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MTH/ ---- DAILY --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT
ZC SEP08 CME EURO FX OPTIONS CALL 1265 ---- ---- ---- ---- .15860 -81 .16670 1 1270 ---- ---- ---- ---- .15360 -81 .16170 1280 ---- ---- ---- ---- .14360 -81 .15170 1 1300 ---- ---- ---- ---- .12360 -81 .13170 1320 ---- ---- ---- ---- .10360 -81 .11170 1 1330 ---- ---- ---- ---- .09360 -81 .10170 6 1340 ---- ---- ---- ---- .08360 -81 .09170 10 1350 ---- ---- ---- ---- .07360 -81 .08170 3 1360 ---- ---- ---- ---- .06360 -81 .07170 2 1370 ---- ---- ---- ---- .05360 -81 .06170 4 1375 ---- ---- ---- ---- .04860 -81 .05670 1380 ---- ---- ---- ---- .04360 -81 .05170 2 4 1390 ---- ---- ---- ---- .03360 -81 .04170 1 2 1400 ---- ---- ---- ---- .02360 -82 1 .03180 4 1410 ---- ---- .01900A ---- .01360 -84 .02200 3 1415 ---- .01800B .01020A ---- .00860 -89 .01750 10 1420 ---- .01300B .00510A ---- .00360 -96 8 .01320 4 8 1425 ---- .00900 .00005 .00120A CAB -94 .00940 5 6 1430 .00300 .00640B .00005 .00025 CAB -63 20 .00630 718 619 1435 .00010 .00450 .00005 .00010 CAB -39 5 .00390 152 116 1440 ---- .00270B .00005 .00020A CAB -23 .00230 849 718 1445 ---- .00160 .00010 ---- CAB -12 .00120 476 600 1450 ---- .00080 .00010 ---- CAB -6 .00060 544 999 1455 ---- .00040B .00010A ---- CAB -3 .00030 131 604 1460 ---- .00015B .00005 ---- CAB -2 .00020 385 1136 1465 ---- ---- .00005A ---- CAB -1 .00010 90 573 1470 ---- ---- .00040A ---- CAB -.5 .00005 90 1132 1475 ---- ---- ---- ---- CAB -.5 .00005 1 921 1480 ---- ---- ---- ---- CAB UNCH CAB 3 1019 1485 ---- ---- ---- ---- CAB UNCH CAB 1 512 1490 ---- ---- ---- ---- CAB UNCH CAB 2032 1495 ---- ---- ---- ---- CAB UNCH CAB 845 1500 ---- .00005 .00005 ---- CAB UNCH CAB 1505 1505 ---- ---- ---- ---- CAB UNCH CAB 2 661 1510 ---- ---- ---- ---- CAB UNCH CAB 1 839 1515 ---- ---- ---- ---- CAB UNCH CAB 394 1520 ---- .00005 .00005 ---- CAB UNCH CAB 2 1027 1525 ---- .00005 .00005 ---- CAB UNCH CAB 1701 1530 ---- .00005 .00005 ---- CAB UNCH CAB 1232 1535 ---- ---- ---- ---- CAB UNCH CAB 384 1540 ---- ---- ---- ---- CAB UNCH CAB 911 1545 ---- ---- ---- ---- CAB UNCH CAB 604 1550 ---- ---- ---- ---- CAB UNCH CAB 1392 1555 ---- ---- ---- ---- CAB UNCH CAB 508 1560 ---- ---- ---- ---- CAB UNCH CAB 865 1565 ---- ---- ---- ---- CAB UNCH CAB 371 1570 ---- ---- ---- ---- CAB UNCH CAB 646 1575 ---- ---- ---- ---- CAB UNCH CAB 397 1580 ---- ---- ---- ---- CAB UNCH CAB 858 1585 ---- ---- ---- ---- CAB UNCH CAB 807 1590 ---- ---- ---- ---- CAB UNCH CAB 1141 1595 ---- ---- ---- ---- CAB UNCH CAB 362 1600 ---- ---- ---- ---- CAB UNCH CAB 2418 1605 ---- ---- ---- ---- CAB UNCH CAB 1236 1610 ---- ---- ---- ---- CAB UNCH CAB 783 1615 ---- ---- ---- ---- CAB UNCH CAB 750 1620 ---- ---- ---- ---- CAB UNCH CAB 608 1625 ---- ---- ---- ---- CAB UNCH CAB 336 1630 ---- ---- ---- ---- CAB UNCH CAB 1048 1635 ---- ---- ---- ---- CAB UNCH CAB 183 1640 ---- ---- ---- ---- CAB UNCH CAB 661 1645 ---- ---- ---- ---- CAB UNCH CAB 712 1650 ---- .00005 .00005 ---- CAB UNCH CAB 1236 1655 ---- ---- ---- ---- CAB UNCH CAB 356 1660 ---- ---- ---- ---- CAB UNCH CAB 1858 1665 ---- ---- ---- ---- CAB UNCH CAB 471 1670 ---- ---- ---- ---- CAB UNCH CAB 1044 1675 ---- ---- ---- ---- CAB UNCH CAB 270 1680 ---- ---- ---- ---- CAB UNCH CAB 1923 1685 ---- ---- ---- ---- CAB UNCH CAB 90 1690 ---- ---- ---- ---- CAB UNCH CAB 984 1695 ---- ---- ---- ---- CAB UNCH CAB 37 1700 ---- ---- ---- ---- CAB UNCH CAB 272 1705 ---- ---- ---- ---- CAB UNCH CAB 179 1710 ---- ---- ---- ---- CAB UNCH CAB 44 1715 ---- ---- ---- ---- CAB UNCH CAB ZC OCT08 CME EURO FX OPTIONS CALL 1370 ---- ---- .05120A ---- .05130 -66 .05790 1 2 1380 ---- .04880B ---- ---- .04310 UNCH 2 ---- 1395 ---- ---- .03230A ---- .03220 -52 .03740 1 1400 .03200 .03200 .02690A .03100 .02880 -49 12 .03370 3 12 1405 ---- ---- .02400A ---- .02570 -46 .03030 1410 .02360 .02890B .02120A .02360 .02280 -42 9 .02700 3 5 1415 ---- .02580B .01860A ---- .02010 -39 .02400 37 37 1420 ---- .02280B .01630A ---- .01760 -35 .02110 10 13 1425 ---- .02010B .01420A ---- .01530 -31 15 .01840 46 143 1430 ---- .01750B .01230A ---- .01330 -27 .01600 59 43 1435 ---- .01520B .01060A ---- .01140 -24 .01380 10 1 1440 ---- .01310B .00910 ---- .00980 -20 .01180 131 150 1445 ---- .01130B .00780A .00840A .00830 -17 2 .01000 56 56 1450 .00770 .00970B .00660A .00710A .00700 -15 35 .00850 183 285 1455 .00710 .00820B .00530 .00600 .00580 -13 10 .00710 61 140 1460 .00550 .00710 .00480A .00700B .00490 -10 15 .00590 124 225 1465 ---- .00580B .00390 ---- .00400 -9 2 .00490 22 78 1470 .00370 .00480B .00330 .00370 .00330 -7 52 .00400 118 501 1475 ---- .00390B .00270A ---- .00270 -6 40 .00330 135 194 1480 ---- .00330 .00150A .00150A .00230 -4 60 .00270 90 334 1485 ---- .00270 .00190A ---- .00190 -3 .00220 105 119 1490 .00150 .00270 .00150 .00160 .00160 -2 10 .00180 72 246 1495 ---- .00180 .00130 ---- .00130 -2 .00150 29 156 1500 ---- .00150B .00020A ---- .00110 -1 34 .00120 101 1094 1505 ---- .00120B .00090 ---- .00090 -1 .00100 26 185 1510 .00080 .00110 .00080 .00080 .00070 -1 5 .00080 50 425 1515 ---- .00080B .00060 ---- .00060 UNCH .00060 65 254 1520 ---- .00070 .00050 ---- .00050 UNCH 76 .00050 41 391 1525 ---- .00050 .00050 ---- .00040 UNCH .00040 112 1530 ---- .00050 .00045 ---- .00035 UNCH .00035 51 469 1535 .00040 .00040 .00040 .00040 .00025 -.5 5 .00030 154 1540 ---- .00030B .00025 ---- .00020 -.5 .00025 35 355 1545 ---- ---- ---- ---- .00015 -.5 .00020 1 116 1550 ---- .00030 .00020 ---- .00015 UNCH .00015 15 455 1555 ---- ---- ---- ---- .00010 -.5 .00015 10 160 1560 ---- .00015 .00015 ---- .00010 UNCH .00010 7 827 1565 ---- ---- ---- ---- .00005 -.5 .00010 89 1570 ---- .00015B .00010 ---- .00005 -.5 .00010 226 1575 ---- ---- ---- ---- CAB -.5 .00005 136 1580 ---- ---- ---- ---- CAB -.5 .00005 4 207 1585 ---- ---- ---- ---- CAB -.5 .00005 56 1590 ---- ---- ---- ---- CAB UNCH CAB 1 158 1595 ---- ---- ---- ---- CAB UNCH CAB 82 1600 ---- ---- ---- ---- CAB UNCH CAB 1 269 1605 ---- ---- ---- ---- CAB UNCH CAB 11 1610 ---- ---- ---- ---- CAB UNCH CAB 115 1615 ---- ---- ---- ---- CAB UNCH CAB 9 1620 ---- ---- ---- ---- CAB UNCH CAB 307 1625 ---- ---- ---- ---- CAB UNCH CAB 45 1630 ---- ---- ---- ---- CAB UNCH CAB 195 1635 ---- ---- ---- ---- CAB UNCH CAB 121 1640 ---- ---- ---- ---- CAB UNCH CAB 198 1645 ---- ---- ---- ---- CAB UNCH CAB 2 1650 ---- ---- ---- ---- CAB UNCH CAB 963 1655 ---- ---- ---- ---- CAB UNCH CAB 119 1660 ---- ---- ---- ---- CAB UNCH CAB 237 1665 ---- ---- ---- ---- CAB UNCH CAB 27 1670 ---- ---- ---- ---- CAB UNCH CAB 327 1675 ---- ---- ---- ---- CAB UNCH CAB 48 1680 ---- ---- ---- ---- CAB UNCH CAB 186 1685 ---- ---- ---- ---- CAB UNCH CAB 1690 ---- ---- ---- ---- CAB UNCH CAB 174 1695 ---- ---- ---- ---- CAB UNCH CAB 83 1700 ---- ---- ---- ---- CAB UNCH CAB 9 ZC NOV08 CME EURO FX OPTIONS CALL 1380 ---- ---- .05010A ---- .04970 -53 .05500 1405 ---- .03980B .03210A ---- .03370 UNCH ---- 1415 ---- .03370B .02690A ---- .02820 UNCH ---- 1420 ---- .03090B .02460A ---- .02570 -32 .02890 11 11 1425 ---- .02830B .02230A ---- .02340 -29 .02630 15 1430 ---- .02570B .02030A ---- .02120 -27 .02390 1435 ---- .02340B .01830A ---- .01920 -24 .02160 1440 ---- .02110B .01660A ---- .01730 -22 .01950 2 1445 ---- .01910B .01490A ---- .01550 -20 .01750 2 12 1450 ---- .01720B .01340A ---- .01390 -17 .01560 9 1455 ---- .01550B .01200A ---- .01240 -16 .01400 36 1460 ---- .01390B .01070A ---- .01110 -14 .01250 2 23 1465 ---- .01240B .00960A ---- .00990 -12 .01110 20 1470 ---- .01110B .00850A ---- .00880 -10 .00980 1475 ---- .00990B .00760A ---- .00780 -9 .00870 13 1480 ---- .00880B .00670A ---- .00690 -8 .00770 15 24 1485 ---- .00780B .00590A ---- .00610 -6 .00670 59 1490 ---- .00690B .00520A ---- .00540 -5 .00590 7 40 1495 ---- .00610B .00460A ---- .00470 -5 .00520 10 20 1500 ---- .00540B .00400 ---- .00410 -4 .00450 24 102 1505 ---- .00470B .00360A ---- .00360 -3 .00390 34 1510 ---- .00410B .00310 ---- .00320 -2 .00340 12 56 1515 ---- .00360B .00270A ---- .00280 -2 .00300 