Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

You are short 45 June 2012 five Yr Treasury Note futures contracts. Calculate your profit or loss from this trading day. (Negative amounts should be

You are short 45 June 2012 five Yr Treasury Note futures contracts. Calculate your profit or loss from this trading day. (Negative amounts should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)

pleas use the figure

image text in transcribed

Futures Contracts WSJ.com/commodities Metal & Petroleum Futures interest Cotfee CICE-US)37,00boesperlb. 173.50 165.10 166.90-7.60 71,795 Sept 175.90 175.90 167.40 169.15-735 34220 July 3.4640 3.4775 3.3865 3.3960-0.0910 79269 Sugar-World OCE-US)-112,000 Ibs oents per h 19.80 19.84 19.36 19.51-29 321,427 dald (c 193820 1553414 10 28.201501 June 1567 40 1568.50 1532.80 154840 28.20 150,173 Sugar-Domestic ICE US)-112000Ibs Aug 1570.00 1570.40 1535.00 155060 -28.20 129,222 Dec 1573.50 157350 1539,80 1554.70-28.20 49,158 Ja Feb'13 1567.10 157080 1542.10 1556.70 -2820 18,978 June 1551.00 157450 1548.00 1540.70283 13,399 1 2701 Jan'13 30.50 3050 Cotton CTCE-US)-50,000s;centsper lh 49,158 74.15 74.26 70.53 7151-301 99,504 71.40 71.40 67.73 68-282 76,905 June 1566.00 1566.00 1533.00 154840 -820 Orange Juice (ICE-us)Is,000 lbscants per Ib Aug 1566.00 1566.00 5365 1550.60 2820 Oct 1564.251564251548.50 1552.60-28.20 104 Dec 155100 1551.00 1546501554.70-28,20 98 aladiam030 3.00 585069591.10 -24.45 135 TresrBo0 1-0 607.00 608.50 990.05 594.30-24.30 33-150 133-285 133-125 133-255 15.5 1860,826 July 1445.00 1448.90 140640 1414.1044.30 42401 Sept 132-135 132-280 132-125 132-255 170 150,128 Oct 144690 1446.90 1414.10 1418.00-43.80 4,417 SYr July 28120 28.170 27.080 27.519 0.660 59,313 2Yr. Treasury Notes (CBT July 938 79382113 7519 0.60 222 30 Day Federal Funds (CBT)s5,000,000100dy 80 Sept 123-215 123-277123-18S 123-267 67 116,797 Sept 27.713 27.713 27.188 27.571-0662 Crude Oil, Light SweetNYM-1000 bals,$per bibl. 0 Yr. Int. RateS 9154 91.72 89.28 89.90-195 311.078 June 119.063 119 91.99 92.00 89.59 90.20-1.95 98,694 Sept 118.688 118688 118.688 118.609-641 92.29 92.30 89,90 0.50 -193 84,503 1Month Libor 92.30 92.00 90.63 91.25-1.83 179,421 July 99.7300 997300,997250 997300-.0050 60s6 CME) 5,000,000 ptsof100% June 13 92.00 92.42 9044 $1.09-1.63 76,747 Aug 99.7050 99.7075 99.705099.7100-0125 Dec 90.96 91.24 89.31 90.09-1.39 121.625 Eurodollar (CME) SLoocotsal00% 647 Heating Oi1No.2NYM)2,000 gal: $per gal -0050 959 157 50,880 Sept 99.4200 99.4400 99.4000 99.42000200 927,132 78.215 De 993650 99,3750 993400 99,3600-0250 956,703 Gasoline. NY RBOB 0rn042.000 pes persal Futures July 28625 2.8654 27926 2.80150577 98,755 Natural Gas(NYN)-10,000MMBtu $per MMBtu 1.2483 1.2589 0106 140,864 Sept 1.2517 1.2639 1.2495 