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| Daily Survey and Procedures |
MTH/ ---- DAILY --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT
ZE JLY08 EURODOLLAR OPTIONS CALL 9650 ---- ---- ---- ---- .5800 UNCH .5800 300 9662 ---- ---- ---- ---- .4550 UNCH .4550 7 9675 ---- ---- ---- ---- .3325 UNCH .3325 10815 9687 ---- ---- ---- ---- .2125 UNCH .2125 12966 9700 ---- ---- ---- ---- .1000 UNCH .1000 900 48353 9712 ---- ---- .0250A ---- .0275 UNCH .0275 1700 58157 9725 ---- ---- ---- ---- .0100 UNCH .0100 300 54019 9737 ---- ---- ---- ---- .0025 UNCH .0025 2048 38328 9750 ---- ---- ---- ---- CAB UNCH CAB 37347 9762 ---- ---- ---- ---- CAB UNCH CAB 26266 9775 ---- ---- ---- ---- CAB UNCH CAB 15905 9787 ---- ---- ---- ---- CAB UNCH CAB 11276 9800 ---- ---- ---- ---- CAB UNCH CAB 500 9812 ---- ---- ---- ---- CAB UNCH CAB 800 ZE AUG08 EURODOLLAR OPTIONS CALL 9612 ---- ---- ---- ---- .9575 UNCH .9575 9625 ---- ---- ---- ---- .8325 UNCH .8325 9637 ---- ---- ---- ---- .7100 UNCH .7100 9662 ---- ---- ---- ---- .4775 UNCH .4775 300 9675 ---- ---- ---- ---- .3650 UNCH .3650 650 9687 ---- ---- ---- ---- .2600 UNCH .2600 1796 9700 ---- ---- ---- ---- .1700 UNCH .1700 1274 12619 9712 ---- ---- ---- ---- .0975 UNCH .0975 1000 12803 9725 ---- ---- ---- ---- .0500 UNCH .0500 3424 9914 9737 ---- ---- ---- ---- .0250 UNCH .0250 500 5619 9750 ---- ---- ---- ---- .0150 UNCH .0150 3150 4015 9762 ---- ---- ---- ---- .0100 UNCH .0100 651 9775 ---- ---- ---- ---- .0050 UNCH .0050 5935 9825 ---- ---- ---- ---- CAB UNCH CAB 1000 ZE SEP08 EURODOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- CAB UNCH CAB 10 8925 ---- ---- ---- ---- 7.8300 UNCH 7.8300 8950 ---- ---- ---- ---- 7.5800 UNCH 7.5800 20 8975 ---- ---- ---- ---- 7.3300 UNCH 7.3300 9000 ---- ---- ---- ---- 7.0800 UNCH 7.0800 9025 ---- ---- ---- ---- 6.8300 UNCH 6.8300 9050 ---- ---- ---- ---- 6.5800 UNCH 6.5800 30 9075 ---- ---- ---- ---- 6.3300 UNCH 6.3300 9100 ---- ---- ---- ---- 6.0800 UNCH 6.0800 70 9150 ---- ---- ---- ---- 5.5800 UNCH 5.5800 20 9175 ---- ---- ---- ---- 5.3300 UNCH 5.3300 9200 ---- ---- ---- ---- 5.0800 UNCH 5.0800 30 9225 ---- ---- ---- ---- 4.8300 UNCH 4.8300 10 9250 ---- ---- ---- ---- 4.5800 UNCH 4.5800 10 9275 ---- ---- ---- ---- 4.3300 UNCH 4.3300 10 9300 ---- ---- ---- ---- 4.0800 UNCH 4.0800 9312 ---- ---- ---- ---- 3.9550 UNCH 3.9550 20 9325 ---- ---- ---- ---- 3.8300 UNCH 3.8300 50 9337 ---- ---- ---- ---- 3.7050 UNCH 3.7050 10 9350 ---- ---- ---- ---- 3.5800 UNCH 3.5800 9362 ---- ---- ---- ---- 3.4550 UNCH 3.4550 20 9375 ---- ---- ---- ---- 3.3300 UNCH 3.3300 9387 ---- ---- ---- ---- 3.2050 UNCH 3.2050 20 9400 ---- ---- ---- ---- 3.0800 UNCH 3.0800 60 9412 ---- ---- ---- ---- 2.9550 UNCH 2.9550 50 9425 ---- ---- ---- ---- 2.8300 UNCH 2.8300 10 9437 ---- ---- ---- ---- 2.7050 UNCH 2.7050 24 9450 ---- ---- ---- ---- 2.5800 UNCH 2.5800 50 9462 ---- ---- ---- ---- 2.4550 UNCH 2.4550 60 9475 ---- ---- ---- ---- 2.3300 UNCH 2.3300 1918 9487 ---- ---- ---- ---- 2.2050 UNCH 2.2050 250 9500 ---- ---- ---- ---- 2.0800 UNCH 2.0800 5150 9512 ---- ---- ---- ---- 1.9550 UNCH 1.9550 9525 ---- ---- ---- ---- 1.8300 UNCH 1.8300 2135 9537 ---- ---- ---- ---- 1.7050 UNCH 1.7050 801 9550 ---- ---- ---- ---- 1.5800 UNCH 1.5800 25375 9562 ---- ---- ---- ---- 1.4550 UNCH 1.4550 1412 9575 ---- ---- ---- ---- 1.3300 UNCH 1.3300 14340 9587 ---- ---- ---- ---- 1.2050 UNCH 1.2050 6939 9600 ---- ---- ---- ---- 1.0825 UNCH 1.0825 14538 9612 ---- ---- ---- ---- .9600 UNCH .9600 1174 9625 ---- ---- ---- ---- .8375 UNCH .8375 34276 9637 ---- ---- ---- ---- .7175 UNCH .7175 37435 9650 ---- ---- ---- ---- .6025 UNCH .6025 125030 9662 ---- ---- ---- ---- .4900 UNCH .4900 5450 9675 ---- ---- ---- ---- .3850 UNCH .3850 250 82658 9687 ---- ---- ---- ---- .2850 UNCH .2850 150116 9700 ---- ---- ---- ---- .1925 UNCH .1925 11164 343293 9712 ---- ---- ---- ---- .1150 UNCH .1150 11404 225074 9725 ---- ---- ---- ---- .0625 UNCH .0625 10021 496105 9737 ---- ---- ---- ---- .0350 UNCH .0350 5601 320761 9750 ---- ---- ---- ---- .0225 UNCH .0225 2160 300836 9762 ---- ---- ---- ---- .0125 UNCH .0125 500 187620 9775 ---- ---- ---- ---- .0075 UNCH .0075 150 277713 9787 ---- ---- ---- ---- .0050 UNCH .0050 500 99333 9800 ---- ---- ---- ---- .0025 UNCH .0025 2 276210 9812 ---- ---- ---- ---- CAB UNCH CAB 98596 9825 ---- ---- ---- ---- CAB UNCH CAB 100818 9837 ---- ---- ---- ---- CAB UNCH CAB 55778 9850 ---- ---- ---- ---- CAB UNCH CAB 96034 9862 ---- ---- ---- ---- CAB UNCH CAB 3841 9875 ---- ---- ---- ---- CAB UNCH CAB 141775 9887 ---- ---- ---- ---- CAB UNCH CAB 2319 9900 ---- ---- ---- ---- CAB UNCH CAB 31844 9912 ---- ---- ---- ---- CAB UNCH CAB 4020 9925 ---- ---- ---- ---- CAB UNCH CAB 87 9937 ---- ---- ---- ---- CAB UNCH CAB 9950 ---- ---- ---- ---- CAB UNCH CAB 40 9962 ---- ---- ---- ---- CAB UNCH CAB 9975 ---- ---- ---- ---- CAB UNCH CAB 94 ZE DEC08 EURODOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- CAB UNCH CAB 1185 8925 ---- ---- ---- ---- 7.6200 UNCH 7.6200 10 8950 ---- ---- ---- ---- 7.3700 UNCH 7.3700 8975 ---- ---- ---- ---- 7.1200 UNCH 7.1200 10 9000 ---- ---- ---- ---- 6.8700 UNCH 6.8700 10 9025 ---- ---- ---- ---- 6.6200 UNCH 6.6200 30 9050 ---- ---- ---- ---- 6.3700 UNCH 6.3700 20 9075 ---- ---- ---- ---- 6.1200 UNCH 6.1200 20 9100 ---- ---- ---- ---- 5.8700 UNCH 5.8700 10 9125 ---- ---- ---- ---- 5.6200 UNCH 5.6200 9150 ---- ---- ---- ---- 5.3700 UNCH 5.3700 10 9175 ---- ---- ---- ---- 5.1200 UNCH 5.1200 9200 ---- ---- ---- ---- 4.8700 UNCH 4.8700 10 9225 ---- ---- ---- ---- 4.6200 UNCH 4.6200 30 9250 ---- ---- ---- ---- 4.3700 UNCH 4.3700 9275 ---- ---- ---- ---- 4.1200 UNCH 4.1200 9300 ---- ---- ---- ---- 3.8700 UNCH 3.8700 10 9312 ---- ---- ---- ---- 3.7450 UNCH 3.7450 9325 ---- ---- ---- ---- 3.6200 UNCH 3.6200 9337 ---- ---- ---- ---- 3.4950 UNCH 3.4950 9350 ---- ---- ---- ---- 3.3700 UNCH 3.3700 60 9362 ---- ---- ---- ---- 3.2450 UNCH 3.2450 9375 ---- ---- ---- ---- 3.1200 UNCH 3.1200 20 9387 ---- ---- ---- ---- 2.9950 UNCH 2.9950 9400 ---- ---- ---- ---- 2.8700 UNCH 2.8700 30 9412 ---- ---- ---- ---- 2.7450 UNCH 2.7450 9425 ---- ---- ---- ---- 2.6200 UNCH 2.6200 10 9437 ---- ---- ---- ---- 2.4950 UNCH 2.4950 20 9450 ---- ---- ---- ---- 2.3700 UNCH 2.3700 130 9462 ---- ---- ---- ---- 2.2450 UNCH 2.2450 30 9475 ---- ---- ---- ---- 2.1200 UNCH 2.1200 