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You are short 50 March 2016 five-year Treasury note futures contracts. Calculate your profit or loss from this trading day. (A negative value should be

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You are short 50 March 2016 five-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 va figure_14.1.jpg 641 Jan'16 17.85 145.00 137.85 139.40 2.05 9,475 Interest Rate Futures Treasury Bonds (CBT)-$100.000; pts 32nds of 100% Dec 152-160 152-180 151-120 152-030 -7.0 490,949 March'16 151-020 151-040 150-030 150-250 -7.0 4,597 Treasury Notes (CBT)-$100,000; pts 32nds of 100% Dec 126-040 126-045 125-225 126-010 -0.5 2,549,860 March'16 125-145 125-150 125-010 125-115 -2.0 71,355 5Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Dec 118-235 118-237 118-160118-225 0.022,333,151 March' 16 118-052 118-057 117-302 118-045 -0.7 90,032 2Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% Dec 109-020 109-030 109-005 109-025 0.7 1,114,756 March' 16 108-240 108-257 108-235 108-250 0.7 30,450 30 Day Federal Funds (CBT)-55.000,000; 100 - daily avg. Nov 99.875 99.878 99.875 99.875 .003 198,276 Jan'16 99.705 99.710 99.700 99.705 201,643 10Yr. Del. Int. Rate Swaps (CBT)-$100,000; pts 32nds of 100% Dec 101.750 102.031 101.563 102.031 0.063 38,723 1 Month Libor (CME) -53,000,000; pts of 100% Nov 99.7975 99.7975 99.7975 99.7975 -0025 2,616 Dec 99.6600 99.6600 99.6600 99.6625 0075 2,217 MacBook Air You are short 50 March 2016 five-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 va figure_14.1.jpg 641 Jan'16 17.85 145.00 137.85 139.40 2.05 9,475 Interest Rate Futures Treasury Bonds (CBT)-$100.000; pts 32nds of 100% Dec 152-160 152-180 151-120 152-030 -7.0 490,949 March'16 151-020 151-040 150-030 150-250 -7.0 4,597 Treasury Notes (CBT)-$100,000; pts 32nds of 100% Dec 126-040 126-045 125-225 126-010 -0.5 2,549,860 March'16 125-145 125-150 125-010 125-115 -2.0 71,355 5Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Dec 118-235 118-237 118-160118-225 0.022,333,151 March' 16 118-052 118-057 117-302 118-045 -0.7 90,032 2Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% Dec 109-020 109-030 109-005 109-025 0.7 1,114,756 March' 16 108-240 108-257 108-235 108-250 0.7 30,450 30 Day Federal Funds (CBT)-55.000,000; 100 - daily avg. Nov 99.875 99.878 99.875 99.875 .003 198,276 Jan'16 99.705 99.710 99.700 99.705 201,643 10Yr. Del. Int. Rate Swaps (CBT)-$100,000; pts 32nds of 100% Dec 101.750 102.031 101.563 102.031 0.063 38,723 1 Month Libor (CME) -53,000,000; pts of 100% Nov 99.7975 99.7975 99.7975 99.7975 -0025 2,616 Dec 99.6600 99.6600 99.6600 99.6625 0075 2,217 MacBook Air

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