1.2603 0107 1,175 2.685 2730 2.796 020 2.836019 264,056 07,106 Canadian Dollar(CME)-CAD100,000:$per CAD 201020 9705 9743-0047 122,077 9680 9712-0043 4,165 152,538 June 544 Swiss Franc (CME) CHF 125,000 $per CHF Corn (CBT)-5,000bu;cens per bu. July Dec 60125 611.00 588.50 603.50 6.50 497,764 1.0562 1.0614 1.0483 1.0493-0118 524.25 527.00 513.75 523.00 100 378,842 2094 2.124 00 2577 343,00 343.00 335.00 335,50 8.00 3147 Australian Dollar (CMEAUDI0,000$ per 98169666 9708.0108 138,981 9600 .9600 -9600 .9581 .0099 61 Mexican Peso (CME)-NXN 300,000,$per 0XN Sept .0710007178 .07025 .07063-.00115 51,100 June 1.2680 1.2720 1.2546 1.2574-0146372728 Euro/Japanese Yen CICE-US-125,000 per Nov 1281.00 1282.25 1251.25 1257.75 24.50 242132 St 12694 1.2733 1.2559 1.2585 -0146 3,657 Soybean Meal (CET 100 bons: $per ton 0 405.0 12,309 une British Pound CICE-US-5125,000;Eper & 50.40 5055 4855 91-155 191,945 51.485149 49.55 4993-151 85,442 uy131.00 15.0050 1507.00 -1750 10.582 Index Futures Sept 1559.00 1559.00 1533.00 1532.00 -17.00 2,657 DJIndustrial A Wheat CBT)3,000bucents per b July 683.00 685.00 663.50 665.50-20.00 212,30 Sept 12245 12355 12245 12395 10 Dec 714.00 716.00 696.00 700.50 16.00 112,289 Mini DJIndustrial Average(CBT) S xn July , 687.00 701.25 685.00 686.50-15.00 72919 Sept 12345 12345 225 12395-10 2614 Wheat (MPLS)-5,000bu;cents per bu. Sept 78025783.75 76125772.75-6.50 10 833 MiniS&P500(CM$50|index 736.00 736.75 722 25 723.75 -14.75 27415 SEP 500 Index(CME-$250xindes June 131550 1318.80 1294.20 1315.70 0.90 259,289 78050 784.75 761.25 775.25 5.25 15441 Sept 129350 1311.90 129000 130920 06,355 June 315.50 1319.00 1294.00 1315.75 1.00 2942,926 19 May 152.325 152.550 152.250 152425 -1009Sept 1308.00 1312,50 87.75 1309.25 Aug 160.050 160.325 158275 158.475 1.650 540 Mini S&P Midcap 400 (CME $100xidx Cattle-Live (CME)-40,000Ibs;cents per Ib June 119.075 119.425 117.275 117.800 1550 60,352 Nasdaq100 (CNE) $000 xinds Aug 121.000 121250 118,950 119.500 -1.775 131,317 Hogs-Lean CE84425 100 41,243 June 85.225 85.250 July Lumber (CME-0,000 bd. ft Sper 1,000 bd. June 2529,25 2553.00 2498.00 2540.50 5.25 22,366 100 693 60 45.90 76360 6.10 438,803 Sept 286.50 288 10 286.40 28740 30 2478 Milk (CME)-300,000 l, cenhs per Mini Russell1000aCE-US)-$100x Index 17 683 U.S. Dollar Index ICE-US)-$000xidex Cocoa ICE-US)-0metrietons$parsan Sept 82.208276 82.10 82.66 .63 1.131 2,117 2,141 -53 35,063 Source: The Wal Street Joumal, May 22, 2012. Reprinted with permission of The Wa Street Journal. 2012 Dow Jones & Company, Inc. All Rights Reserved Worldwide

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Principles Of Project Finance

Authors: Rod Morrison

1st Edition

1409439828, 9781409439820

More Books

Students also viewed these Finance questions