1050 9487 ---- ---- ---- ---- 1.9950 UNCH 1.9950 271 9500 ---- ---- ---- ---- 1.8725 UNCH 1.8725 3246 9512 ---- ---- ---- ---- 1.7525 UNCH 1.7525 993 9525 ---- ---- ---- ---- 1.6325 UNCH 1.6325 4351 9537 ---- ---- ---- ---- 1.5125 UNCH 1.5125 3579 9550 ---- ---- ---- ---- 1.3925 UNCH 1.3925 50621 9562 ---- ---- ---- ---- 1.2775 UNCH 1.2775 4902 9575 ---- ---- ---- ---- 1.1625 UNCH 1.1625 25573 9587 ---- ---- ---- ---- 1.0475 UNCH 1.0475 22568 9600 ---- ---- ---- ---- .9375 UNCH .9375 99051 9612 ---- ---- ---- ---- .8300 UNCH .8300 6314 9625 ---- ---- ---- ---- .7300 UNCH .7300 84971 9637 ---- .6350B ---- ---- .6325 UNCH .6325 26501 9650 ---- .5450B ---- ---- .5400 UNCH .5400 100 137999 9662 ---- ---- ---- ---- .4575 UNCH .4575 1000 63422 9675 ---- ---- ---- ---- .3825 UNCH .3825 11770 172812 9687 ---- ---- ---- ---- .3100 UNCH .3100 3650 77991 9700 ---- ---- ---- ---- .2450 UNCH .2450 17370 322283 9712 ---- ---- ---- ---- .1875 UNCH .1875 5800 120518 9725 ---- ---- ---- ---- .1375 UNCH .1375 12340 370399 9737 ---- ---- ---- ---- .1000 UNCH .1000 3000 137036 9750 ---- ---- ---- ---- .0775 UNCH .0775 6003 241713 9762 ---- ---- ---- ---- .0600 UNCH .0600 3000 86805 9775 ---- ---- ---- ---- .0475 UNCH .0475 4000 208495 9787 ---- ---- ---- ---- .0375 UNCH .0375 77972 9800 ---- ---- ---- ---- .0275 UNCH .0275 6000 159963 9812 ---- ---- ---- ---- .0200 UNCH .0200 47412 9825 ---- ---- ---- ---- .0150 UNCH .0150 49153 9837 ---- ---- ---- ---- .0100 UNCH .0100 141330 9850 ---- ---- ---- ---- .0050 UNCH .0050 3000 125854 9862 ---- ---- ---- ---- .0025 UNCH .0025 53522 9875 ---- ---- ---- ---- CAB UNCH CAB 51373 9887 ---- ---- ---- ---- CAB UNCH CAB 27329 9900 ---- ---- ---- ---- CAB UNCH CAB 46683 9912 ---- ---- ---- ---- CAB UNCH CAB 8860 9925 ---- ---- ---- ---- CAB UNCH CAB 24800 9937 ---- ---- ---- ---- CAB UNCH CAB 3000 9950 ---- ---- ---- ---- CAB UNCH CAB 31216 9962 ---- ---- ---- ---- CAB UNCH CAB 9975 ---- ---- ---- ---- CAB UNCH CAB 143 ZE MAR09 EURODOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- CAB UNCH CAB 70 9450 ---- ---- ---- ---- 2.2675 UNCH 2.2675 10139 9462 ---- ---- ---- ---- 2.1450 UNCH 2.1450 9475 ---- ---- ---- ---- 2.0250 UNCH 2.0250 8950 9487 ---- ---- ---- ---- 1.9050 UNCH 1.9050 500 9500 ---- ---- ---- ---- 1.7850 UNCH 1.7850 609 9512 ---- ---- ---- ---- 1.6700 UNCH 1.6700 3240 9525 ---- ---- ---- ---- 1.5550 UNCH 1.5550 3672 9537 ---- ---- ---- ---- 1.4425 UNCH 1.4425 4875 9550 ---- ---- ---- ---- 1.3300 UNCH 1.3300 19429 9562 ---- ---- ---- ---- 1.2225 UNCH 1.2225 8140 9575 ---- ---- ---- ---- 1.1175 UNCH 1.1175 23016 9587 ---- ---- ---- ---- 1.0175 UNCH 1.0175 5741 9600 ---- .9400B ---- ---- .9200 UNCH .9200 48238 9612 ---- .8450B ---- ---- .8250 UNCH .8250 4961 9625 ---- .7550B ---- ---- .7375 UNCH .7375 48490 9637 ---- .6650B ---- ---- .6550 UNCH .6550 12376 9650 ---- .5850B ---- ---- .5725 UNCH .5725 200 50413 9662 ---- .5100B ---- ---- .5000 UNCH .5000 18421 9675 ---- .4400B ---- ---- .4325 UNCH .4325 4400 42868 9687 ---- .3750B ---- ---- .3700 UNCH .3700 2000 44616 9700 ---- .3150B ---- ---- .3125 UNCH .3125 117457 9712 ---- ---- ---- ---- .2625 UNCH .2625 27860 9725 ---- ---- ---- ---- .2200 UNCH .2200 650 75525 9737 ---- ---- ---- ---- .1800 UNCH .1800 38281 9750 ---- ---- ---- ---- .1450 UNCH .1450 12398 127053 9762 ---- ---- ---- ---- .1175 UNCH .1175 50 32736 9775 ---- ---- ---- ---- .0925 UNCH .0925 650 195479 9787 ---- ---- ---- ---- .0750 UNCH .0750 26013 9800 ---- ---- ---- ---- .0600 UNCH .0600 1500 85869 9812 ---- ---- ---- ---- .0475 UNCH .0475 16926 9825 ---- ---- ---- ---- .0375 UNCH .0375 5000 63555 9837 ---- ---- ---- ---- .0300 UNCH .0300 11311 9850 ---- ---- ---- ---- .0225 UNCH .0225 500 89817 9862 ---- ---- ---- ---- .0175 UNCH .0175 1768 9875 ---- ---- ---- ---- .0125 UNCH .0125 20385 9887 ---- ---- ---- ---- .0075 UNCH .0075 10026 9900 ---- ---- ---- ---- .0050 UNCH .0050 41105 9912 ---- ---- ---- ---- .0025 UNCH .0025 1000 9925 ---- ---- ---- ---- CAB UNCH CAB 1000 9937 ---- ---- ---- ---- CAB UNCH CAB 500 9950 ---- ---- ---- ---- CAB UNCH CAB 8950 9975 ---- ---- ---- ---- CAB UNCH CAB 27 ZE JUN09 EURODOLLAR OPTIONS CALL 8950 ---- ---- ---- ---- 7.0600 UNCH 7.0600 9000 ---- ---- ---- ---- 6.5600 UNCH 6.5600 9325 ---- ---- ---- ---- 3.3100 UNCH 3.3100 9350 ---- ---- ---- ---- 3.0600 UNCH 3.0600 9375 ---- ---- ---- ---- 2.8125 UNCH 2.8125 9387 ---- ---- ---- ---- 2.6900 UNCH 2.6900 9400 ---- ---- ---- ---- 2.5675 UNCH 2.5675 9412 ---- ---- ---- ---- 2.4475 UNCH 2.4475 9425 ---- ---- ---- ---- 2.3275 UNCH 2.3275 9437 ---- ---- ---- ---- 2.2075 UNCH 2.2075 9450 ---- ---- ---- ---- 2.0900 UNCH 2.0900 100 9462 ---- ---- ---- ---- 1.9725 UNCH 1.9725 9475 ---- ---- ---- ---- 1.8600 UNCH 1.8600 2111 9487 ---- ---- ---- ---- 1.7475 UNCH 1.7475 350 9500 ---- ---- ---- ---- 1.6400 UNCH 1.6400 5450 9512 ---- ---- ---- ---- 1.5300 UNCH 1.5300 6818 9525 ---- ---- ---- ---- 1.4250 UNCH 1.4250 2499 9537 ---- ---- ---- ---- 1.3200 UNCH 1.3200 6236 9550 ---- ---- ---- ---- 1.2200 UNCH 1.2200 10847 9562 ---- ---- ---- ---- 1.1200 UNCH 1.1200 7405 9575 ---- ---- ---- ---- 1.0250 UNCH 1.0250 4810 9587 ---- .9600B ---- ---- .9350 UNCH .9350 22480 9600 ---- .8750B ---- ---- .8475 UNCH .8475 17777 9612 ---- .7900B ---- ---- .7675 UNCH .7675 50 58851 9625 ---- .7100B ---- ---- .6875 UNCH .6875 17551 9637 ---- .6300B ---- ---- .6175 UNCH .6175 1000 8300 9650 ---- .5600B ---- ---- .5475 UNCH .5475 3100 23425 9662 ---- .4950B ---- ---- .4850 UNCH .4850 22550 9675 ---- .4350B ---- ---- .4275 UNCH .4275 600 34234 9687 ---- .3800B ---- ---- .3750 UNCH .3750 1500 11697 9700 ---- .3300B ---- ---- .3250 UNCH .3250 92 47707 9712 ---- .2750B ---- ---- .2800 UNCH .2800 18873 9725 ---- .2400B ---- ---- .2375 UNCH .2375 145355 9737 ---- ---- ---- ---- .2075 UNCH .2075 30017 9750 ---- ---- ---- ---- .1800 UNCH .1800 147698 9762 ---- ---- ---- ---- .1525 UNCH .1525 13301 9775 ---- ---- ---- ---- .1300 UNCH .1300 144544 9787 ---- ---- ---- ---- .1100 UNCH .1100 4079 9800 ---- ---- ---- ---- .0900 UNCH .0900 141111 9812 ---- ---- ---- ---- .0775 UNCH .0775 12325 9825 ---- ---- ---- ---- .0650 UNCH .0650 68800 9837 ---- ---- ---- ---- .0550 UNCH .0550 6500 9850 ---- ---- ---- ---- .0450 UNCH .0450 36390 9862 ---- ---- ---- ---- .0350 UNCH .0350 201 9875 ---- ---- ---- ---- .0275 UNCH .0275 46135 9887 ---- ---- ---- ---- .0175 UNCH .0175 200 9900 ---- ---- ---- ---- .0125 UNCH .0125 24274 9925 ---- ---- ---- ---- .0050 UNCH .0050 8225 9950 ---- ---- ---- ---- CAB UNCH CAB 10 9975 ---- ---- ---- ---- CAB UNCH CAB 100 ZE SEP09 EURODOLLAR OPTIONS CALL 10000 ---- ---- ---- ---- CAB UNCH CAB 5000 9200 ---- ---- ---- ---- 4.2950 UNCH 4.2950 9300 ---- ---- ---- ---- 3.2950 UNCH 3.2950 9350 ---- ---- ---- ---- 2.8000 UNCH 2.8000 9375 ---- ---- ---- ---- 2.5625 UNCH 2.5625 9400 ---- ---- ---- ---- 2.3275 UNCH 2.3275 9425 ---- ---- ---- ---- 2.1000 UNCH 2.1000 9450 ---- ---- ---- ---- 1.8775 UNCH 1.8775 9462 ---- ---- ---- ---- 1.7700 UNCH 1.7700 9475 ---- ---- ---- ---- 1.6650 UNCH 1.6650 9487 ---- ---- ---- ---- 1.5600 UNCH 1.5600 9500 ---- ---- ---- ---- 1.4600 UNCH 1.4600 14900 9512 ---- ---- ---- ---- 1.3600 UNCH 1.3600 10 9525 ---- ---- ---- ---- 1.2650 UNCH 1.2650 2250 9537 ---- ---- ---- ---- 1.1725 UNCH 1.1725 4100 9550 ---- 1.1000B ---- ---- 1.0800 UNCH 1.0800 7300 9562 ---- 1.0100B ---- ---- .9925 UNCH .9925 6500 9575 ---- .9300B ---- ---- .9075 UNCH .9075 25444 9587 ---- .8500B ---- ---- .8275 UNCH .8275 13726 9600 ---- .7700B ---- ---- .7550 UNCH .7550 21360 9612 ---- .6950B ---- ---- .6825 UNCH .6825 50 7400 9625 ---- .6300B ---- ---- .6150 UNCH .6150 750 17830 9637 ---- .5650B ---- ---- .5525 UNCH .5525 9575 9650 ---- .5050B ---- ---- .4900 UNCH .4900 150 24351 9662 ---- .4500B ---- ---- .4375 UNCH .4375 10955 9675 ---- .4000B ---- ---- .3875 UNCH .3875 22101 90601 9687 ---- .3500B ---- ---- .3400 UNCH .3400 5765 9700 ---- .3100B ---- ---- .3000 UNCH .3000 1 133646 9712 ---- .2700B ---- ---- .2650 UNCH .2650 18114 9725 ---- ---- ---- ---- .2325 UNCH .2325 100 55636 9737 ---- ---- ---- ---- .2025 UNCH .2025 19633 9750 ---- ---- ---- ---- .1750 UNCH .1750 37988 9762 ---- ---- ---- ---- .1500 UNCH .1500 12285 9775 ---- ---- ---- ---- .1300 UNCH .1300 218922 9787 ---- ---- ---- ---- .1100 UNCH .1100 1505 9800 ---- ---- ---- ---- .0900 UNCH .0900 69051 9812 ---- ---- ---- ---- .0725 UNCH .0725 12100 9825 ---- ---- ---- ---- .0625 UNCH .0625 39751 9837 ---- ---- ---- ---- .0525 UNCH .0525 1250 2250 9850 ---- ---- ---- ---- .0450 UNCH .0450 43550 9862 ---- ---- ---- ---- .0375 UNCH .0375 250 9875 ---- ---- ---- ---- .0325 UNCH .0325 19928 9900 ---- ---- ---- ---- .0200 UNCH .0200 10576 9925 ---- ---- ---- ---- .0125 UNCH .0125 16950 9950 ---- ---- ---- ---- CAB UNCH CAB 12801 9975 ---- ---- ---- ---- CAB UNCH CAB ZE DEC09 EURODOLLAR OPTIONS CALL 9525 ---- 1.1100B ---- ---- 1.0775 UNCH 1.0775 10 9550 ---- .9450B ---- ---- .9150 UNCH .9150 400 9562 ---- .8650B ---- ---- .8400 UNCH .8400 3400 9575 ---- .7900B ---- ---- .7650 UNCH .7650 2951 9587 ---- .7200B ---- ---- .6975 UNCH .6975 13810 9600 ---- .6550B ---- ---- .6350 UNCH .6350 2700 9612 ---- .5950B ---- ---- .5750 UNCH .5750 50 2500 9625 ---- .5350B ---- ---- .5200 UNCH .5200 20250 9637 ---- .4800B ---- ---- .4700 UNCH .4700 8389 9650 ---- .4300B ---- ---- .4225 UNCH .4225 9454 9662 ---- .3850B ---- ---- .3775 UNCH .3775 5350 9675 ---- .3400B ---- ---- .3350 UNCH .3350 28191 9687 ---- .3000B ---- ---- .2975 UNCH .2975 10516 9700 ---- .2650B ---- ---- .2625 