1 2.22 points Refer to Table 10-4. a. What was the settlement price on the September 2020 2-year U.S. Treasury notes fut

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1 2 22 Points Refer To Table 10 4 A What Was The Settlement Price On The September 2020 2 Year U S Treasury Notes Fut 1 (96.22 KiB) Viewed 10 times

1 2.22 points Refer to Table 10-4. a. What was the settlement price on the September 2020 2-year U.S. 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 June 2020 five-year Treasury Note 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 June 2020 E-Mini Russell 2000 futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16)) a. b. C. d. > Answer is complete but not entirely correct. Settlement price of U.S. Treasury notes futures contract Number of futures contracts Face value on a British pound currency futures contract Settlement price of E-Mini Russell 2000 futures contract GBP 110.313 x % 1,489,041 62,500 $ 1,191.20 x
TABLE 10-4 Futures Quote, March 13, 2020 INTEREST RATE FUTURES Expiration U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 Jun 2020 10-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Mar 2020 Jun 2020 5-Year U.S. Treasury Notes ($100,000; pts 32nds+ 128ths of 100%) Mar 2020 Jun 2020 2-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Jun 2020 Sep 2020 CURRENCY FUTURES Expiration Japanese Yen Mar 2020 Apr 2020 Canadian Dollar Mar 2020 Apr 2020 British Pound Mar 2020 Apr 2020 Euro Mar 2020 Apr 2020 INDEX FUTURES Expiration E-mini Dow Index ($5 × DJIA Index) Mar 2020 Jun 2020 E-Mini S&P 500 Index ($50 x S&P 500 Index) Mar 2020 Jun 2020 E-Mini Nasdaq-100 Index ($20 × Nasdaq-100 Index) Mar 2020 Jun 2020 E-Mini Russell 2000 Index ($50 x Russell 2000 Index) Mar 2020 Jun 2020 Prior Last Change Settle 178'08 176'15 136'005 136'060 123'165 124'055 110'047 110'100 Last 0.00925 0.00927 0.72360 0.72285 1.23090 1.22830 1.11185 1.11500 Last 22,835 22,664 2,664.75 2,652.75 7,823.00 7,810.25 1199.70 1191.20 Source: CME Group website, www.cmegroup.com -2'00 180'08 179'04 174'11 -2'17 179'00 173'00 180'23 0'002 0'055 -0'042 123'207 123'100 123'165 123'085 -0'102 124'157 124'275 125'025 123'312 Open High 687 -0'280 136/285 136'040 137'040 135/250 -1'020 137'080 138'035 137'160 135'255 2,187,664 Prior Change Settle Open -0.00025 0.00951 0.00954 -0.00026 0.00952 0.00957 Change 0.00145 0.72215 0.71825 0.72555 0.00070 -0.00595 1.11780 -0.00740 1.11890 110′045 110'073 110'095 110'033 822,318 110/045 110'100 110'100 110'100 1 -0.02730 1.25820 1.25730 1.26250 -0.03040 1.25870 1.25450 1.26230 Prior Settle 1,750 1,720 20,944 High 0.00957 0.00957 0.71435 0.72215 0.71940 0.72340 0.71600 21,085 23,008 22,830 Low Open 89.80 1109.90 85.70 1105.50 174'11 172'05 High Low 0.00922 0.00925 1.11690 1.12230 1.10550 1.11880 1.12430 1.10750 1.22590 1.22830 Low Volume 200 407,014 607.75 7,215.25 7,910.00 7,978.00 6,942.50 608.50 7,201.75 7,891.00 7,961.00 6,925.25 14 1,489,041 1197.80 1217.30 1070.50 1196.20 1211.60 1056.60 Volume 63,584 364 44,699 66 42,166 201 150,468 504 23,147 20,388 230,169 23,022 20,230 230,212 195.75 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 Volume 578,813 440,248 299,016 297,538