle Chg Sep 16 Open 171-310 170-140 172-210 171-1.40 LIFETIME High Low 177110 158-200 175-190 159-290 Open Int 562,970 172-050 170-330 Dec 16 171-040 170-020 -60 Est.2347003:12 Treasury Notes (CBT)-$100,000; pts 32nds of 100% Open High LIFETIME High Low Low Settle Chy Open Inst Sep 16 139-205 132-085 -10 132-185 131205 Dec 16 134-075 133-095 128-140 130-015 2.56.40 11.050 131-130 LO 1,577.714,271 .... 5 Y. Treasury Notes (CBT)-5100,000; pts 32nds of 100% Low Settle Ches Open 191-250 Open at LIFETIME High La 13- High 121-290 118 -10 2. Sep 16 Dec 16 191-220 121-237 121-95 2 Yr. Treasury Notes (CBT)-5200,000; pts 32nds of 100% LIFETIME Open High Law Settle Low Sep 16 High 100- 109-145 100-15 100-135 100-147 Open Int 10.100 108-30 7,114.3 Eurodollar (CME)-$1,000,000; pts of 100% Low Chy Open 99,2100 Open in 10 Sep 16 Oct 16 Dee 16 99 1800 Settle 99.1975 99.16.30 99.1900 99.1550 1.674,950 Mar -025 -0150 -0200 - 0100 -100 -0050 000 - 2000 393.586 1,010,815 65,874 99.1900 99.1350 99. 1100 99,0750 99.0450 99.000 989800 98.9500 9.9050 988500 98 150 98.7750 95.7300 99.1330 98.6750 98.6350 98.5800 5300 98.4700 High 99.2100 99.1850 99.1500 99.1400 99.1100 99.0850 39.0550 99.0150 98.9959 98.9600 98.9250 98.8800 988500 98.8100 98.7650 99. 1400 98.7150 98.6750 98.6950 98.8750 98 5100 98.4700 Sep 17 Dec 17 Mar 18 Jun 18 Sep is Dec 15 19 Jun 19 Sep 19 Dec 1 Dec 19 Muro Jun 20 Sep 20 Dec Mar 21 4.0050 0050 99.1350 99.1050 99.0800 99.0450 99.0200 96.9750 98.9550 93.9900 988850 98.8350 98.8050 98.7650 98.7250 99-1050 98.6700 98.6300 985800 985800 98.4700 98.45 983700 98.800 LIFETIME High Low 99.4350 9.1100 99-4100 98.9200 99-3300 99-1050 99 300 98.7500 99 3700 98.6000 99 3500 98.4550 99-3300 99.2700 982030 99.2400 98.1100 99.2000 980050 99.1850 97-9500 99.1050 97.8700 99.0650 97.8100 99.000 971450 98.0750 97.6850 08.9750 97.680 98.905 97.6250 8.8600 978750 98.8190 98.7700 974700 98.7150 97.4000 98.6700 97.3750 980000 97 3300 98.8750 08.00 99.1400 99.1150 99.1000 99.0750 99.0500 99.0100 98.9900 98.9550 98.9200 98.8750 98.8.400 98.800 98.7600 99.1850 98.7100 98.6650 98.6150 915.5650 98.5100 98.4600 98.4100 98.3600 4.000 390,000 87.646 0010 0010 OTO+ 224.505 143.250 0050 +0030 ..0030 82.73 0024 Sepa Dec 21 9. 96 3300 08.2750 98.4200 98.3700 0800 31.024 -0050 tant 97.2000 21,024 Sepas De 983300 0730 98.3700 3900 033200 9.650 98.5750 98.00 97.500 072200 944800 08.410 Juna Sep 2 98.70 082350 08.1950 0.1450 -0050 0050 -0050 98.3600 08.3050 08.0650 08.03 98150 98.1450 81300 98.0850 08.0600 98.000 19,521 5456 5.294 5.54 900 082350 2000 08.1900 10 08.1100 98.800 98.000 98.0450 Mar 23 08.9990 081850 18.1550 98,1100 98.850 08.0500 98.0500 98.0000 000 -0050 