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MTH/ ---- DAILY --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT
OV AUG08 CME CANADIAN DOLLAR OPTIONS CALL 10000 ---- .540B .440A ---- .410 UNCH .410 31 435 10050 ---- .410B ---- ---- .310 UNCH .310 5 10100 ---- .300B ---- ---- .230 UNCH .230 190 355 10150 ---- .220B .190A ---- .170 UNCH .170 27 10200 ---- .160B ---- ---- .130 UNCH .130 143 10250 ---- .110B ---- ---- .100 UNCH .100 2 10300 ---- ---- ---- ---- .070 UNCH .070 95 10350 ---- ---- ---- ---- .050 UNCH .050 45 10400 ---- ---- ---- ---- .035 UNCH .035 9 10450 ---- ---- ---- ---- .025 UNCH .025 8 10500 ---- ---- ---- ---- .020 UNCH .020 35 10550 ---- ---- ---- ---- .015 UNCH .015 3 10600 ---- ---- ---- ---- .010 UNCH .010 9 10650 ---- ---- ---- ---- .005 UNCH .005 3 10700 ---- ---- ---- ---- .005 UNCH .005 1 10800 ---- ---- ---- ---- CAB UNCH CAB 27 10900 ---- ---- ---- ---- CAB UNCH CAB 4 11000 ---- ---- ---- ---- CAB UNCH CAB 51 8800 ---- ---- ---- ---- 9.830 UNCH 9.830 3 9000 ---- 8.000B ---- ---- 7.830 UNCH 7.830 1 9400 ---- 4.150B ---- ---- 3.970 UNCH 3.970 9500 ---- 3.240B ---- ---- 3.090 UNCH 3.090 1 9600 ---- 2.400B ---- ---- 2.310 UNCH 2.310 1 7 9650 ---- 2.020B ---- ---- 1.950 UNCH 1.950 7 9 9700 ---- 1.740B ---- ---- 1.620 UNCH 1.620 17 16 9750 ---- 1.690B ---- ---- 1.330 UNCH 1.330 1 2 9800 ---- 1.400B ---- ---- 1.080 UNCH 1.080 115 208 9850 ---- 1.140B .910A ---- .860 UNCH .860 1 84 9900 ---- .910B .720A ---- .680 UNCH .680 2 168 9950 ---- .700B .560A ---- .530 UNCH .530 11 63 OV SEP08 CME CANADIAN DOLLAR OPTIONS CALL 10000 ---- .910B ---- ---- .740 UNCH .740 90 397 10050 ---- .750B ---- ---- .610 UNCH .610 144 10100 ---- .610B ---- ---- .500 UNCH .500 14 332 10150 ---- .510B ---- ---- .410 UNCH .410 63 10200 ---- .400B .360A ---- .340 UNCH .340 430 10250 ---- .320B ---- ---- .270 UNCH .270 152 10300 ---- ---- ---- ---- .220 UNCH .220 81 10350 ---- .200B ---- ---- .180 UNCH .180 170 10400 ---- .160B ---- ---- .150 UNCH .150 353 10450 ---- .130B ---- ---- .120 UNCH .120 2 10500 ---- ---- ---- ---- .100 UNCH .100 540 10550 ---- ---- ---- ---- .080 UNCH .080 435 10600 ---- ---- ---- ---- .070 UNCH .070 21 10650 ---- ---- ---- ---- .050 UNCH .050 53 10700 ---- ---- ---- ---- .045 UNCH .045 86 10750 ---- ---- ---- ---- .035 UNCH .035 3 10800 ---- ---- ---- ---- .030 UNCH .030 357 10850 ---- ---- ---- ---- .025 UNCH .025 34 10900 ---- ---- ---- ---- .020 UNCH .020 152 10950 ---- ---- ---- ---- .015 UNCH .015 182 11000 ---- ---- ---- ---- .015 UNCH .015 159 