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You are short 30 five-year Treasury note futures contracts expiring June 2019. Calculate your profit or loss from this trading day. (Round your answer to
You are short 30 five-year Treasury note futures contracts expiring June 2019. Calculate your profit or loss from this trading day. (Round your answer to 2 decimal places.)
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 -.80 112.20 -1.95 10,496 7,078 7.0 941,582 Interest Rate Futures Treasury Bonds (CBT)-$100,000; pts 32nds of 100% June 147-280 148-170 147-230 148-070 Treasury Notes (CBT)-$100,000; pts 32nds of 100% June 123-190 123-295 123-170 123-255 Sept 123-305 124-040 123-270 124-015 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% June 115-160 115-230 115-147 115-202 Sept 115-220 115-252 115-202 115-240 5.0 3,920,906 6.0 2,121 3.5 4,272,721 4.0 41,922Step by Step Solution
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