4.537 07.1900 97.1600 971350 97.1200 97.1000 97.0800 97.1850 9.00 08.200 98.38go 98.2000 98.1200 09 980950 98.0500 98.0200 Sep 23 Dec 23 0500 ODIO 747 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE)-X12,500,000; 5 per 100% LIFETIME High Low Open Low Open Int 154.65 9942 9861 9899 1.0131 Dec 16 Marit 9978 9952 1.0009 9730 Settle -9903 .9940 .9980 1.0026 Ch -0025 -0095 -0025 -0024 9949 1.0049 -9940 25 8305 8346 1970 1.0063 1018 Canadian Dollar (CME)-CAD 100,000; S per CAD Open 7634 7634 High 7657 Low 7608 Open Int Settle -7608 Chg -0006 LIFETIME High Low 8034 685 3014 7999 6905 7909 0007 6840 Docto Mart 7618 3.805 406 7659 7579 0006 ocory .7657 Jan 12 7574 2570 7564 7657 0007 17909 6917 14 03: British Pound (CME)-62,500; 5 perc LIUKTIMI Low Settle High 13382 Cha --0032 Open Int Open 13364 13365 1.3300 Sep 16 Dee 16 Mar 1 Jun 17 230,18 Low 1806 Laa 1.3402 1.3410 13350 13289 13314 1.3243 1-3326 High 1:5009 1:5000 1.4735 1.5003 1.3325 1.3348 13371 1.3397 -001 -0030 1.2930 1.2950 at 5.623 Swiss Franc (CHE)-CHF 125,000; per CHF Low Settle Open Int Open 1.0396 10408 High 1.0303 1.0455 Chis - 0100 Sep 16 Dec 16 LIFETIME High Low 10654 9898 10602 9964 1.02944 10408 1.0399 1.0354 -0100 DOI Euro (CME)-C125,000; 5 perc LIFETIME Law Low Open Int Open L1244 1.116 11666 30.655 Sep 16 Dec 16 High 1.1945 1.128 1.1315 1.1350 Settle L167 3.1213 1.1958 1.1309 Chg - 00 -0080 -0030 1.1701 L0804 LOBO L0864 11100 1.1957 11733 12 L233 LI 075 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-$5 Index Jun 17 1.1332 1.1150 34 -000 La L1100 675 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CET)-55 X Index LIFETIME High Settle Open 14 Ch Openint tep 16 Dec IN 18 os 18149 13016 S&P 500 Index (CHE)-5250 x Index Open Law 2158.00 Chg +430 Openint LIFETIME High 2171.50 163.10 Settl 1137.00 149.40 . 2145-30 2140.00 Dec 16 100.00 2149.30 10 Mini 5 &P 500 (CHE)-550 x Index Chi Open 215225 1480 High 215 Settle 2157.00 LIFETIME Hich Low 17.5 17.00 Open in 3.02.08 Sep 16 25 Dec 16 2145-25 313775 113150 *4.50 149.30 1-30 180.00 Mint Nasdaq 100 (CHE)-20 Index LIFETIME Orien Settle Che Open Low Settle Che Sep 16 Decto Star High 258.35 215050 2143.00 21535 27.75 2131.50 144.50 LIFETIME High Law 21715 B. 256425 5 50 10000 115.00 2149.30 314.30 +-50 Open tot 3.000.00 39.05 Hog SET Min Nasdaq 100 (CHE)-$20 x Index Open LIFETIME High Law Low Settle Chy Openint High 47293 4723-3 Sep 15 Dee 4698.0 4693 LO 14.0 4765 4773 3980 39715 403 Mini Russell 2000 (ICE-U5)-5100 x Index LIFETIME High Settle Cha Open 1199.30 Hich 11.40 1805.00 Open In 30.84 CE Sep Det 1195 90 1998.00 11.00 1206 GE OL 100000 Nikkel Stack Ave CMB-55 x Index Settle Open 365 LIFETIME Low 17705 