Using Figure 14.1: You are short 40 June 2019 two-year Treasury note futures contracts. Calculate your profit or loss from this trading day. (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places.) Gain/Loss of Open Interest Settle Chg Contract Open High hilo Low Cotton (ICE-US)-50,000 lbs.; cents per lb. May 78.18 78.35 77.32 July 78.73 78.84 78.09 Orange Juice (ICE-US)-15,000 lbs., cents per lb. May 108.90 109.80 108.20 July 113.70 114.35 111.85 77.62 78.46 - 47 -.01 51,151 81,051 108.60 112.20 -80 -1.95 10,496 7.078 Interest Rate Futures Treasury Bonds (CBT) $100,000; pts 32nds of 100% June 147-280 148-170 147-230 148-070 7.0 941,582 Treasury Notes (CBT)-$100,000; pts 32nds of 100% June 123-190 123-295 123-170 123-255 5.0 3,920.906 Sept 123-305 124-040 123-270 124-015 6.0 2.121 5 Y. Treasury Notes (CBT)-$100,000; pts 32nds of 100% June 115-160 115-230 115-147 115-202 3.5 4,272,721 Sept 115-220 115-252 115-202 115-240 4.0 41,922 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% June 106-123 106-147 106-122 106-136 1.0 3,407,265 30 Day Federal Funds (CBT) $5,000,000,100-daily avg. April 97.590 97.593 97.590 97.590-002 222,888 May 97.600 97.600 97.595 97.595 -005 264,957 10 Yr. Del. Int. Rate Swaps (CBT)-$100,000: pts 32nds of 100% June 104.406 104.797 104.406 104.641 .188 19,922 1 Month Libor (CME)-$1300,000; pts of 100% April 97.5225 15 Eurodollar (CME)-$1000,000; pts of 100% April 97.4275 97.4275 97.4100 97.4175 -.0125 225,824 June 97.4450 97.4550 97.4400 97.4450 -.0050 1.459.756 Sept 97.4850 97.5050 97.4850 97.4950 1,385,215 Dec 97.5050 97.5350 97.5050 97.5200 .0050 1,653,693 Currency Futures Japanese Yen (CME)- 12,500,000: $ per 100 April 8998 9016 8992 2017 9070 9015 DO 0010 2,490 linn 24 IC