Settle March 2.812 -.058 Futures Contracts | WSJ.com/commodities Contract Open Open High hilo High hilo low Settle Chg interest Metal & Petroleum Futures Contract Open Coffee (ICE-US-37,500 lbs.; cents per lb. Open High hilo low Chg interest March 101.50 103.45 A 101.15 102.75 1.15 127,138 May 104.40 106.55 A 104.30 105.75 1.10 60,630 Copper-High (CMX)-25,000 lbs.: $ per lb. Sugar-World (ICE-US)-112,000 lbs., cents per lb. Jan 2.6445 2.6460 2.6410 2.6410 -0.0105 1,756 March 11.95 11.94 12.65 12.67 A .72 389 965 March 2.6500 2.6595 2.6315 2.6370 -0.0105 138,638 May 12.04 12.73 A 12.03 12.72 .70 188,201 Gold (CMX)-100 troy oz. $ per troy oz. Sugar-Domestic (ICE-US)-112,000 lbs., cents per lb. Jan 1284.90 1286.80 4.10 353 March 25.40 25.40 A 25.34 25.40 2,718 Feb 1287.00 1297.00 1284.10 1289.90 .04 4.10 302,111 May 25.50 25.54 A 25.50 25.50 2,455 June -.01 1298.90 1309.00 1298.50 1302.90 4.20 43,689 Aug 1310.00 1315.10 1307.80 1309.00 Cotton (ICE-US)-50,000 lbs.; cents per lb. 4.10 10,837 Dec 1317.60 1326.801317.60 1321.50 4.10 9,830 March 72.52 73.92 A 72.48 72.75 .23 126,870 Feb 20 1327.90 1331.00 1327.30 May 73.99 1327.70 74.10 4.20 75.23 A 73.92 3,090 .16 39,088 Palladium (NYM)-50 troy oz. $ per troy oz. Orange Juice (ICE-US-15,000 lbs., cents per lb. March 1242.40 1249.40 A 1230.80 1240.20 5.80 24.797 Jan 121.20 122.00 121.15 121.95 .65 582 June March 123.85 4.70 1226.20 1231.90 3,313 123.75 124.80 1216.10 1224.30 .55 122.85 14,103 Platinum (NYM)-50 troy oz.; $ per troy oz. Jan 824.20 825.40 A 821.00 Interest Rate Futures 818.40 -3.60 261 April 827.20 836.50 A 823.30 824.30 -2.90 85,951 Treasury Bonds (CBT)-$100,000; pts 32nds of 100% Silver (CMX)-5,000 troy oz.; $ per troy oz. March 146-230 147-170 146-040 146-160 - 12.0 949,992 June Jan -13.0 15.750 15.750 A 15.750 15.669 -0.026 146-160 146-190 145-300 145-300 145-270 820 61 March 15.800 15.880 15.680 15.756 -0.030 142,916 Treasury Notes (CBT)$100,000; pts 32nds of 100% Crude Oil, Light Sweet (NYM)-1,000 bbls.: $ per bbl. March 122-060 122-150121-290 122-015 -8.0 4.102,583 Feb 48.22 -7.5 49.79 A 48.11 48.52 0.56 122-150 122-240 122-065 122-105 June 367,400 2,418 March 48.49 50.11 A 48.44 48.82 0.54 319,791 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% April 48.85 50.47 A 48.80 49.17 0.52 136,259 March 114-215 114-280 114-155 114-187 -5.5 4,590,715 May 49.32 50.90 A 49.32 49.60 0.50 115,849 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% June 49.79 51.33 A 49.72 50.04 0.48 229,259 March 106-045 106-065 106-010 106-025 -2.7 2,552,998 Dec 51.32 52.77 A 51.30 51.48 0.40 191,808 30 Day Federal Funds (CBT)-$5,000,000; 100-daily avg. NY Harbor ULSD (NYM)-42,000 gal: $ per gal. Jan 97.600 97.600 97.598 97.598 -.002 317.562 Feb 1.7775 1.8245 A 1.7764 1.7784 .0092 109,341 April 97.605 97.615 97.600 97,605 -.005 310,713 March 1.7691 