11050 ---- ---- ---- ---- .010 UNCH .010 2 8700 ---- ---- ---- ---- 10.830 UNCH 10.830 8800 ---- 10.010B ---- ---- 9.830 UNCH 9.830 17 8900 ---- 9.030B ---- ---- 8.870 UNCH 8.870 5 9000 ---- 8.050B ---- ---- 7.900 UNCH 7.900 4 9050 ---- 7.560B ---- ---- 7.420 UNCH 7.420 19 9100 ---- 7.070B ---- ---- 6.940 UNCH 6.940 1 8 9150 ---- 6.590B ---- ---- 6.460 UNCH 6.460 11 9200 ---- 6.120B ---- ---- 5.990 UNCH 5.990 9300 ---- 5.180B ---- ---- 5.060 UNCH 5.060 9 9400 ---- 4.340B ---- ---- 4.180 UNCH 4.180 142 9450 ---- 3.910B ---- ---- 3.770 UNCH 3.770 9500 ---- 3.490B ---- ---- 3.370 UNCH 3.370 5 9550 ---- 3.100B ---- ---- 3.000 UNCH 3.000 5 9600 ---- ---- ---- ---- 2.640 UNCH 2.640 2 9650 ---- 2.370B ---- ---- 2.310 UNCH 2.310 9700 ---- 2.150B ---- ---- 2.010 UNCH 2.010 7 9750 ---- 2.070B ---- ---- 1.720 UNCH 1.720 41 9800 ---- 1.790B ---- ---- 1.470 UNCH 1.470 121 9850 ---- 1.540B ---- ---- 1.250 UNCH 1.250 798 9900 ---- 1.310B ---- ---- 1.050 UNCH 1.050 2 382 9950 ---- 1.090B ---- ---- .880 UNCH .880 164 OV DEC08 CME CANADIAN DOLLAR OPTIONS CALL 10000 ---- 1.740B ---- ---- 1.480 UNCH 1.480 67 10050 ---- 1.550B ---- ---- 1.320 UNCH 1.320 10100 ---- 1.380B ---- ---- 1.170 UNCH 1.170 11 10150 ---- 1.230B ---- ---- 1.040 UNCH 1.040 97 10200 ---- 1.090B ---- ---- .930 UNCH .930 2 10300 ---- .860B ---- ---- .730 UNCH .730 50 10350 ---- .760B ---- ---- .650 UNCH .650 2 10400 ---- .670B ---- ---- .570 UNCH .570 4 10450 ---- .590B ---- ---- .510 UNCH .510 10500 ---- .520B ---- ---- .450 UNCH .450 129 10550 ---- .460B ---- ---- .400 UNCH .400 10600 ---- .400B ---- ---- .350 UNCH .350 10650 ---- .360B ---- ---- .310 UNCH .310 10900 ---- ---- ---- ---- .160 UNCH .160 2 11000 ---- ---- ---- ---- .120 UNCH .120 38 11100 ---- ---- ---- ---- .100 UNCH .100 4 11200 ---- ---- ---- ---- .080 UNCH .080 44 9400 ---- ---- ---- ---- 4.710 UNCH 4.710 20 9450 ---- ---- ---- ---- 4.350 UNCH 4.350 70 9600 ---- 3.780B ---- ---- 3.360 UNCH 3.360 86 9650 ---- 3.460B ---- ---- 3.070 UNCH 3.070 82 9700 ---- 3.180B ---- ---- 2.780 UNCH 2.780 33 9750 ---- 2.900B ---- ---- 2.520 UNCH 2.520 67 9800 ---- 2.640B ---- ---- 2.280 UNCH 2.280 17 28 9850 ---- 2.380B ---- ---- 2.060 UNCH 2.060 80 9900 ---- 2.140B ---- ---- 1.850 UNCH 1.850 131 9950 ---- 1.940B ---- ---- 1.660 UNCH 1.660 53 OV MAR09 CME CANADIAN DOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- 2.050 UNCH 2.050 3 10200 ---- ---- ---- ---- 1.430 UNCH 1.430 9800 ---- ---- ---- ---- 2.850 UNCH 2.850 162 TOTAL EST.VOL VOL OPEN INT. TOTAL 500 8972 OV AUG08 CME