20 96 1520 ---- .00310B .00240A ---- .00250 -1 .00260 22 263 1525 ---- .00280B .00210A ---- .00220 -1 .00230 96 1530 ---- .00240B .00190 ---- .00190 -1 35 .00200 5 92 1535 ---- .00220B ---- ---- .00160 -1 .00170 47 1540 ---- .00180B .00150 ---- .00140 -1 .00150 10 243 1545 ---- .00160 .00130A ---- .00120 -1 .00130 5 231 1550 ---- .00140B .00110 ---- .00110 UNCH .00110 30 94 1555 ---- .00120B ---- ---- .00100 +1 .00090 32 107 1560 ---- .00100B ---- ---- .00090 +1 .00080 35 256 1565 ---- .00090B ---- ---- .00080 +1 .00070 23 108 1570 ---- .00080B ---- ---- .00070 +1 .00060 73 1575 ---- .00070B ---- ---- .00060 UNCH .00060 41 1580 ---- .00060B ---- ---- .00060 +1 .00050 146 1585 ---- .00050B ---- ---- .00050 +.5 .00045 55 1590 ---- ---- ---- ---- .00045 +.5 .00040 94 1595 .00050 .00050 .00050 .00050 .00040 +.5 5 .00035 1600 ---- ---- ---- ---- .00035 UNCH .00035 22 46 1610 ---- ---- ---- ---- .00030 UNCH .00030 114 1615 ---- ---- ---- ---- .00025 UNCH .00025 1620 ---- ---- ---- ---- .00025 UNCH .00025 100 1625 ---- ---- ---- ---- .00020 UNCH .00020 1630 ---- ---- ---- ---- .00020 UNCH .00020 1635 ---- ---- ---- ---- .00020 UNCH .00020 1640 ---- ---- ---- ---- .00015 UNCH .00015 1645 ---- ---- ---- ---- .00015 UNCH .00015 1650 ---- ---- ---- ---- .00015 UNCH .00015 1655 ---- ---- ---- ---- .00015 UNCH .00015 1660 ---- ---- ---- ---- .00010 UNCH .00010 1665 ---- ---- ---- ---- .00010 UNCH .00010 1670 ---- ---- ---- ---- .00010 UNCH .00010 ZC DEC08 CME EURO FX OPTIONS CALL 1310 ---- ---- ---- ---- .11090 -70 .11790 1340 ---- ---- .08540A ---- .08480 -63 .09110 8 1360 ---- ---- .06920A ---- .06870 -56 .07430 1 1370 ---- ---- .06180A ---- .06120 -53 .06650 12 1380 ---- ---- .05470A ---- .05420 -49 .05910 40 1385 ---- ---- .05150A ---- .05090 -47 .05560 14 1390 ---- ---- .04810A ---- .04770 -45 .05220 22 1395 ---- ---- .04290A ---- .04460 -42 .04880 30 1400 ---- .04740B .04000A ---- .04160 -41 52 .04570 55 1405 ---- .04470B .03720A ---- .03870 -39 .04260 30 1410 ---- .04170B .03450A ---- .03600 -36 1 .03960 2 52 1415 ---- .03880B .03200A ---- .03340 -34 .03680 10 1420 .03270 .03610B .02970A .03270 .03100 -31 232 .03410 52 1425 ---- .03350B .02740A ---- .02860 -29 .03150 9 1430 .02980 .03100B .02530A .02680 .02640 -27 99 .02910 96 126 1435 ---- .02860B .02330A ---- .02430 -25 .02680 1440 .02280 .02640B .02140A .02280 .02230 -23 44 .02460 102 83 1445 ---- .02420B .01970A ---- .02040 -21 .02250 346 1450 .01950 .02230B .01800A .01990 .01870 -19 145 .02060 68 237 1455 ---- .02040B .01650A ---- .01710 -17 .01880 10 149 1460 ---- .01870B .01510A ---- .01560 -15 .01710 16 488 1465 ---- .01700B .01370A ---- .01420 -14 .01560 46 1470 .01360 .01550B .01250A .01360 .01290 -12 5 .01410 7 236 1475 ---- .01420B .01140A ---- .01180 -10 83 .01280 236 1480 ---- .01290B .01040A ---- .01070 -9 .01160 2 382 1485 ---- .01170B .00940A ---- .00970 -8 .01050 10 95 1490 ---- .01060B .00850A ---- .00870 -8 .00950 52 207 1495 ---- .00960B .00770A ---- .00790 -6 .00850 286 1500 .00730 .00870B .00700 .00730 .00710 -6 6 .00770 32 207 1505 ---- .00790B .00640A ---- .00640 -6 .00700 1 127 1510 ---- .00720B .00570A ---- .00580 -6 .00640 269 1515 ---- .00640B .00520A ---- .00530 -5 .00580 21 1520 ---- .00590B .00470A ---- .00480 -4 24 .00520 40 509 1525 ---- .00520B .00400 ---- .00430 -4 .00470 76 1530 .00390 .00470B .00390 .00390 .00390 -3 5 .00420 5 318 1535 ---- .00430B .00350A ---- .00350 -3 .00380 4 62 1540 ---- .00390B .00310 ---- .00320 -2 .00340 2 449 1545 ---- .00350B .00290A ---- .00290 -1 .00300 614 1550 .00270 .00320B .00240 .00270 .00260 UNCH 35 .00260 16 714 1555 ---- .00290B .00230A ---- .00230 -1 .00240 228 1560 ---- .00250B .00200 ---- .00210 -1 .00220 10 1611 1565 ---- .00230B .00190A ---- .00190 -1 .00200 171 1570 ---- .00210B .00160 ---- .00170 -1 .00180 31 521 1575 ---- .00190B .00150 ---- .00160 UNCH .00160 5 606 1580 ---- .00180B .00140 ---- .00140 UNCH .00140 1 831 1585 ---- .00160B ---- ---- .00120 -1 .00130 68 1590 ---- .00140B ---- ---- .00110 -1 .00120 