UNCH .2625 3 33572 9712 ---- ---- ---- ---- .2300 UNCH .2300 9410 9725 ---- ---- ---- ---- .2000 UNCH .2000 42700 9737 ---- ---- ---- ---- .1750 UNCH .1750 7203 9750 ---- ---- ---- ---- .1525 UNCH .1525 29035 9762 ---- ---- ---- ---- .1325 UNCH .1325 761 9775 ---- ---- ---- ---- .1150 UNCH .1150 29360 9787 ---- ---- ---- ---- .1000 UNCH .1000 1790 9800 ---- ---- ---- ---- .0875 UNCH .0875 67459 9812 ---- ---- ---- ---- .0750 UNCH .0750 501 9825 ---- ---- ---- ---- .0650 UNCH .0650 27299 9837 ---- ---- ---- ---- .0575 UNCH .0575 1001 9850 ---- ---- ---- ---- .0500 UNCH .0500 1758 9875 ---- ---- ---- ---- .0375 UNCH .0375 2002 9887 ---- ---- ---- ---- .0275 UNCH .0275 200 9900 ---- ---- ---- ---- .0225 UNCH .0225 3025 9950 ---- ---- ---- ---- .0075 UNCH .0075 7517 ZE MAR10 EURODOLLAR OPTIONS CALL 9500 ---- ---- ---- ---- 1.1275 UNCH 1.1275 10 9525 ---- ---- ---- ---- .9675 UNCH .9675 510 9537 ---- ---- ---- ---- .8925 UNCH .8925 2700 9550 ---- ---- ---- ---- .8175 UNCH .8175 5976 9562 ---- ---- ---- ---- .7500 UNCH .7500 7150 9575 ---- .7000B ---- ---- .6875 UNCH .6875 3650 10350 9587 ---- .6400B ---- ---- .6275 UNCH .6275 3860 9600 ---- .5800B ---- ---- .5700 UNCH .5700 8400 9612 ---- .5250B ---- ---- .5175 UNCH .5175 50 12700 9625 ---- .4700B ---- ---- .4675 UNCH .4675 16590 9637 ---- .4250B ---- ---- .4225 UNCH .4225 7475 9650 ---- .3800B ---- ---- .3775 UNCH .3775 11900 9662 ---- ---- ---- ---- .3375 UNCH .3375 2390 9675 ---- ---- ---- ---- .3000 UNCH .3000 21750 9687 ---- ---- ---- ---- .2675 UNCH .2675 1850 9700 ---- ---- ---- ---- .2375 UNCH .2375 600 16095 9712 ---- ---- ---- ---- .2100 UNCH .2100 2700 9725 ---- ---- ---- ---- .1800 UNCH .1800 8140 9737 ---- ---- ---- ---- .1575 UNCH .1575 1100 9750 ---- ---- ---- ---- .1375 UNCH .1375 25753 9775 ---- ---- ---- ---- .1100 UNCH .1100 4215 9787 ---- ---- ---- ---- .0950 UNCH .0950 1000 9800 ---- ---- ---- ---- .0800 UNCH .0800 600 6350 9825 ---- ---- ---- ---- .0625 UNCH .0625 1800 9850 ---- ---- ---- ---- .0450 UNCH .0450 4050 9875 ---- ---- ---- ---- .0325 UNCH .0325 9900 ---- ---- ---- ---- .0225 UNCH .0225 ZE JUN10 EURODOLLAR OPTIONS CALL 9500 ---- ---- ---- ---- 1.0300 UNCH 1.0300 10 9512 ---- ---- ---- ---- .9575 UNCH .9575 100 9525 ---- ---- ---- ---- .8850 UNCH .8850 1260 9537 ---- ---- ---- ---- .8150 UNCH .8150 200 9550 ---- ---- ---- ---- .7500 UNCH .7500 2300 9562 ---- ---- ---- ---- .6900 UNCH .6900 1110 9575 ---- ---- ---- ---- .6300 UNCH .6300 20 9600 ---- ---- ---- ---- .5225 UNCH .5225 252 9612 ---- ---- ---- ---- .4750 UNCH .4750 20 9650 ---- ---- ---- ---- .3525 UNCH .3525 320 9675 ---- ---- ---- ---- .2850 UNCH .2850 910 9700 ---- ---- ---- ---- .2325 UNCH .2325 2455 9750 ---- ---- ---- ---- .1475 UNCH .1475 400 9775 ---- ---- ---- ---- .1125 UNCH .1125 625 TOTAL EST.VOL VOL OPEN INT. TOTAL 196126 11135898 ZE JLY08 EURODOLLAR OPTIONS PUT 9575 ---- ---- ---- ---- CAB UNCH CAB 9625 ---- ---- ---- ---- CAB UNCH CAB 1800 9637 ---- ---- ---- ---- CAB UNCH CAB 2288 9650 ---- ---- ---- ---- CAB UNCH CAB 12105 9662 ---- ---- ---- ---- CAB UNCH CAB 49451 9675 ---- ---- ---- ---- .0025 UNCH .0025 95052 9687 ---- ---- ---- ---- .0075 UNCH .0075 