1.7691 1.8160 A 1.7690 1.7714 .0104 73,598 10 Yr. Del. Int. Rate Swaps (CBT)-$100,000; pts 32nds of 100% Gasoline NY RBOB (NYM)-42,000 gal.: $ per gal. March 102.766 102.797 102.297 102.391 -219 27.938 Feb 1.3585 1.3945 1.3389 1.3408 -,0070 120,856 1 Month Libor (CME) $3,000,000; pts of 100% March 1.3716 1.3716 1.4080 1.3524 1.3541-0077 88,591 Jan - 97.4875 .0075 535 Natural Gas (NYM)-10,000 MMBtu: $ per MMBtu. Eurodollar (CME)-$1,000,000; pts of 100% Feb 2.932 2.994 2.910 2.944 -100 174,258 Jan 97.2300 97.2375 97.2250 97.2300 .0050 268.383 2.886 2.793 2.847 270,970 March 97.2850 97.3150 97.2850 97.3000 .0050 1,429,121 April 2.650 2.708 2.640 2.677 -.011 148,613 June 97.3050 97.3450 97.290097.3150 1.252,674 May 2.637 2.687 2.625 2.662 -.002 132,474 Dec 97.3650 97.4100 97.3250 97.3550 -.0250 1.740,407 July 2.718 2.765 2.708 2.746 -2007 62,540 Oct 2.710 2.761 2.698 2.751 -2016 105,445 Currency Futures Agriculture Futures Japanese Yen (CME) 12,500,000; $ per 100% Jan .9228 9257 9211 9213-0008 Corn (CBT)-5,000 bu; cents per bu. 1.190 March .9272 .9247 9259-0009 March 382.25 384.00 A 381.75 222,921 382.25 -.75 751,642 Canadian Dollar (CME-CAD 100,000; $ per CAD July 397.50 399.00 A 397.00 397.50 -75 242,635 Jan .7479 .7530 A 7479 .7522 .0054 723 Oats (CBT)-5,000 bu.; cents per bu. March .7484 .7544 7484 .7533 .0054 166,071 March 279.50 280.25 276.50 279.50 - 50 4,124 British Pound (CME) 62,500: $ per May 279.50 279.50 274.00 276.00 -4.25 638 Jan 1.2747 1.2775 A 1.2729 1.2775 .0031 2,616 Soybeans (CBT)-5,000 bu.; cents per bu. March 1.2780 1.2832 A 1.2764 1.2815 .0031 204,679 Jan 909.50 915.75 A 909.50 912.25 2.75 3.422 Swiss Franc (CME)-CHF 125,000; $ per CHF March 921.00 927.75 A 920.75 924.25 2.75 337,323 March 1.0206 1.0285 A 1.0200 1.0277 .0071 66,727 Soybean Meal (CBT)-100 tons.; $ per ton. June 1.0330 1.0369 A 1.0292 1.0368 .0071 95 Jan 316.00 319.30 A 316.00 318.20 3.10 1,798 March 319.40 Australian Dollar (CME)-AUD 100,000: $ per AUD 323.30 A 319.20 322.20 3.20 193,399 Jan .7125 .7150 A7124 .7143 .0026 331 Soybean Oil (CBT)-60,000 lbs., cents per lb. Feb .7135 .7148 A 7135 .7147 .0026 680 Jan 28.47 28.55 A 28.26 28.26 -.15 972 March .7129 .7158 A.7122 .7150 .0026 124.074 March 28.70 28.80 A 28.47 28.51 -.13 219,566 April .7144 .7149 A 7144 .7153 .0026 253 Rough Rice (CBT)-2,000 cwt.; $ per cwt. June .7133 .7160 A 7133 .7160 .0027 661 March 1048.00 1069.00 A 1048.00 1066.50 18.50 7,164 Sept .7147 .7161 A 7147 .7169 .0026 121 May 1071.50 1083.50 A 1071.50 1082.50 18.50 102 Mexican Peso (CME)-MXN 500,000 $ per MXN Wheat (CBT)-5,000 bu.; cents per bu. March .05107.05129 A .05084 .05113 .00014 161,111 March 518.00 518.50 513.50 516.75 - 25 229,028 June .04890 .04905 A .04887 .05035 .00013 35 July 530.50 530.50 525.50 527.00 -2.50 76,657 Euro (CME)-125,000; $ per Wheat (KC)-5,000 bu.; cents