Which of the following statements about futures contracts on U. S. exchanges is least likely accurate（）
A. If annualized 90-day LIBOR decreases from 3.64% to 3.58%, a long position in a $1 million Eurodollar futures contract loses $150.
B. A $100000 Treasury bond futures contract that settles at 102-16 represents Treasury bonds worth $102500.
C. The value of an S&P 500 Index Futures contract with a multiplier of $ 250 has a value of $ 354575 on the settlement date if the index value on that date is 1418.3.