45175 9700 ---- ---- ---- ---- .0200 UNCH .0200 2312 33001 9712 ---- .0750B ---- ---- .0725 UNCH .0725 400 17555 9725 ---- ---- ---- ---- .1800 UNCH .1800 17054 9737 ---- ---- ---- ---- .2975 UNCH .2975 13375 9750 ---- ---- ---- ---- .4200 UNCH .4200 9675 9762 ---- ---- ---- ---- .5450 UNCH .5450 2750 9775 ---- ---- ---- ---- .6700 UNCH .6700 ZE AUG08 EURODOLLAR OPTIONS PUT 9575 ---- ---- ---- ---- CAB UNCH CAB 9600 ---- ---- ---- ---- CAB UNCH CAB 500 9625 ---- ---- ---- ---- .0050 UNCH .0050 1850 9637 ---- ---- ---- ---- .0075 UNCH .0075 1650 9650 ---- ---- ---- ---- .0150 UNCH .0150 400 2600 9662 ---- ---- ---- ---- .0225 UNCH .0225 1500 1802 9675 ---- ---- ---- ---- .0350 UNCH .0350 14600 9687 ---- ---- ---- ---- .0550 UNCH .0550 1134 9700 ---- ---- ---- ---- .0900 UNCH .0900 1000 4500 9712 ---- ---- ---- ---- .1425 UNCH .1425 500 2800 9725 ---- ---- ---- ---- .2200 UNCH .2200 100 9737 ---- ---- ---- ---- .3200 UNCH .3200 101 ZE SEP08 EURODOLLAR OPTIONS PUT 10000 ---- ---- ---- ---- 2.9200 UNCH 2.9200 8925 ---- ---- ---- ---- CAB UNCH CAB 8950 ---- ---- ---- ---- CAB UNCH CAB 8975 ---- ---- ---- ---- CAB UNCH CAB 9000 ---- ---- ---- ---- CAB UNCH CAB 9025 ---- ---- ---- ---- CAB UNCH CAB 9050 ---- ---- ---- ---- CAB UNCH CAB 9075 ---- ---- ---- ---- CAB UNCH CAB 9100 ---- ---- ---- ---- CAB UNCH CAB 9150 ---- ---- ---- ---- CAB UNCH CAB 9175 ---- ---- ---- ---- CAB UNCH CAB 9200 ---- ---- ---- ---- CAB UNCH CAB 200 885 9225 ---- ---- ---- ---- CAB UNCH CAB 7386 9250 ---- ---- ---- ---- CAB UNCH CAB 8777 9275 ---- ---- ---- ---- CAB UNCH CAB 3229 9300 ---- ---- ---- ---- CAB UNCH CAB 1002 9312 ---- ---- ---- ---- CAB UNCH CAB 9325 ---- ---- ---- ---- CAB UNCH CAB 5250 9337 ---- ---- ---- ---- CAB UNCH CAB 9350 ---- ---- ---- ---- CAB UNCH CAB 13 9362 ---- ---- ---- ---- CAB UNCH CAB 9375 ---- ---- ---- ---- CAB UNCH CAB 21526 9387 ---- ---- ---- ---- CAB UNCH CAB 9400 ---- ---- ---- ---- CAB UNCH CAB 64502 9412 ---- ---- ---- ---- CAB UNCH CAB 1250 9425 ---- ---- ---- ---- CAB UNCH CAB 11038 9437 ---- ---- ---- ---- CAB UNCH CAB 11150 9450 ---- ---- ---- ---- CAB UNCH CAB 39588 9462 ---- ---- ---- ---- CAB UNCH CAB 24656 9475 ---- ---- ---- ---- CAB UNCH CAB 70541 9487 ---- ---- ---- ---- CAB UNCH CAB 10758 9500 ---- ---- ---- ---- CAB UNCH CAB 113463 9512 ---- ---- ---- ---- CAB UNCH CAB 14500 9525 ---- ---- ---- ---- CAB UNCH CAB 66044 9537 ---- ---- ---- ---- CAB UNCH CAB 19520 9550 ---- ---- ---- ---- CAB UNCH CAB 39431 9562 ---- ---- ---- ---- CAB UNCH CAB 12681 9575 ---- ---- ---- ---- CAB UNCH CAB 30061 9587 ---- ---- ---- ---- .0025 UNCH .0025 28078 9600 ---- ---- ---- ---- .0050 UNCH .0050 64264 9612 ---- ---- ---- ---- .0075 UNCH .0075 23665 9625 ---- ---- ---- ---- .0100 UNCH .0100 44922 9637 ---- ---- ---- ---- .0150 UNCH .0150 31290 9650 ---- ---- ---- ---- .0250 UNCH .0250 8254 139671 9662 ---- ---- ---- ---- .0375 UNCH .0375 6500 61865 9675 ---- ---- ---- ---- .0575 UNCH .0575 1140 114996 9687 ---- ---- ---- ---- .0800 UNCH .0800 3451 82772 9700 ---- .1150B ---- ---- .1125 UNCH .1125 1702 251106 9712 ---- .1650B ---- ---- .1600 UNCH .1600 1450 110459 9725 ---- ---- ---- ---- .2325 UNCH .2325 2 