3 305 1595 ---- .00130B ---- ---- .00100 UNCH .00100 57 1600 ---- .00120 .00110A ---- .00090 UNCH 30 .00090 2 666 1605 ---- .00100B ---- ---- .00080 -1 .00090 2 152 1610 ---- .00090B ---- ---- .00080 UNCH .00080 10 611 1615 ---- .00080B ---- ---- .00070 UNCH .00070 127 1620 ---- .00080B ---- ---- .00060 UNCH .00060 10 101 1625 ---- .00070B ---- ---- .00060 UNCH .00060 38 1630 ---- ---- ---- ---- .00050 UNCH .00050 20 286 1635 ---- .00060B ---- ---- .00050 UNCH .00050 183 1640 ---- ---- ---- ---- .00045 UNCH .00045 444 1645 ---- .00050B ---- ---- .00045 +.5 .00040 226 1650 ---- ---- ---- ---- .00040 UNCH .00040 3 608 1655 ---- .00040B ---- ---- .00035 UNCH .00035 261 1660 ---- ---- ---- ---- .00035 UNCH .00035 265 1665 ---- ---- ---- ---- .00035 +.5 .00030 86 1670 ---- ---- ---- ---- .00030 UNCH .00030 651 1675 ---- .00030B ---- ---- .00030 +.5 .00025 217 1680 ---- .00030B ---- ---- .00030 +.5 .00025 781 1685 ---- ---- ---- ---- .00025 UNCH .00025 307 1690 ---- ---- ---- ---- .00025 +.5 .00020 894 1695 ---- .00020 .00020 ---- .00025 +.5 .00020 1 175 1700 ---- ---- ---- ---- .00025 +.5 .00020 1 2502 ZC MAR09 CME EURO FX OPTIONS CALL 1380 ---- ---- .05940A ---- .06120 -38 .06500 3 1390 ---- .06120B .05370A ---- .05530 -35 .05880 1 1400 ---- .05530B .04840A ---- .04980 -33 .05310 4 4 1415 ---- .04720B ---- ---- .04220 UNCH ---- 1420 ---- .04460B .03890A ---- .03990 -27 .04260 1425 ---- .04220B .03670A ---- .03770 -25 .04020 1430 ---- .03990B .03470A ---- .03550 -24 .03790 15 15 1435 ---- .03760B .03270A ---- .03350 -22 .03570 1440 ---- .03550B .03090A ---- .03150 -21 .03360 10 45 1445 ---- .03340B .02910A ---- .02960 -20 .03160 1450 ---- .03150B .02740A ---- .02780 -19 .02970 2 1460 .02480 .02780B .02430A .02480 .02450 -17 5 .02620 25 1465 ---- .02610B .02280A ---- .02300 -16 .02460 1470 .02200 .02450B .02140A .02200 .02150 -15 5 .02300 28 1475 ---- .02300B .02010A ---- .02020 -14 .02160 1480 ---- .02150B .01890A ---- .01890 -13 .02020 17 1490 ---- .01890B .01660A ---- .01640 -12 .01760 6 23 1495 ---- .01760B .01560A ---- .01530 -11 .01640 28 1500 ---- .01650B .01450 ---- .01430 -10 .01530 8 55 1510 ---- .01440B .01280A ---- .01250 -9 .01340 5 4 1515 ---- .01350B .01200A ---- .01170 -8 .01250 1520 ---- .01260B .01120A ---- .01090 -8 .01170 33 1525 ---- .01180B .01050A ---- .01020 -7 .01090 1 1530 ---- .01100B .00980A ---- .00950 -7 .01020 75 1535 ---- .01030B .00910A ---- .00890 -6 .00950 5 1540 ---- .00960B .00860A ---- .00830 -5 .00880 47 1545 ---- .00890B .00800A ---- .00780 -4 .00820 26 1550 ---- .00830B .00750A ---- .00730 -4 .00770 30 1555 ---- .00780B .00700A ---- .00680 -4 .00720 1 1560 ---- .00730B .00660A ---- .00640 -3 .00670 17 1565 ---- .00680B .00610A ---- .00600 -2 .00620 17 1570 ---- .00630B .00570A ---- .00560 -2 .00580 18 1575 ---- .00590B ---- ---- .00520 -2 .00540 2 1580 ---- .00550B .00500A ---- .00490 -2 .00510 6 1590 ---- .00480B ---- ---- .00430 -1 .00440 4 1600 ---- .00420B .00390A ---- .00380 -1 .00390 133 1610 ---- .00370B ---- ---- .00330 -1 .00340 1 1620 ---- .00320B .00260 ---- .00290 -1 .00300 62 1625 ---- ---- ---- ---- .00270 UNCH ---- 1630 ---- ---- ---- ---- .00260 UNCH ---- 1640 ---- .00250B .00200 ---- .00220 -2 .00240 23 1645 ---- .00230B .00190 ---- .00210 -1 .00220 5 1650 ---- .00220B ---- ---- .00200 -1 .00210 100 1670 ---- .00170B ---- ---- .00160 UNCH .00160 9 1675 ---- .00160B ---- ---- .00150 UNCH .00150 8 1680 ---- .00150B ---- ---- .00140 UNCH .00140 6 1685 ---- .00150B ---- ---- .00130 UNCH .00130 29 1690 ---- .00140B ---- ---- .00130 UNCH .00130 43 1695 ---- ---- ---- ---- .00120 UNCH .00120 240 ZC JUN09 CME EURO FX OPTIONS CALL 1440 ---- ---- ---- ---- .03650 -24 .03890 1450 ---- ---- ---- ---- .03280 -22 .03500 1480 ---- ---- ---- ---- .02410 -13 .02540 1 3 1490 ---- ---- ---- ---- .02170 -10 .02270 1500 ---- ---- ---- ---- .01940 -9 .02030 1560 ---- ---- ---- ---- .01020 -5 .01070 1570 ---- ---- ---- ---- .00920 -4 .00960 5 1620 ---- ---- ---- ---- .00540 -2 .00560 5 1665 ---- ---- ---- ---- .00330 -1 .00340 77 TOTAL EST.VOL VOL OPEN INT. TOTAL 1229 6060 82788 ZC SEP08 CME EURO FX OPTIONS PUT 1265 ---- ---- ---- ---- CAB UNCH CAB 23 1270 ---- ---- ---- ---- CAB UNCH CAB 261 1280 ---- ---- ---- ---- CAB UNCH CAB 66 1300 ---- ---- ---- ---- CAB UNCH CAB 58 1310 ---- ---- ---- ---- CAB UNCH CAB 126 1315 ---- ---- ---- ---- CAB UNCH CAB 1320 ---- ---- ---- ---- CAB UNCH CAB 102 1325 ---- ---- ---- ---- CAB UNCH CAB 1330 ---- ---- ---- ---- CAB UNCH CAB 169 1335 ---- ---- ---- ---- CAB UNCH CAB 1340 ---- ---- ---- ---- CAB UNCH CAB 172 1345 ---- ---- ---- ---- CAB UNCH CAB 1350 ---- ---- ---- ---- CAB UNCH CAB 343 1355 ---- ---- ---- ---- CAB UNCH CAB 25 1360 ---- ---- ---- ---- CAB UNCH CAB 159 1365 ---- ---- ---- ---- CAB UNCH CAB 1370 ---- ---- ---- ---- CAB UNCH CAB 523 1375 ---- ---- ---- ---- CAB UNCH CAB 51 1380 ---- ---- ---- ---- CAB UNCH CAB 75 315 1385 ---- ---- ---- ---- CAB UNCH CAB 47 1390 ---- .00010 .00005 ---- CAB -.5 .00005 20 1302 1395 ---- .00010 .00005A ---- CAB -1 .00010 30 1400 ---- .00020 .00005 ---- CAB -1.5 .00015 6 1731 1405 ---- .00050 .00010A ---- CAB -2.5 .00025 45 603 1410 ---- .00150 .00010A ---- CAB -3.5 .00035 345 1230 1415 ---- .00290B .00005 .00030A CAB -8 .00080 397 3816 1420 .00210 .00540B .00005 .00020 CAB -15 23 .00150 651 2351 1425 .00120 .00850 .00040A .00160 .00140 -13 500 .00270 342 911 1430 .00200 .01120 .00180 .00690 .00640 +18 122 .00460 651 1728 1435 .01170 .01320 .00370A .01170 .01140 +42 60 .00720 421 1325 1440 .01580 .02000 .00910A .01580 .01640 +58 305 .01060 2083 2076 1445 .01750 .02110B .01420A .01750 .02140 +69 5 .01450 137 845 1450 ---- .03000 .01650 .02660B .02640 +75 4 .01890 691 2992 1455 ---- .03110B ---- ---- .03140 +78 .02360 119 1014 1460 .03000 .04040B .03000 .03000 .03640 +79 5 .02850 321 1606 1465 ---- .04150 .03500A ---- .04140 +80 .03340 29 338 1470 .04600 .04600 .03750 .04600 .04640 +81 5 .03830 138 1927 1475 .05100 .05100 .05100 .05100 .05140 +81 5 .04330 3 1052 1480 ---- .05500B ---- ---- .05640 +81 .04830 33 1333 1485 ---- .06000B ---- ---- .06140 +81 .05330 854 1490 ---- .06500B ---- ---- .06640 +81 .05830 6 652 1495 ---- .07000B ---- ---- .07140 +81 .06330 446 1500 ---- .07500B ---- ---- .07640 +81 .06830 42 5532 1505 ---- .08000B ---- ---- .08140 +81 .07330 478 1510 ---- .08500B ---- .07900B .08640 +81 3 .07830 3 690 1515 ---- .09000B ---- ---- .09140 +81 .08330 651 1520 ---- .09460B ---- ---- .09640 +81 .08830 29 1484 1525 ---- .10000B ---- ---- .10140 +81 .09330 200 1530 ---- .10460B ---- ---- .10640 +81 .09830 1 583 1535 ---- .11000B ---- ---- .11140 +81 .10330 416 1540 .11400 .11500B .11400 .11400 .11640 +81 15 .10830 426 1545 ---- .12000B ---- ---- .12140 +81 .11330 413 1550 ---- .12460B ---- ---- .12640 +81 .11830 2 657 1555 ---- .13000B ---- ---- .13140 +81 .12330 380 1560 ---- .13500B ---- ---- .13640 +81 .12830 475 1565 ---- .14000B ---- ---- .14140 +81 .13330 229 1570 ---- .14500B ---- ---- .14640 +81 .13830 5 672 1575 ---- .15000B ---- ---- .15140 +81 .14330 187 1580 ---- .15500B ---- ---- .15640 +81 .14830 58 1585 ---- .16000B ---- ---- .16140 +81 .15330 146 1590 .16150 .16500B .16150 .16150 .16640 +81 5 .15830 8 144 1595 ---- .17000B ---- ---- .17140 +81 .16330 84 1600 .17550 .17550 .17550 .17550 .17640 +81 5 .16830 94 1605 .18110 .18110 .18110 .18110 .18140 +81 5 .17330 290 1610 ---- .18500B ---- ---- .18640 +81 .17830 8 1615 ---- .19000B ---- ---- .19140 +81 .18330 7 1620 ---- .19500B ---- ---- .19640 +81 .18830 8 1625 ---- .20000B ---- ---- .20140 +81 .19330 2 1630 ---- .20500B ---- ---- .20640 +81 .19830 1635 ---- .21000B ---- ---- .21140 +81 .20330 2 1640 ---- .21500B ---- ---- .21640 +81 .20830 3 1645 ---- ---- ---- ---- .22140 +81 .21330 6 1650 ---- ---- ---- ---- .22640 +81 .21830 5 1655 ---- ---- ---- ---- .23140 +81 .22330 4 1660 ---- ---- ---- ---- .23640 +81 .22830 5 1670 ---- ---- ---- ---- .24640 +81 .23830 1 1675 ---- ---- ---- ---- .25140 +81 .24330 ZC OCT08 CME EURO FX OPTIONS PUT 1315 ---- ---- ---- ---- .00050 +1.5 .00035 