Quiz7 - Q uiz # 7: D ue: F r iday : 4/1/11 I N CLASS! 1)...

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Unformatted text preview: Q uiz # 7: D ue: F r iday : 4/1/11 I N CLASS! 1) Calculate the following yield curve for U.S. T reasuries on the close 3/28 using Bloomberg.com: 2s10s, 5s10s, and 2s30s. 2) Calculate also on 3/31 and indicate if the three levels f rom 3/27 to 3/31: a) steepened, b) f lattened, or c) s tayed the same. 3) What does the current yield curve suggest about f uture economic growth? Using CMEgroup.com contract specifications, Answer the following questions: 4) For the E-mini S&P 500 Futures; what is the contract size at the end of t rading on 3/30? 5) What is the minimum price f luctuation on an outright contract? 6) What is the initial & maintenance margins for a speculator? 7) For the Eurodollar Futures contract; what is the u nderlying contract? 8) 9) How is the price quoted for Eurodollars? For the Ten Year U.S. Treasury Note Future; what is t he underlying unit? What is the minimum price f luctuation? 10) For Euro currency foreign exchange, what is the contract s ize? ...
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This note was uploaded on 04/11/2011 for the course FIN 321 taught by Professor Blose during the Winter '07 term at Grand Valley State.

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Quiz7 - Q uiz # 7: D ue: F r iday : 4/1/11 I N CLASS! 1)...

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