a. What was the settlement price on the March 2020 10-Year US. Treasury Notes futures contract...

Transcribed Image Text:

a. What was the settlement price on the March 2020 10-Year US. 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 March 2020 5-Year U.S. Treasury Notes futures contracts traded on March 13, 2020? c. What is the face value on a British Pound currency futures contract on March 13, 2020? d. What was the settlement price on the March 2020 E-Mini S&P 500 futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of 10-Year US. Treasury Notes notes futures contract b. Number of 5-Year U.S. Treasury Notes futures contracts c. Face value on a British Pound currency futures contract d. Settlement price of E-Mini S&P 500 futures contract TABLE 10-4 Futures Quote, March 13, 2020 3.666 % GBP 74 1,189 42,063.65 INTEREST RATE FUTURES Prior Expiration Last Change Settle Open High Low Volume U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 178'08 -200 180'08 174'11 179/04 174'11 200 Jun 2020 176'15 -217 179/00 173'00 180/23 172'05 407,014 10-Year US. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 136'005 -0280 136 285 136 040 137'040 135'250 687 Jun 2020 136'060 -1'020 137 080 138 035 137'160 135'255 2,187,664 5-Year U.S. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 123'165 -0.042 123/207 123'100 123 165 123'085 14 Jun 2020 124'055 -0102 124 157 124'275 125 025 123'312 1,489,041 2-Year U.S. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Jun 2020 110'047 0'002 110045 110073 110'095 Sep 2020 110'100 0'055 110045 110 100 110 100 110'033 110'100 822,318 1 CURRENCY FUTURES Expiration Japanese Yen Mar 2020 Prior Last Change Settle Open High Low Volume Apr 2020 Mar 2020 Apr 2020 British Pound Mar 2020 Apr 2020 0.00925 -0.00025 0.00951 0.00954 0.00927 -0.00026 0.00952 0.00957 0.00957 0.00922 63,584 0.00957 0.00925 364 Canadian Dollar 0.72360 0.00145 0.72215 0.71825 0.72555 0.72285 0.00070 0.72215 0.71940 0.71435 44,699 0.72340 0.71600 66 1.23090 -0.02730 1.25820 1.25730 1.22830 -0.03040 1.25870 1.25450 1.26250 1.22590 42,166 1.26230 1.22830 201 Euro Mar 2020 Apr 2020 INDEX FUTURES 1.11185 -0.00595 1.11780 1.11690 1.12230 1.10550 1.11500 -0.00740 1.11890 1.11880 1.12430 1.10750 150,468 504 Expiration Last Prior Change Settle Open High Low Volume E-mini Dow Index ($5 x DJIA Index) Mar 2020 22,835 Jun 2020 22,664 1,750 21,085 23,008 1,720 20,944 22,830 23,147 20,388 230,169 23,022 20,230 230,212 E-Mini S&P 500 Index ($50 x S&P 500 Index) Mar 2020 2,664.75 Jun 2020 2,652.75 195.75 2,469.00 2,689.75 2,707.75 2,393.50 3,295,273 196.75 2,456.00 2,678.25 2,697.25 2,380.00 3,182,675 E-Mini Nasdaq-100 Index ($20 x Nasdaq-100 Index) Mar 2020 7,823.00 Jun 2020 7,810.25 607.75 7,215.25 7,910.00 7,978.00 6,942.50 578,813 608.50 7,201.75 7,891.00 7,961.00 6,925.25 440,248 E-Mini Russell 2000 Index ($50 x Russell 2000 Index) Mar 2020 1199.70 Jun 2020 1191.20 89.80 1109.90 1197.80 1217.30 1070.50 299,016 85.70 1105.50 1196.20 1211.60 1056.60 297,538 a. What was the settlement price on the March 2020 10-Year US. 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 March 2020 5-Year U.S. Treasury Notes futures contracts traded on March 13, 2020? c. What is the face value on a British Pound currency futures contract on March 13, 2020? d. What was the settlement price on the March 2020 E-Mini S&P 500 futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of 10-Year US. Treasury Notes notes futures contract b. Number of 5-Year U.S. Treasury Notes futures contracts c. Face value on a British Pound currency futures contract d. Settlement price of E-Mini S&P 500 futures contract TABLE 10-4 Futures Quote, March 13, 2020 3.666 % GBP 74 1,189 42,063.65 INTEREST RATE FUTURES Prior Expiration Last Change Settle Open High Low Volume U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 178'08 -200 180'08 174'11 179/04 174'11 200 Jun 2020 176'15 -217 179/00 173'00 180/23 172'05 407,014 10-Year US. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 136'005 -0280 136 285 136 040 137'040 135'250 687 Jun 2020 136'060 -1'020 137 080 138 035 137'160 135'255 2,187,664 5-Year U.S. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 123'165 -0.042 123/207 123'100 123 165 123'085 14 Jun 2020 124'055 -0102 124 157 124'275 125 025 123'312 1,489,041 2-Year U.S. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Jun 2020 110'047 0'002 110045 110073 110'095 Sep 2020 110'100 0'055 110045 110 100 110 100 110'033 110'100 822,318 1 CURRENCY FUTURES Expiration Japanese Yen Mar 2020 Prior Last Change Settle Open High Low Volume Apr 2020 Mar 2020 Apr 2020 British Pound Mar 2020 Apr 2020 0.00925 -0.00025 0.00951 0.00954 0.00927 -0.00026 0.00952 0.00957 0.00957 0.00922 63,584 0.00957 0.00925 364 Canadian Dollar 0.72360 0.00145 0.72215 0.71825 0.72555 0.72285 0.00070 0.72215 0.71940 0.71435 44,699 0.72340 0.71600 66 1.23090 -0.02730 1.25820 1.25730 1.22830 -0.03040 1.25870 1.25450 1.26250 1.22590 42,166 1.26230 1.22830 201 Euro Mar 2020 Apr 2020 INDEX FUTURES 1.11185 -0.00595 1.11780 1.11690 1.12230 1.10550 1.11500 -0.00740 1.11890 1.11880 1.12430 1.10750 150,468 504 Expiration Last Prior Change Settle Open High Low Volume E-mini Dow Index ($5 x DJIA Index) Mar 2020 22,835 Jun 2020 22,664 1,750 21,085 23,008 1,720 20,944 22,830 23,147 20,388 230,169 23,022 20,230 230,212 E-Mini S&P 500 Index ($50 x S&P 500 Index) Mar 2020 2,664.75 Jun 2020 2,652.75 195.75 2,469.00 2,689.75 2,707.75 2,393.50 3,295,273 196.75 2,456.00 2,678.25 2,697.25 2,380.00 3,182,675 E-Mini Nasdaq-100 Index ($20 x Nasdaq-100 Index) Mar 2020 7,823.00 Jun 2020 7,810.25 607.75 7,215.25 7,910.00 7,978.00 6,942.50 578,813 608.50 7,201.75 7,891.00 7,961.00 6,925.25 440,248 E-Mini Russell 2000 Index ($50 x Russell 2000 Index) Mar 2020 1199.70 Jun 2020 1191.20 89.80 1109.90 1197.80 1217.30 1070.50 299,016 85.70 1105.50 1196.20 1211.60 1056.60 297,538