per bu. Jan 1.1415 1.1488 1.1415 1.1486 .0079 1,938 March 506.25 507.25 500.50 503.00 -3.00 182,341 March 1.1475 1.1551 1.1471 1.1547 .0079489,919 May 517.50 518.75 512.00 514.50 -3.00 55,722 Wheat (MPLS)-5,000 bu.; cents per bu. Index Futures March 570.25 572.00 565.50 568.00 -2.25 33,947 Mini DJ Industrial Average (CBT)-$5 X index May 575.50 577.25 570.75 573.25 -2.25 13,177 March 23470 23668 23279 23512 117 72.535 Cattle-Feeder (CME)-50,000 lbs.; cents per lb. Dec 23523 23686 A 23350 23530 118 544 Jan 144.600 146.325 144.200 146.000 1.100 8,483 S&P 500 Index (CME)-$250 x Index March 142.150 144.425 142.000 143.900 1.075 25,193 March 2536.70 2567.00 A 2525.00 2550.60 19.30 39,216 Cattle-Live (CME)-40,000 lbs., cents per lb. Mini S&P 500 (CME)-$50 x index Feb 121.800 123.400 121.425 123.200 1.275 129,414 March 2537.25 2567.50 A 2523.25 2550.50 19.20 2,634,252 April 123.850 125.375 123.500 125.075 1.075 115,863 June 2540.25 2571.25 A 2528.50 2555.00 19.40 27,554 Hogs-Lean (CME)-40,000 lbs., cents per lb. Mini S&P Midcap 400 (CME-$100 x index Feb 61.950 62.150 61.250 61.900 -.050 79,843 March 1690.00 1717.10 A 1679.20 1703.30 17.70 69,276 66.700 66.900 65.825 66.375 - 375 60,839 Mini Nasdaq 100 (CME)-$20 x index Lumber (CME)-110,000 bd.ft; $ per 1,000 bd. ft. March 6451.3 6535.8 A 6402.5 6496.5 62.5 196,948 Jan 326.20 326.20 323.00 324.80 1.20 398 June 6471.5 6557.0 A 6427.0 6520.8 63.8 1.350 March 332.20 333.00 328.00 330.80 .90 2,724 Mini Russell 2000 (CME)-$50 x index Milk (CME)-200,000 lbs., cents per lb. March 1384.40 1414.60 A 1375.80 1405.90 24.30 465,350 Jan 14.16 14.26 V 14.12 14.14 -.11 4,391 June 1391,60 1417.90 A 1386.80 1410.50 25.00 534 Feb 14.72 14.73 14.55 14.57 -.17 4,095 Mini Russell 1000 (CME)-$50 x index Cocoa (ICE-US)-10 metric tons; $ per ton. March 1402.00 1418.90 1402.00 1409.80 10.70 7,664 March 2.362 2,413 2,356 2,410 49 96,443 U.S. Dollar Index (ICE-US)-$1,000 X index May 2,395 2,449 2,394 2,447 49 51,809 March 95.71 95.73 95.20 95.23 -.52 57,402 June 95.08 95.08 7 94.75 94.74 -.51 945 9310 April Refer to the Mini-S&P contract in Figure 22.1. Assume the closing price for this day. a. If the margin requirement is 20% of the futures price times the contract multiplier of $50, how much must you deposit with your broker to trade the June maturity contract? (Round your answer to the nearest whole dollar.) Required margin deposit b. If the June futures price increases to 2595.50, what percentage return will you earn on your investment if you entered the long side of the contract at the price shown in the figure? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Percentage return on net investment % c. If the June futures price falls by 1%, what is your percentage return? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places.) Percentage return on net investment %