CANADIAN DOLLAR OPTIONS PUT 10000 ---- ---- 2.150A ---- 2.570 UNCH 2.570 4 89 10050 ---- ---- 2.510A ---- 2.970 UNCH 2.970 26 10100 ---- ---- ---- ---- 3.390 UNCH 3.390 10 10150 ---- ---- ---- ---- 3.830 UNCH 3.830 6 10200 ---- ---- ---- ---- 4.290 UNCH 4.290 4 10250 ---- ---- ---- ---- 4.760 UNCH 4.760 4 10350 ---- ---- ---- ---- 5.710 UNCH 5.710 3 4 10400 ---- ---- ---- ---- 6.190 UNCH 6.190 10450 ---- ---- ---- ---- 6.680 UNCH 6.680 3 4 10500 ---- ---- ---- ---- 7.180 UNCH 7.180 10600 ---- ---- ---- ---- 8.170 UNCH 8.170 1 10700 ---- ---- ---- ---- 9.170 UNCH 9.170 10800 ---- ---- ---- ---- 10.170 UNCH 10.170 10900 ---- ---- ---- ---- 11.170 UNCH 11.170 11000 ---- ---- ---- ---- 12.170 UNCH 12.170 8800 ---- ---- ---- ---- .005 UNCH .005 9000 ---- ---- ---- ---- .010 UNCH .010 3 9050 ---- ---- ---- ---- .015 UNCH .015 1 9100 ---- ---- ---- ---- .025 UNCH .025 10 9150 ---- ---- ---- ---- .030 UNCH .030 22 9200 ---- ---- ---- ---- .045 UNCH .045 12 9250 ---- ---- ---- ---- .060 UNCH .060 1 9300 ---- ---- ---- ---- .080 UNCH .080 70 9350 ---- ---- ---- ---- .110 UNCH .110 49 9400 ---- ---- ---- ---- .150 UNCH .150 4 89 9450 ---- ---- ---- ---- .200 UNCH .200 175 128 9500 ---- ---- ---- ---- .270 UNCH .270 4 90 9550 ---- ---- ---- ---- .360 UNCH .360 1 214 9600 ---- ---- .340A ---- .480 UNCH .480 3 105 9650 ---- ---- .440A ---- .620 UNCH .620 35 9700 ---- .700B .560 ---- .790 UNCH .790 2 426 9750 ---- ---- .730A ---- 1.000 UNCH 1.000 110 153 9800 ---- 1.140B .920A ---- 1.250 UNCH 1.250 59 99 9850 ---- ---- 1.160A ---- 1.530 UNCH 1.530 85 157 9900 ---- 1.570B 1.420A ---- 1.850 UNCH 1.850 17 174 9950 ---- 1.900B 1.750A ---- 2.200 UNCH 2.200 16 177 OV SEP08 CME CANADIAN DOLLAR OPTIONS PUT 10000 ---- ---- 2.510A ---- 2.900 UNCH 2.900 484 10050 ---- ---- 2.860A ---- 3.270 UNCH 3.270 52 10100 ---- ---- 3.220A ---- 3.660 UNCH 3.660 250 10150 ---- ---- 3.600A ---- 4.070 UNCH 4.070 123 10200 ---- ---- 4.000A ---- 4.490 UNCH 4.490 578 10250 ---- ---- ---- ---- 4.920 UNCH 4.920 2 10300 ---- ---- ---- ---- 5.370 UNCH 5.370 199 10350 ---- ---- ---- ---- 5.830 UNCH 5.830 13 10400 ---- ---- ---- ---- 6.300 UNCH 6.300 10450 ---- ---- ---- ---- 6.770 UNCH 6.770 10500 ---- ---- ---- ---- 7.250 UNCH 7.250 2 10550 ---- ---- ---- ---- 7.730 UNCH 7.730 10600 ---- ---- ---- ---- 8.220 UNCH 8.220 10650 ---- ---- ---- ---- 8.700 UNCH 8.700 10700 ---- ---- ---- ---- 9.190 UNCH 9.190 10750 ---- ---- ---- ---- 9.680 UNCH 9.680 10800 ---- ---- ---- ---- 10.180 UNCH 10.180 44 10850 ---- ---- ---- ---- 10.670 UNCH 10.670 