MTH/ ---- DAILY --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT
OF AUG08 SWISS FRANC OPTIONS CALL 9000 ---- ---- ---- ---- 7.470 UNCH 7.470 3 6 9100 ---- ---- ---- ---- 6.500 UNCH 6.500 1 9400 ---- ---- ---- ---- 3.780 UNCH 3.780 50 9450 ---- ---- ---- ---- 3.380 UNCH 3.380 9500 ---- 3.130B ---- ---- 2.990 UNCH 2.990 108 9550 ---- 2.750B 2.630A ---- 2.640 UNCH 2.640 42 9600 ---- 2.390B 2.290A ---- 2.310 UNCH 2.310 52 9650 ---- 2.070B 1.970A ---- 2.010 UNCH 2.010 51 9700 ---- 1.830B 1.690A ---- 1.740 UNCH 1.740 7 56 9750 ---- 1.570B 1.450A ---- 1.490 UNCH 1.490 27 9800 ---- 1.330B 1.230A ---- 1.270 UNCH 1.270 15 9900 ---- .920B .900A ---- .910 UNCH .910 18 9950 ---- .770B ---- ---- .760 UNCH .760 10000 ---- .640B ---- ---- .630 UNCH .630 1 11 10050 ---- ---- ---- ---- .520 UNCH .520 12 12 10200 ---- ---- ---- ---- .290 UNCH .290 10 38 10300 ---- ---- ---- ---- .190 UNCH .190 19 10750 ---- ---- ---- ---- .025 UNCH .025 10800 ---- ---- ---- ---- .020 UNCH .020 OF SEP08 SWISS FRANC OPTIONS CALL 8200 ---- ---- ---- ---- 15.460 UNCH 15.460 15 8300 ---- ---- ---- ---- 14.460 UNCH 14.460 8 8400 ---- ---- ---- ---- 13.460 UNCH 13.460 1 8500 ---- ---- ---- ---- 12.460 UNCH 12.460 10 8550 ---- ---- ---- ---- 11.960 UNCH 11.960 20 8600 ---- ---- ---- ---- 11.460 UNCH 11.460 60 8650 ---- ---- ---- ---- 10.970 UNCH 10.970 4 8700 ---- ---- ---- ---- 10.480 UNCH 10.480 10 8800 ---- ---- ---- ---- 9.490 UNCH 9.490 10 8900 ---- ---- ---- ---- 8.510 UNCH 8.510 56 9000 ---- ---- ---- ---- 7.560 UNCH 7.560 106 9050 ---- ---- ---- ---- 7.100 UNCH 7.100 9100 ---- ---- ---- ---- 6.640 UNCH 6.640 298 9150 ---- ---- ---- ---- 6.190 UNCH 6.190 365 9200 ---- ---- ---- ---- 5.750 UNCH 5.750 111 9300 ---- ---- ---- ---- 4.900 UNCH 4.900 92 9400 ---- ---- ---- ---- 4.110 UNCH 4.110 245 9450 ---- ---- ---- ---- 3.740 UNCH 3.740 9500 ---- ---- ---- ---- 3.390 UNCH 3.390 79 9550 ---- ---- ---- ---- 3.060 UNCH 3.060 9600 ---- ---- ---- ---- 2.750 UNCH 2.750 129 9650 ---- 2.560B 2.420A ---- 2.470 UNCH 2.470 153 9700 ---- 2.280B 2.170A ---- 2.220 UNCH 2.220 3 147 9750 ---- 2.030B 1.930A ---- 1.980 UNCH 1.980 124 9800 ---- 1.800B 1.710A ---- 1.760 UNCH 1.760 59 9850 ---- 1.590B 1.500A ---- 1.560 UNCH 1.560 306 9900 ---- 1.400B 1.320A ---- 1.370 UNCH 1.370 10 144 9950 ---- 1.230B 1.160A ---- 1.210 UNCH 1.210 65 10000 ---- 1.080B 1.020A ---- 1.060 UNCH 1.060 92 101 10050 ---- .940B .910A ---- .930 UNCH .930 125 10100 ---- ---- .780A ---- .820 UNCH .820 126 10150 ---- ---- .690A ---- .720 UNCH .720 237 10200 ---- ---- ---- ---- .640 UNCH .640 234 10250 ---- ---- ---- ---- .560 UNCH .560 50 10300 ---- ---- ---- ---- .490 UNCH .490 212 10350 ---- ---- ---- ---- .430 UNCH .430 133 10400 ---- ---- ---- ---- .370 UNCH .370 415 10450 ---- ---- ---- ---- .320 UNCH .320 117 10500 ---- ---- ---- ---- .280 