What was the settlement price on the March 2020 5-Year U.S. Treasury Notes futures contract on March 13, 2020? (Do not round your intermediate calculations. Round your percentage answer to 3 decimal places. (e.g., 32.161)) b. How many June 2020 2-Year U.S. Treasury Notes futures contracts traded on March 13, 2020? c. What is the face value on a European currency futures contract on March 13, 2020? d. What was the settlement price on the June 2020 E-Mini Russell 2000 futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16))

TABLE 10-4 Futures Quote, March 13, 2020 INTEREST RATE FUTURES Prior Expiration Last Change Settle Open High Low U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 178'08 179/04 174'11 200 -2'00 180'08 174'11 -2:17 179/00 173'00 180'23 172'05 407,014 Jun 2020 176'15 10-Year U.S. Treasury Notes ($100,000; pts 32nds- +128ths of 100%) Mar 2020 136'005 -0/280 136/285 136'040 -1'020 137'080 138'035 2020 137040 137 160 135/250 135 255 687 2,187,664 Jun 2020 136'060 5-Year U.S. Treasury Notes ($100,000; URS. pts 32nds+ 128ths of 100%) Mar 2020 123'165 -0'042 123/207 -0'102 124'157 123 100 124 275 123 165 125'025 123'085 14 123/312 1,489,041 Jun 2020 124'055 2-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Jun 2020 110'047 110/100 0:002 110045 110'073 110'095 110'033 0'055 110'045 110'100 110'100 110'100 822,318 1 Sep 2020 CURRENCY FUTURES Prior Expiration Last Change Settle Open High Low Japanese Yen Mar 2020 Apr 2020 0.00925 0.00927 -0.00025 0.00951 0.00954 0.00957 0.00922 -0.00026 0.00952 0.00957 0.00957 0.00925 Canadian Dollar Mar 2020 0.72360 0.72285 0.00145 0.72215 0.71825 0,72555 0.71435 0.00070 0.72215 0.71940 0.72340 0.71600 Apr 2020 British Pound Mar 2020 1.23090 -0.02730 1.25820 1.25730 1.26250 1.22590 1.22830 -0.03040 1.25870 1.25450 1.26230 1.22830 Apr 2020 Mar 2020 1.11185 -0.00595 1.11780 1.11500 -0.00740 1.11890 1.11690 1.12230 1.10550 1.11880 1.12430 1.10750 Apr 2020 INDEX FUTURES Prior Expiration Last Change Settle Open High Low E-mini Dow Index ($5x DJIA Index) Mar 2020 22,835 22,664 1,750 21,085 1,720 20,944 23,008 23,147 20,388 22,830 23,022 20,230 Jun 2020 E-Mini S&P 500 Index ($50 S&P 500 Index) Mar 2020 2,664.75 195.75 2,469.00 196.75 2,456.00 2,689.75 2,707.75 2,393.50 2,678.25 2,697.25 2.380.00 Jun 2020 2,652.75 E-Mini Nasdaq-100 Index ($20 x Nasdaq-100 Index) Mar 2020 7,823.00 607.75 7,215.25 7.910.00 7,978.00 6,942.50 608.50 7,201.75 7,891.00 7,961.00 6,925.25 Jun 2020 7,810.25 E-Mini Russell 2000 Index ($50 x Russell 2000 Index) Mar 2020 1199.70 1191.20 89.80 1109.90 1197.80 1217.30 1070.50 85.70 1105.50 1196.20 1211.60 1056.60 Jun 2020 Source: CME Group website, www.cmegroup.com Euro Volume Volume 63,584 364 44,699 66 42,166 201 150,468 504 Volume 230,169 230,212 3,295,273 3,182,675 578,813 440,248 299,016 297,538