15000 Sep Che -30 -30 69 1600 150 CBOK VOLATILITY INDEX VX UU 1.0 WU Dec 16 1198.00 1205.00 1198.00 1206.50 +11.10 1218.70 1006.00 2013 Lt 67,00 32,902 Nikkel Stock Average (CME) -55 x Index Low Open 16155 Chg Sep 16 Dec 16 High 16985 16215 Settle 16095 16060 15980 15950 LIFETIME High Low 17795 14990 16495 15060 Open Int 35.866 -30 16115 -20 151 Es vol 11,124 Vol 14,927 36012 CBOE VOLATILITY INDEX VX ContractVolume Description Open Interest Total High 14.71 17.00 Change -0.40 13.80 210686 15019 Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 -0.3 -0.28 Open 14.25 16.60 18.25 18.57 18.65 19.60 19.85 30.00 Contract Prices (US$) Law Close Settle 13.83 13.825 16.25 16.25 16.275 17.99 18.02 18.000 18.35 18.35 18.375 18.45 18.50 18.475 19.50 19.53 19.525 19.74 19.80 19.775 19.90 19.96 19.950 18.60 18.85 18.91 19.85 30.05 20.15 54491 34135 -0.00 82857 72264 20879 10728 4916 2438 943 -0.20 -0.10 -0.10 Feb 17 Mari 18575 6375 1825 -0.00 The SOA, 3016. www.com 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 b. Number of futures contracts c Face value on a Swiss Franc currency futures contract a Settlement price of S&P 500 index futures contract CHE ITSERT Wednesday, August 03, 2016 NOTICE TO READERS: Ax of 6/15/11, Lifetime tigh and low values represent Year-to-date High and Law until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade CME: Chicago Mercantile Exchange CMX: Comex DME: Dubai Mercantile Exchange: NXTBaronext life EUREX: EUREX: ICE-EU: ICE Patures Europe: ICE-US: ICE Futures U.S.: KC: Kansas City Board of Trade Me: Montreal Exchange MPLS: Minneapolis Cruin Exchange: NYM: New York Mercantile Exchange, or Nymen; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% High Low Settle Chg Sep 16 Open 171-310 170-140 172-210 171-1.40 LIFETIME High Low 177110 158-200 175-190 159-290 Open Int 562,970 172-050 170-330 Dec 16 171-040 170-020 -60 Est.2347003:12 Treasury Notes (CBT)-$100,000; pts 32nds of 100% Open High LIFETIME High Low Low Settle Chy Open Inst Sep 16 139-205 132-085 -10 132-185 131205 Dec 16 134-075 133-095 128-140 130-015 2.56.40 11.050 131-130 LO 1,577.714,271 .... 5 Y. Treasury Notes (CBT)-5100,000; pts 32nds of 100% Low Settle Ches Open 191-250 Open at LIFETIME High La 13- High 121-290 118 -10 2. Sep 16 Dec 16 191-220 121-237 121-95 2 Yr. Treasury Notes (CBT)-5200,000; pts 32nds of 100% LIFETIME Open High Law Settle Low Sep 16 High 100- 109-145 100-15 100-135 100-147 Open Int 10.100 108-30 7,114.3 Eurodollar (CME)-$1,000,000; pts of 100% Low Chy Open 99,2100 Open in 10 Sep 16 Oct 16 Dee 16 99 1800 Settle 99.1975 99.16.30 99.1900 99.1550 1.674,950 Mar -025 -0150 -0200 - 0100 -100 -0050 000 - 2000 393.586 1,010,815 65,874 99.1900 99.1350 99. 