UNCH .280 209 10550 ---- ---- ---- ---- .250 UNCH .250 28 10600 ---- ---- ---- ---- .220 UNCH .220 16 343 10700 ---- ---- ---- ---- .170 UNCH .170 34 10800 ---- ---- ---- ---- .130 UNCH .130 16 OF DEC08 SWISS FRANC OPTIONS CALL 9150 ---- ---- ---- ---- 6.810 UNCH 6.810 14 9200 ---- 6.560B 6.400A ---- 6.410 UNCH 6.410 110 9250 ---- 6.170B ---- ---- 6.030 UNCH 6.030 11 9300 ---- 5.790B 5.660A ---- 5.670 UNCH 5.670 43 9350 ---- 5.430B 5.310A ---- 5.320 UNCH 5.320 4 9400 ---- 5.080B 4.970A ---- 4.980 UNCH 4.980 52 9450 ---- 4.740B ---- ---- 4.650 UNCH 4.650 10 9500 ---- 4.420B 4.340A ---- 4.350 UNCH 4.350 31 9550 ---- 4.120B 4.050A ---- 4.060 UNCH 4.060 34 9600 ---- 3.860B 3.770A ---- 3.790 UNCH 3.790 199 9650 ---- 3.600B 3.510A ---- 3.530 UNCH 3.530 90 9700 ---- 3.350B 3.260A ---- 3.280 UNCH 3.280 2 66 9750 ---- 3.110B 3.040A ---- 3.060 UNCH 3.060 40 9800 ---- 2.880B 2.810A ---- 2.840 UNCH 2.840 1 58 9850 ---- 2.660B 2.610A ---- 2.640 UNCH 2.640 1 15 9900 ---- ---- 2.420A ---- 2.450 UNCH 2.450 45 9950 ---- ---- 2.250A ---- 2.270 UNCH 2.270 19 10000 ---- ---- 2.070A ---- 2.110 UNCH 2.110 39 10050 ---- ---- 1.930A ---- 1.950 UNCH 1.950 8 10100 ---- ---- 1.790A ---- 1.810 UNCH 1.810 1 126 10200 ---- ---- ---- ---- 1.550 UNCH 1.550 1 10300 ---- ---- ---- ---- 1.330 UNCH 1.330 3 7 10400 ---- ---- ---- ---- 1.140 UNCH 1.140 1 10500 ---- ---- ---- ---- .970 UNCH .970 1 24 OF MAR09 SWISS FRANC OPTIONS CALL 9750 ---- ---- ---- ---- 3.870 UNCH 3.870 147 TOTAL EST.VOL VOL OPEN INT. TOTAL 163 6697 OF AUG08 SWISS FRANC OPTIONS PUT 8550 ---- ---- ---- ---- CAB UNCH CAB 8700 ---- ---- ---- ---- CAB UNCH CAB 8800 ---- ---- ---- ---- .005 UNCH .005 9000 ---- ---- ---- ---- .025 UNCH .025 9100 ---- ---- ---- ---- .050 UNCH .050 9250 ---- ---- ---- ---- .140 UNCH .140 9300 ---- ---- ---- ---- .190 UNCH .190 9350 ---- ---- ---- ---- .250 UNCH .250 9400 ---- ---- .280A ---- .330 UNCH .330 1 18 9450 ---- ---- .360A ---- .430 UNCH .430 59 9500 ---- ---- ---- ---- .540 UNCH .540 2 12 9550 ---- ---- ---- ---- .680 UNCH .680 9600 ---- ---- .740A ---- .850 UNCH .850 77 9650 ---- ---- .920A ---- 1.050 UNCH 1.050 15 9700 ---- ---- 1.120A ---- 1.280 UNCH 1.280 2 21 9750 ---- 1.540B 1.360A ---- 1.530 UNCH 1.530 11 9800 ---- 1.820B 1.620A ---- 1.810 UNCH 1.810 1 10000 ---- ---- ---- ---- 3.160 UNCH 3.160 3 7 OF SEP08 SWISS FRANC OPTIONS PUT 8000 ---- ---- ---- ---- CAB UNCH CAB 56 8200 ---- ---- ---- ---- CAB UNCH CAB 8 8300 ---- ---- ---- ---- CAB UNCH CAB 8400 ---- ---- ---- ---- .010 UNCH .010 56 8500 ---- ---- ---- ---- .015 UNCH .015 101 8550 ---- ---- ---- ---- .020 UNCH .020 8600 ---- ---- ---- ---- .025 UNCH .025 1 8650 ---- ---- ---- ---- .030 UNCH .030 8700 ---- ---- ---- ---- .040 UNCH .040 20 8800 ---- ---- ---- ---- .060 UNCH .060 27 8850 ---- ---- ---- ---- .070 UNCH .070 20 8900 ---- ---- ---- ---- .080 UNCH .080 138 8950 ---- ---- ---- ---- .100 UNCH .100 25 9000 ---- ---- ---- ---- .120 UNCH .120 1 260 9050 ---- ---- ---- ---- .160 UNCH .160 70 9100 ---- ---- ---- ---- .200 UNCH .200 92 9150 ---- ---- ---- ---- .250 UNCH .250 448 9200 ---- ---- ---- ---- .310 UNCH .310 277 9300 ---- ---- .400A ---- .460 UNCH .460 5 9350 ---- ---- ---- ---- .550 UNCH .550 9400 ---- ---- .560A ---- .660 UNCH .660 1 146 9450 ---- ---- .710A ---- .790 UNCH .790 8 9500 ---- ---- .830A ---- .940 UNCH .940 98 9550 ---- ---- .990A ---- 1.110 UNCH 1.110 17 9600 ---- ---- 1.180A ---- 1.300 UNCH 1.300 219 9650 ---- ---- 1.370A ---- 1.510 UNCH 1.510 2 22 9700 ---- 1.740B 1.600A ---- 1.760 UNCH 1.760 281 9750 ---- ---- 1.840A ---- 2.020 UNCH 2.020 31 9800 ---- ---- 2.100A ---- 2.300 UNCH 2.300 60 9850 ---- ---- 2.400A ---- 2.600 UNCH 2.600 315 9900 ---- ---- 2.690A ---- 2.900 UNCH 2.900 59 9950 ---- ---- 3.060A ---- 3.240 UNCH 3.240 157 10000 ---- ---- 3.410A ---- 3.590 UNCH 3.590 227 10050 ---- ---- 3.770A ---- 3.960 UNCH 3.960 6 10100 ---- ---- 4.150A ---- 4.350 UNCH 4.350 99 10200 ---- ---- ---- ---- 5.160 UNCH 5.160 25 OF DEC08 SWISS FRANC OPTIONS PUT 9000 ---- ---- ---- ---- .570 UNCH .570 327 9150 ---- ---- ---- ---- .830 UNCH .830 9200 ---- ---- ---- ---- .930 UNCH .930 9250 ---- ---- 1.000A ---- 1.050 UNCH 1.050 14 9300 ---- ---- 1.130A ---- 1.180 UNCH 1.180 57 9350 ---- 1.270 1.260A ---- 1.330 UNCH 1.330 8 9400 ---- 1.420 1.410A ---- 1.480 UNCH 1.480 125 9450 ---- 1.620B 1.580A ---- 1.650 UNCH 1.650 135 9500 ---- ---- 1.760A ---- 1.840 UNCH 1.840 87 9550 ---- ---- 1.950A ---- 2.050 UNCH 2.050 4 10 9600 ---- ---- 2.160A ---- 2.270 UNCH 2.270 145 9650 ---- ---- 2.370A ---- 2.510 UNCH 2.510 195 9700 ---- ---- 2.620A ---- 2.760 UNCH 2.760 1 9750 ---- ---- 2.870A ---- 3.030 UNCH 3.030 15 18 9800 ---- ---- 3.140A ---- 3.310 UNCH 3.310 15 15 9850 ---- ---- 3.420A ---- 3.600 UNCH 3.600 OF MAR09 SWISS FRANC OPTIONS PUT 9750 ---- ---- ---- ---- 3.780 UNCH 3.780 TOTAL EST.VOL VOL OPEN INT. TOTAL 46 4732
NOTE: Daily Settlement Prices lists all CME® futures and options on futures individual contract price data including open, high, low, last, settlement, net change, estimated volume, prior day settlement, prior day volume and prior day open interest for a combined GLOBEX® and RTH trade date. For CBOT products, this information reflects only Globex traded data. CME's settlement price pages are updated periodically beginning with the close of CME's agricultural commodity products at approximately 1:30 p.m., CST. Initial settlement prices are subject to change until final settlement prices are posted at approximately 7:00 p.m., CST. Please note that, on occasion, final settlement prices issued at approximately 7:00 p.m., CST may be subject to further change due to a variety of factors. |