10900 ---- ---- ---- ---- 11.170 UNCH 11.170 10950 ---- ---- ---- ---- 11.670 UNCH 11.670 11000 ---- ---- ---- ---- 12.170 UNCH 12.170 8600 ---- ---- ---- ---- .035 UNCH .035 72 8700 ---- ---- ---- ---- .045 UNCH .045 1 8750 ---- ---- ---- ---- .050 UNCH .050 3 8800 ---- ---- ---- ---- .060 UNCH .060 111 8900 ---- ---- ---- ---- .070 UNCH .070 11 9000 ---- ---- ---- ---- .090 UNCH .090 25 9050 ---- ---- ---- ---- .110 UNCH .110 330 9100 ---- ---- .110A ---- .130 UNCH .130 233 9150 ---- ---- ---- ---- .150 UNCH .150 9 9200 ---- ---- ---- ---- .180 UNCH .180 134 9250 ---- ---- ---- ---- .210 UNCH .210 19 9300 ---- ---- .210A ---- .250 UNCH .250 423 9350 ---- ---- ---- ---- .300 UNCH .300 175 152 9400 ---- ---- ---- ---- .370 UNCH .370 2 594 9450 ---- .400B .370 ---- .450 UNCH .450 65 9500 ---- ---- ---- ---- .550 UNCH .550 138 9550 ---- ---- .530A ---- .680 UNCH .680 2 34 9600 ---- ---- .650A ---- .820 UNCH .820 203 9650 ---- .900B .780A ---- .990 UNCH .990 14 9700 ---- ---- .940A ---- 1.180 UNCH 1.180 633 9750 ---- ---- 1.120A ---- 1.390 UNCH 1.390 273 9800 ---- ---- 1.330A ---- 1.640 UNCH 1.640 1 138 9850 ---- ---- 1.570A ---- 1.920 UNCH 1.920 2 276 9900 ---- ---- 1.830A ---- 2.220 UNCH 2.220 243 9950 ---- ---- 2.130A ---- 2.540 UNCH 2.540 60 OV DEC08 CME CANADIAN DOLLAR OPTIONS PUT 10000 ---- ---- ---- ---- 3.700 UNCH 3.700 5 10050 ---- ---- ---- ---- 4.030 UNCH 4.030 10100 ---- ---- ---- ---- 4.380 UNCH 4.380 10200 ---- ---- ---- ---- 5.130 UNCH 5.130 2 8600 ---- .120B ---- ---- .090 UNCH .090 80 8700 ---- .160B ---- ---- .130 UNCH .130 40 8800 ---- .200B ---- ---- .180 UNCH .180 4 36 8900 ---- .250B ---- ---- .240 UNCH .240 4 33 9200 ---- ---- ---- ---- .580 UNCH .580 21 9300 ---- ---- ---- ---- .760 UNCH .760 2 9350 ---- ---- ---- ---- .860 UNCH .860 268 9400 ---- ---- ---- ---- .980 UNCH .980 267 9450 ---- ---- ---- ---- 1.120 UNCH 1.120 80 9500 ---- ---- ---- ---- 1.270 UNCH 1.270 88 9550 ---- ---- 1.300A ---- 1.440 UNCH 1.440 10 9600 ---- ---- 1.460A ---- 1.620 UNCH 1.620 42 9650 ---- ---- 1.640A ---- 1.820 UNCH 1.820 40 9700 ---- ---- 1.830A ---- 2.030 UNCH 2.030 35 9750 ---- ---- 2.050A ---- 2.260 UNCH 2.260 70 9800 ---- ---- 2.270A ---- 2.520 UNCH 2.520 99 9850 ---- ---- 2.520A ---- 2.790 UNCH 2.790 83 9900 ---- ---- 2.780A ---- 3.080 UNCH 3.080 50 OV MAR09 CME CANADIAN DOLLAR OPTIONS PUT 10000 ---- ---- ---- ---- 4.320 UNCH 4.320 3 9800 ---- ---- ---- ---- 3.150 UNCH 3.150 TOTAL EST.VOL VOL OPEN INT. TOTAL 676 9458
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. |