1320 ---- ---- ---- ---- .00060 +2 .00040 1325 ---- .00080 .00080 ---- .00080 +3 .00050 7 7 1330 ---- .00110 .00110 ---- .00100 +4 .00060 1335 ---- .00150B .00100 ---- .00120 +4 .00080 17 275 1340 ---- .00180B .00110 ---- .00150 +5 .00100 1 68 1345 ---- .00220B ---- ---- .00180 +6 .00120 43 48 1350 ---- .00270B .00170A ---- .00220 +8 .00140 22 75 1355 ---- .00320B .00200A ---- .00270 +10 .00170 13 27 1360 ---- .00390B .00230 ---- .00320 +11 104 .00210 174 188 1365 ---- .00470B .00290A ---- .00380 +12 .00260 111 129 1370 ---- .00550B .00340A ---- .00460 +15 24 .00310 152 221 1375 ---- .00650B .00400A ---- .00540 +17 .00370 55 47 1380 .00600 .00770B .00480A .00580 .00640 +19 70 .00450 166 440 1385 ---- .00900B .00550 ---- .00760 +22 .00540 107 935 1390 ---- .01050B .00660A ---- .00890 +25 .00640 45 683 1395 ---- .01220B .00780A ---- .01040 +28 1 .00760 659 650 1400 .01220 .01400B .00900 .01180 .01200 +31 158 .00890 113 612 1405 ---- .01610B .01060A ---- .01390 +35 41 .01040 57 203 1410 .01740 .01830B .01220 .01490 .01600 +39 286 .01210 101 320 1415 ---- .02080B .01410A ---- .01830 +42 812 .01410 41 215 1420 .02080 .02340B .01610A .02010 .02080 +46 34 .01620 278 610 1425 ---- .02630B .01840A ---- .02350 +50 42 .01850 31 574 1430 ---- .02930B .02060 ---- .02650 +54 868 .02110 1109 858 1435 ---- .03260B .02350A ---- .02960 +57 12 .02390 95 431 1440 .02850 .03610B .02650A .02850 .03300 +61 29 .02690 576 861 1445 ---- .03850B .03140A ---- .03640 +63 .03010 6 46 1450 ---- .04210B .03490A ---- .04010 +65 .03360 14 604 1455 ---- .04600B ---- ---- .04390 +68 .03710 10 290 1460 ---- .05010B .04240A ---- .04800 +71 2 .04090 110 799 1465 ---- .05430B ---- ---- .05210 +72 .04490 207 1470 ---- .05870B ---- ---- .05640 +74 .04900 896 1475 ---- .06100B ---- ---- .06080 +75 20 .05330 1 298 1480 ---- .06520B ---- ---- .06540 +77 9 .05770 30 419 1485 ---- .07000B ---- ---- .07000 +78 20 .06220 218 1490 ---- .07460B ---- ---- .07470 +79 9 .06680 35 283 1495 ---- .07940B ---- ---- .07940 +79 .07150 53 1500 ---- .08410B ---- ---- .08420 +80 7 .07620 7 271 1505 ---- .08890B ---- ---- .08900 +80 .08100 33 1510 ---- .09380B .08700A ---- .09380 +80 2 .08580 3 87 1515 ---- .09860B ---- ---- .09870 +81 .09060 87 1520 ---- .10350B ---- ---- .10360 +81 5 .09550 2 167 1525 ---- .10450B ---- ---- .10850 +81 .10040 115 1530 ---- .10900B ---- ---- .11340 +81 4 .10530 2 202 1535 ---- .11400B ---- ---- .11830 +80 .11030 167 1540 ---- .11900B ---- ---- .12330 +81 10 .11520 277 1545 ---- .12400B ---- ---- .12820 +80 .12020 184 1550 ---- .12900B ---- ---- .13320 +81 .12510 636 1555 ---- .13400B ---- ---- .13820 +81 .13010 141 1560 ---- .13900B ---- ---- .14320 +81 .13510 50 1565 ---- .14400B ---- ---- .14820 +81 .14010 62 1570 ---- .14900B ---- ---- .15320 +81 2 .14510 55 1575 ---- .15400B ---- ---- .15820 +81 .15010 34 1580 ---- .15900B ---- ---- .16320 +81 .15510 10 1585 ---- .16400B ---- ---- .16820 +81 .16010 18 1590 ---- ---- ---- ---- .17320 +81 .16510 1595 ---- .17400B ---- ---- .17820 +81 .17010 5 1600 ---- .17900B ---- ---- .18320 +81 .17510 7 1605 ---- .18400B ---- ---- .18820 +81 .18010 1 1610 ---- .18900B ---- ---- .19320 +81 .18510 14 1615 ---- .19400B ---- ---- .19820 +81 .19010 16 1620 .19860 .19900B .19860 .19860 .20320 +81 5 .19510 11 1625 ---- .20400B ---- ---- .20820 +81 .20010 1 1630 ---- .20900B ---- ---- .21320 +81 .20510 25 1635 .21670 .21680B .21670 .21680B .21820 +81 5 .21010 4 1640 .21780 .21900B .21780 .21780 .22320 +81 5 .21510 3 1645 ---- ---- ---- ---- .22820 +81 .22010 2 1650 ---- ---- ---- ---- .23320 +81 .22510 1660 ---- ---- ---- ---- .24320 +81 .23510 2 1665 ---- ---- ---- ---- .24820 +81 .24010 1670 ---- ---- ---- ---- .25320 +81 .24510 3 ZC NOV08 CME EURO FX OPTIONS PUT 1305 ---- ---- ---- ---- .00220 +6 .00160 1310 ---- ---- ---- ---- .00250 +7 .00180 1315 ---- ---- ---- ---- .00290 +8 .00210 1325 ---- .00320B ---- ---- .00370 +10 .00270 1330 ---- .00440 .00370 ---- .00410 +10 24 .00310 1335 ---- .00520B ---- ---- .00470 +12 .00350 4 1340 ---- .00590B .00440A ---- .00530 +13 .00400 17 17 1345 ---- .00670B ---- ---- .00600 +15 .00450 2 2 1350 ---- .00750B .00560A ---- .00670 +16 .00510 14 14 1355 ---- .00840B ---- ---- .00750 +18 12 .00570 2 1360 ---- .01000 .00700A ---- .00840 +19 233 .00650 33 1365 ---- .01060B ---- ---- .00950 +22 .00730 1 1 1370 ---- .01190B .00870A ---- .01060 +24 .00820 27 666 1375 ---- .01320B .00980A ---- .01180 +26 12 .00920 10 113 1380 ---- .01470B .01090A ---- .01310 +28 233 .01030 76 222 1385 ---- .01630B .01210A ---- .01460 +31 .01150 20 42 1390 ---- .01810B .01340 ---- .01620 +33 .01290 37 73 1400 ---- .02200B .01660A ---- .01980 +38 .01600 86 355 1405 ---- .02410B .01830A ---- .02190 +41 .01780 25 1410 ---- .02640B .02020A ---- .02410 +44 .01970 15 64 1415 ---- .02890B .02220A ---- .02640 +46 .02180 13 24 1420 ---- .03150B ---- ---- .02890 +49 .02400 40 63 1425 ---- .03430B ---- ---- .03160 +52 .02640 5 42 1430 ---- .03720B .02910A ---- .03430 +53 .02900 142 146 1435 ---- .04020B ---- ---- .03730 +56 .03170 11 1440 ---- .04340B .03450A ---- .04040 +59 .03450 25 136 1445 ---- .04540B .03740A ---- .04360 +61 .03750 10 1450 ---- .04880B ---- ---- .04700 +64 .04060 21 1455 ---- .05240B ---- ---- .05040 +64 .04400 118 1460 ---- .05610B ---- ---- .05410 +66 .04750 58 1465 ---- .05770B ---- ---- .05790 +69 .05100 36 1470 ---- .06160B ---- ---- .06180 +71 .05470 12 1475 ---- .06560B ---- ---- .06580 +72 .05860 11 1480 ---- .06960B ---- ---- .06990 +73 .06260 22 1500 ---- .08680B ---- ---- .08700 +77 .07930 72 1510 ---- .09590B ---- ---- .09610 +79 .08820 4 1520 ---- .10520B ---- ---- .10530 +79 .09740 5 ZC DEC08 CME EURO FX OPTIONS PUT 1305 .00390 .00390 .00390 .00390 .00410 +8 .00330 1310 .00460 .00500 .00400A .00460 .00460 +10 5 .00360 15 1644 1315 ---- .00550B ---- ---- .00510 +11 .00400 105 1320 ---- .00610B .00490A ---- .00560 +12 2 .00440 1 638 1325 ---- .00580B ---- ---- .00620 +13 .00490 1330 ---- .00750B .00590A ---- .00690 +15 10 .00540 67 274 1335 ---- .00820B ---- ---- .00760 +16 .00600 1340 ---- .00910B .00720A ---- .00840 +17 49 .00670 100 519 1345 ---- .01010B ---- ---- .00920 +18 .00740 300 1350 .01000 .01110B .00870 .01000 .01020 +21 25 .00810 27 322 1355 ---- .01220B .00950A ---- .01120 +23 1 .00890 2 1360 ---- .01340B .01050 ---- .01220 +24 .00980 2 157 1365 ---- .01470B .01140A ---- .01340 +26 .01080 12 1370 ---- .01610B .01260A ---- .01470 +28 73 .01190 50 1252 1375 ---- .01760B .01390A ---- .01610 +30 1 .01310 26 105 1380 .01680 .01930B .01520A .01680 .01760 +31 56 .01450 68 652 1385 ---- .02100B .01660A ---- .01930 +34 .01590 84 1390 .02000 .02290B .01810A .02000 .02110 +36 5 .01750 4 339 1395 ---- .02480B .01970A ---- .02290 +38 6 .01910 18 367 1400 .02500 .02700B .02150A .02440A .02490 +40 35 .02090 55 2928 1405 ---- .02920B ---- ---- .02700 +42 .02280 16 341 1410 ---- .03150B .02530A ---- .02920 +44 5 .02480 4 567 1415 ---- .03400B ---- ---- .03160 +46 .02700 10 358 1420 ---- .03660B .02960A ---- .03420 +50 232 .02920 18 1044 1425 .03260 .03940B .03190A .03260 .03680 +52 9 .03160 10 311 1430 ---- .04220B .03440A ---- .03950 +53 89 .03420 164 665 1435 .04100 .04520B .03700A .04100 .04240 +56 5 .03680 2 109 1440 ---- .04790B ---- ---- .04540 +58 229 .03960 134 637 1445 ---- .05120B ---- ---- .04840 +59 .04250 9 127 1450 ---- .05450B .04570 ---- .05170 +61 61 .04560 146 2876 1455 ---- .05800B .05080A ---- .05510 +64 .04870 17 397 1460 ---- .05830B ---- ---- .05860 +66 .05200 14 418 1465 ---- .06300 .05750 ---- .06210 +66 .05550 917 1470 .06400 .06560B .06120A .06400 .06580 +69 5 .05890 735 1475 ---- .06940B ---- ---- .06970 +71 .06260 1 169 1480 .07150 .07500 .06860A .07150 .07350 +71 19 .06640 5 203 1485 ---- .07720B ---- ---- .07750 +72 .07030 123 1490 ---- .08130B ---- ---- .08150 +73 200 .07420 10 420 1495 ---- .08550B ---- ---- .08570 +75 .07820 500 1500 ---- .08960B ---- ---- .08990 +75 1 .08240 1 504 1505 ---- .09400B ---- ---- .09410 +74 .08670 36 1510 ---- .09830B ---- ---- .09850 +75 .09100 374 1515 ---- .10280B ---- ---- .10300 +76 .09540 1 18 1520 ---- .10730B .10170A ---- .10750 +77 8 .09980 1 232 1525 ---- .11180B ---- ---- .11200 +77 .10430 94 1530 ---- .11640B ---- ---- .11650 +77 .10880 776 1535 ---- .12100B ---- ---- .12110 +78 .11330 58 1540 ---- .12570B ---- ---- .12580 +79 .11790 542 1545 ---- .13040B ---- ---- .13050 +80 .12250 47 1550 ---- .13520B ---- ---- .13520 +81 .12710 25 171 1555 ---- .13600B ---- ---- .13990 +80 .13190 45 1560 ---- .14100B ---- ---- .14470 +80 .13670 39 1565 ---- .14550B ---- ---- .14950 +80 .14150 105 1570 ---- .15050B ---- ---- .15430 +80 .14630 119 1575 ---- .15550B ---- ---- .15920 +81 .15110 73 1580 ---- .16000B ---- ---- .16400 +81 .15590 37 1585 ---- .16500B ---- ---- .16880 +80 .16080 24 1590 ---- .17000B ---- ---- .17370 +80 .16570 10 1595 ---- ---- ---- ---- .17860 +81 .17050 1600 ---- .17950B ---- ---- .18350 +81 .17540 20 1605 ---- .18450B ---- ---- .18840 +80 .18040 2 1610 ---- ---- ---- ---- .19340 +81 .18530 1615 ---- .19450B ---- ---- .19830 +81 .19020 5 1620 ---- .19570B ---- ---- .20330 +81 .19520 5 1625 ---- ---- ---- ---- .20830 +81 .20020 1630 ---- ---- ---- ---- .21320 +81 .20510 1635 ---- ---- ---- ---- .21820 +81 .21010 1640 ---- ---- ---- ---- .22320 +81 .21510 ZC MAR09 CME EURO FX OPTIONS PUT 1300 .00950 .00950 .00950 .00950 .01090 +57.5 5 ---- 1320 ---- ---- ---- ---- .01430 +23 .01200 23 23 1325 ---- ---- ---- ---- .01530 +25 .01280 2 2 1330 ---- .01700B ---- ---- .01640 +26 .01380 10 26 1340 ---- .01950B ---- ---- .01860 +27 .01590 87 1350 ---- .02230B .01920A ---- .02130 +31 .01820 405 1355 ---- .02380B ---- ---- .02280 +33 .01950 1 1360 ---- .02540B ---- ---- .02430 +35 .02080 23 23 1365 ---- .02710B ---- ---- .02590 +36 .02230 178 1370 ---- .02890B ---- ---- .02760 +38 .02380 10 111 1375 ---- .03080B ---- ---- .02940 +40 .02540 100 1380 ---- .03280B ---- ---- .03130 +42 .02710 152 1385 ---- .03480B ---- ---- .03330 +44 .02890 35 1390 ---- .03700B .03120 ---- .03530 +45 .03080 52 1395 ---- .03920B .03350 ---- .03750 +46 .03290 6 6 1400 ---- .04160B .03580 ---- .03970 +47 .03500 95 93 1405 ---- .04400B ---- ---- .04200 +49 .03710 1 1410 ---- .04650B ---- ---- .04440 +50 .03940 315 1415 ---- .04910B .04260A ---- .04690 +51 .04180 6 7 1420 ---- .05180B ---- ---- .04960 +53 .04430 50 1425 ---- .05460B ---- ---- .05230 +55 .04680 2 2 1435 ---- .06050B .05290A ---- .05800 +58 .05220 2 77 1440 ---- .06160B ---- ---- .06100 +59 7 .05510 6 19 1445 ---- .06420B ---- ---- .06400 +60 .05800 1 8 1450 ---- .06440B .06160A ---- .06720 +62 .06100 1 4 1460 ---- .06810B ---- ---- .07380 +64 2 .06740 1 31 1465 ---- .07150B ---- ---- .07720 +64 .07080 1 25 1470 ---- .07500B ---- ---- .08070 +66 .07410 17 44 1475 ---- .07860B ---- ---- .08430 +66 .07770 25 1480 ---- .08220B ---- ---- .08800 +68 12 .08120 3 50 1490 ---- .08970B ---- ---- .09540 +69 .08850 51 1495 ---- .09350B ---- ---- .09920 +69 .09230 26 1500 ---- .09750B ---- ---- .10320 +71 6 .09610 7 9 1515 ---- ---- ---- ---- .11540 +72 .10820 1520 ---- ---- ---- ---- .11960 +72 .11240 225 1525 ---- ---- ---- ---- .12390 +74 .11650 1530 ---- ---- ---- ---- .12810 +73 .12080 1 1535 ---- .12510B ---- ---- .13250 +75 .12500 96 1540 ---- .12940B ---- ---- .13680 +75 .12930 31 1545 ---- .13380B ---- ---- .14130 +76 .13370 6 1550 ---- .13830B ---- ---- .14580 +77 .13810 12 1570 ---- .15650B ---- ---- .16400 +79 .15610 1600 ---- .18450B ---- ---- .19210 +80 .18410 4 ZC JUN09 CME EURO FX OPTIONS PUT 1340 ---- ---- ---- ---- .02650 +28 .02370 1 1350 ---- ---- ---- ---- .02950 +30 .02650 1 1380 .03880 .03880 .03880 .03880 .04030 UNCH ---- 1400 ---- ---- ---- ---- .04960 +46 .04500 68 1440 ---- ---- ---- ---- .07120 +55 .06570 2 1450 ---- ---- ---- ---- .07740 +58 .07160 201 1480 ---- ---- ---- ---- .09820 +67 .09150 1 1 1490 ---- ---- ---- ---- .10570 +70 .09870 1500 ---- ---- ---- ---- .11330 +71 .10620 68 1560 ---- ---- ---- ---- .16340 +75 .15590 TOTAL EST.VOL VOL OPEN INT. TOTAL 5330 12564 91354
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. |