1100 99,0750 99.0450 99.000 989800 98.9500 9.9050 988500 98 150 98.7750 95.7300 99.1330 98.6750 98.6350 98.5800 5300 98.4700 High 99.2100 99.1850 99.1500 99.1400 99.1100 99.0850 39.0550 99.0150 98.9959 98.9600 98.9250 98.8800 988500 98.8100 98.7650 99. 1400 98.7150 98.6750 98.6950 98.8750 98 5100 98.4700 Sep 17 Dec 17 Mar 18 Jun 18 Sep is Dec 15 19 Jun 19 Sep 19 Dec 1 Dec 19 Muro Jun 20 Sep 20 Dec Mar 21 4.0050 0050 99.1350 99.1050 99.0800 99.0450 99.0200 96.9750 98.9550 93.9900 988850 98.8350 98.8050 98.7650 98.7250 99-1050 98.6700 98.6300 985800 985800 98.4700 98.45 983700 98.800 LIFETIME High Low 99.4350 9.1100 99-4100 98.9200 99-3300 99-1050 99 300 98.7500 99 3700 98.6000 99 3500 98.4550 99-3300 99.2700 982030 99.2400 98.1100 99.2000 980050 99.1850 97-9500 99.1050 97.8700 99.0650 97.8100 99.000 971450 98.0750 97.6850 08.9750 97.680 98.905 97.6250 8.8600 978750 98.8190 98.7700 974700 98.7150 97.4000 98.6700 97.3750 980000 97 3300 98.8750 08.00 99.1400 99.1150 99.1000 99.0750 99.0500 99.0100 98.9900 98.9550 98.9200 98.8750 98.8.400 98.800 98.7600 99.1850 98.7100 98.6650 98.6150 915.5650 98.5100 98.4600 98.4100 98.3600 4.000 390,000 87.646 0010 0010 OTO+ 224.505 143.250 0050 +0030 ..0030 82.73 0024 Sepa Dec 21 9. 96 3300 08.2750 98.4200 98.3700 0800 31.024 -0050 tant 97.2000 21,024 Sepas De 983300 0730 98.3700 3900 033200 9.650 98.5750 98.00 97.500 072200 944800 08.410 Juna Sep 2 98.70 082350 08.1950 0.1450 -0050 0050 -0050 98.3600 08.3050 08.0650 08.03 98150 98.1450 81300 98.0850 08.0600 98.000 19,521 5456 5.294 5.54 900 082350 2000 08.1900 10 08.1100 98.800 98.000 98.0450 Mar 23 08.9990 081850 18.1550 98,1100 98.850 08.0500 98.0500 98.0000 000 -0050 4.537 07.1900 97.1600 971350 97.1200 97.1000 97.0800 97.1850 9.00 08.200 98.38go 98.2000 98.1200 09 980950 98.0500 98.0200 Sep 23 Dec 23 0500 ODIO 747 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CHE)-X12,500,000; 5 per 100% LIFETIME High Low Open Low Open Int 154.65 9942 9861 9899 1.0131 Dec 16 Marit 9978 9952 1.0009 9730 Settle -9903 .9940 .9980 1.0026 Ch -0025 -0095 -0025 -0024 9949 1.0049 -9940 25 8305 8346 1970 1.0063 1018 Canadian Dollar (CME)-CAD 100,000; S per CAD Open 7634 7634 High 7657 Low 7608 Open Int Settle -7608 Chg -0006 LIFETIME High Low 8034 685 3014 7999 6905 7909 0007 6840 Docto Mart 7618 3.805 406 7659 7579 0006 ocory .7657 Jan 12 7574 2570 7564 7657 0007 17909 6917 14 03: British Pound (CME)-62,500; 5 perc LIUKTIMI Low Settle High 13382 Cha --0032 Open Int Open 13364 13365 1.3300 Sep 16 Dee 16 Mar 1 Jun 17 230,18 Low 1806 Laa 1.3402 1.3410 13350 13289 13314 1.3243 1-3326 High 1:5009 1:5000 1.4735 1.5003 1.3325 