TABLE 10-4 Futures Quote, March 13, 2020 INTEREST RATE FUTURES Prior Expiration Last Change Settle Open...

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TABLE 10-4 Futures Quote, March 13, 2020 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 Jun 2020 176'15 -2'00 180'08 -217 179/00 174'11 173'00 179'04 174'11 180'23 172'05 200 407,014 10-Year US. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 136'005 Jun 2020 136'060 -0280 -1'020 136 285 137'080 136'040 137'040 138'035 137'160 135 250 135'255 687 2,187,664 5-Year U.S. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 123'165 Jun 2020 124'055 -0'042 -0'102 123'207 124 157 123'100 123'165 123'085 124 275 125'025 123'312 14 1,489,041 2-Year U.S. Treasury Notes ($100,000; pts 32nds+128ths of 100%) Jun 2020 Sep 2020 110'047 110'100 0002 110045 110'073 110'095 110'033 822.318 0'055 110045 110'100 110'100 110'100 1 CURRENCY FUTURES Prior Expiration Last Change Settle Open High Low Volume Japanese Yen Mar 2020 Apr 2020 0.00925 -0.00025 0.00951 0.00954 0.00927 0.00957 0.00922 -0.00026 0.00952 0.00957 0.00957 0.00925 63,584 364 Canadian Dollar Mar 2020 Apr 2020 0.72360 0.72285 0.00070 0.00145 0.72215 0.71825 0.72555 0.71435 0.72215 0.71940 0.72340 0.71600 44,699 66 British Pound Mar 2020 Apr 2020 Euro Mar 2020 1.23090 -0.02730 1.258201 1.25730 1.26250 1.22590 1.22830 -0.03040 1.25870 1.25450 1.26230 1.22830 42,166 201 Apr 2020 INDEX FUTURES 1.11500 -0.00740 1.11185 -0.00595 1.11780 1.11690 1.12230 1.10550 1.11890 1.11880 1.12430 1.10750 150,468 504 Expiration Last Change Prior Settle Open High Low Volume E-mini Dow Index ($5 x DJIA Index) Mar 2020 Jun 2020 22,835 22,664 1,750 21,085 1,720 20,944 23,008 23,147 20.388 230.169 22,830 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 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 Jun 2020 1199.70 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 Source: CME Group website, www.cmegroup.com TABLE 10-4 Futures Quote, March 13, 2020 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 Jun 2020 176'15 -2'00 180'08 -217 179/00 174'11 173'00 179'04 174'11 180'23 172'05 200 407,014 10-Year US. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 136'005 Jun 2020 136'060 -0280 -1'020 136 285 137'080 136'040 137'040 138'035 137'160 135 250 135'255 687 2,187,664 5-Year U.S. Treasury Notes ($100,000; pts 32nds +128ths of 100%) Mar 2020 123'165 Jun 2020 124'055 -0'042 -0'102 123'207 124 157 123'100 123'165 123'085 124 275 125'025 123'312 14 1,489,041 2-Year U.S. Treasury Notes ($100,000; pts 32nds+128ths of 100%) Jun 2020 Sep 2020 110'047 110'100 0002 110045 110'073 110'095 110'033 822.318 0'055 110045 110'100 110'100 110'100 1 CURRENCY FUTURES Prior Expiration Last Change Settle Open High Low Volume Japanese Yen Mar 2020 Apr 2020 0.00925 -0.00025 0.00951 0.00954 0.00927 0.00957 0.00922 -0.00026 0.00952 0.00957 0.00957 0.00925 63,584 364 Canadian Dollar Mar 2020 Apr 2020 0.72360 0.72285 0.00070 0.00145 0.72215 0.71825 0.72555 0.71435 0.72215 0.71940 0.72340 0.71600 44,699 66 British Pound Mar 2020 Apr 2020 Euro Mar 2020 1.23090 -0.02730 1.258201 1.25730 1.26250 1.22590 1.22830 -0.03040 1.25870 1.25450 1.26230 1.22830 42,166 201 Apr 2020 INDEX FUTURES 1.11500 -0.00740 1.11185 -0.00595 1.11780 1.11690 1.12230 1.10550 1.11890 1.11880 1.12430 1.10750 150,468 504 Expiration Last Change Prior Settle Open High Low Volume E-mini Dow Index ($5 x DJIA Index) Mar 2020 Jun 2020 22,835 22,664 1,750 21,085 1,720 20,944 23,008 23,147 20.388 230.169 22,830 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 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 Jun 2020 1199.70 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 Source: CME Group website, www.cmegroup.com