1.3348 13371 1.3397 -001 -0030 1.2930 1.2950 at 5.623 Swiss Franc (CHE)-CHF 125,000; per CHF Low Settle Open Int Open 1.0396 10408 High 1.0303 1.0455 Chis - 0100 Sep 16 Dec 16 LIFETIME High Low 10654 9898 10602 9964 1.02944 10408 1.0399 1.0354 -0100 DOI Euro (CME)-C125,000; 5 perc LIFETIME Law Low Open Int Open L1244 1.116 11666 30.655 Sep 16 Dec 16 High 1.1945 1.128 1.1315 1.1350 Settle L167 3.1213 1.1958 1.1309 Chg - 00 -0080 -0030 1.1701 L0804 LOBO L0864 11100 1.1957 11733 12 L233 LI 075 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-$5 Index Jun 17 1.1332 1.1150 34 -000 La L1100 675 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CET)-55 X Index LIFETIME High Settle Open 14 Ch Openint tep 16 Dec IN 18 os 18149 13016 S&P 500 Index (CHE)-5250 x Index Open Law 2158.00 Chg +430 Openint LIFETIME High 2171.50 163.10 Settl 1137.00 149.40 . 2145-30 2140.00 Dec 16 100.00 2149.30 10 Mini 5 &P 500 (CHE)-550 x Index Chi Open 215225 1480 High 215 Settle 2157.00 LIFETIME Hich Low 17.5 17.00 Open in 3.02.08 Sep 16 25 Dec 16 2145-25 313775 113150 *4.50 149.30 1-30 180.00 Mint Nasdaq 100 (CHE)-20 Index LIFETIME Orien Settle Che Open Low Settle Che Sep 16 Decto Star High 258.35 215050 2143.00 21535 27.75 2131.50 144.50 LIFETIME High Law 21715 B. 256425 5 50 10000 115.00 2149.30 314.30 +-50 Open tot 3.000.00 39.05 Hog SET Min Nasdaq 100 (CHE)-$20 x Index Open LIFETIME High Law Low Settle Chy Openint High 47293 4723-3 Sep 15 Dee 4698.0 4693 LO 14.0 4765 4773 3980 39715 403 Mini Russell 2000 (ICE-U5)-5100 x Index LIFETIME High Settle Cha Open 1199.30 Hich 11.40 1805.00 Open In 30.84 CE Sep Det 1195 90 1998.00 11.00 1206 GE OL 100000 Nikkel Stack Ave CMB-55 x Index Settle Open 365 LIFETIME Low 17705 15000 Sep Che -30 -30 69 1600 150 CBOK VOLATILITY INDEX VX UU 1.0 WU Dec 16 1198.00 1205.00 1198.00 1206.50 +11.10 1218.70 1006.00 2013 Lt 67,00 32,902 Nikkel Stock Average (CME) -55 x Index Low Open 16155 Chg Sep 16 Dec 16 High 16985 16215 Settle 16095 16060 15980 15950 LIFETIME High Low 17795 14990 16495 15060 Open Int 35.866 -30 16115 -20 151 Es vol 11,124 Vol 14,927 36012 CBOE VOLATILITY INDEX VX ContractVolume Description Open Interest Total High 14.71 17.00 Change -0.40 13.80 210686 15019 Aug 16 Sep 16 Oct 16 Nov 16 Dec 16 -0.3 -0.28 Open 14.25 16.60 18.25 18.57 18.65 19.60 19.85 30.00 Contract Prices (US$) Law Close Settle 13.83 13.825 16.25 16.25 16.275 17.99 18.02 18.000 18.35 18.35 18.375 18.45 18.50 18.475 19.50 19.53 19.525 19.74 19.80 19.775 19.90 19.96 19.950 18.60 18.85 18.91 19.85 30.05 20.15 54491 34135 -0.00 82857 72264 20879 10728 4916 2438 943 -0.20 -0.10 -0.10 Feb 17 Mari 18575 6375 1825 -0.00 The SOA, 3016. www.com