125066 9737 ---- ---- ---- ---- .3275 UNCH .3275 75074 9750 ---- ---- ---- ---- .4400 UNCH .4400 87788 9762 ---- ---- ---- ---- .5550 UNCH .5550 55511 9775 ---- ---- ---- ---- .6750 UNCH .6750 154892 9787 ---- ---- ---- ---- .7975 UNCH .7975 15999 9800 ---- ---- ---- ---- .9200 UNCH .9200 16816 9812 ---- ---- ---- ---- 1.0450 UNCH 1.0450 6146 9825 ---- ---- ---- ---- 1.1700 UNCH 1.1700 200 9837 ---- ---- ---- ---- 1.2950 UNCH 1.2950 130 9850 ---- ---- ---- ---- 1.4200 UNCH 1.4200 30 9862 ---- ---- ---- ---- 1.5450 UNCH 1.5450 30 9875 ---- ---- ---- ---- 1.6700 UNCH 1.6700 20 9887 ---- ---- ---- ---- 1.7950 UNCH 1.7950 9900 ---- ---- ---- ---- 1.9200 UNCH 1.9200 6 9912 ---- ---- ---- ---- 2.0450 UNCH 2.0450 9925 ---- ---- ---- ---- 2.1700 UNCH 2.1700 9937 ---- ---- ---- ---- 2.2950 UNCH 2.2950 9950 ---- ---- ---- ---- 2.4200 UNCH 2.4200 9962 ---- ---- ---- ---- 2.5450 UNCH 2.5450 40 9975 ---- ---- ---- ---- 2.6700 UNCH 2.6700 100 ZE DEC08 EURODOLLAR OPTIONS PUT 10000 ---- ---- ---- ---- 3.1300 UNCH 3.1300 8925 ---- ---- ---- ---- CAB UNCH CAB 8950 ---- ---- ---- ---- CAB UNCH CAB 8975 ---- ---- ---- ---- CAB UNCH CAB 9000 ---- ---- ---- ---- CAB UNCH CAB 9025 ---- ---- ---- ---- CAB UNCH CAB 9050 ---- ---- ---- ---- CAB UNCH CAB 9075 ---- ---- ---- ---- CAB UNCH CAB 9100 ---- ---- ---- ---- CAB UNCH CAB 9125 ---- ---- ---- ---- CAB UNCH CAB 9150 ---- ---- ---- ---- CAB UNCH CAB 549 9175 ---- ---- ---- ---- CAB UNCH CAB 1 9200 ---- ---- ---- ---- CAB UNCH CAB 200 1601 9225 ---- ---- ---- ---- CAB UNCH CAB 9250 ---- ---- ---- ---- CAB UNCH CAB 1467 9275 ---- ---- ---- ---- CAB UNCH CAB 6575 9300 ---- ---- ---- ---- CAB UNCH CAB 150 9312 ---- ---- ---- ---- CAB UNCH CAB 9325 ---- ---- ---- ---- CAB UNCH CAB 1506 9337 ---- ---- ---- ---- CAB UNCH CAB 9350 ---- ---- ---- ---- CAB UNCH CAB 1135 9362 ---- ---- ---- ---- CAB UNCH CAB 9375 ---- ---- ---- ---- CAB UNCH CAB 2267 9387 ---- ---- ---- ---- CAB UNCH CAB 9400 ---- ---- ---- ---- CAB UNCH CAB 26640 9412 ---- ---- ---- ---- CAB UNCH CAB 604 9425 ---- ---- ---- ---- CAB UNCH CAB 19995 9437 ---- ---- ---- ---- CAB UNCH CAB 5856 9450 ---- ---- ---- ---- CAB UNCH CAB 15194 9462 ---- ---- ---- ---- .0025 UNCH .0025 3701 9475 ---- ---- ---- ---- .0050 UNCH .0050 30403 9487 ---- ---- ---- ---- .0075 UNCH .0075 5600 9500 ---- ---- ---- ---- .0125 UNCH .0125 109348 9512 ---- ---- ---- ---- .0175 UNCH .0175 10946 9525 ---- ---- ---- ---- .0225 UNCH .0225 8 55740 9537 ---- ---- ---- ---- .0275 UNCH .0275 15893 9550 ---- ---- ---- ---- .0325 UNCH .0325 60 62708 9562 ---- ---- ---- ---- .0425 UNCH .0425 23056 9575 ---- ---- ---- ---- .0525 UNCH .0525 2725 36074 9587 ---- ---- ---- ---- .0625 UNCH .0625 26578 9600 ---- ---- ---- ---- .0750 UNCH .0750 65648 9612 ---- ---- ---- ---- .0925 UNCH .0925 23927 9625 ---- ---- ---- ---- .1150 UNCH .1150 17612 84653 9637 ---- ---- ---- ---- .1425 UNCH .1425 2 67470 9650 ---- ---- ---- ---- .1750 UNCH .1750 10350 103386 9662 ---- ---- ---- ---- .2150 UNCH .2150 49604 9675 ---- ---- ---- ---- .2625 UNCH .2625 1600 66496 9687 ---- ---- ---- ---- .3150 UNCH .3150 750 24275 9700 ---- ---- ---- ---- .3725 UNCH .3725 77907 9712 ---- ---- ---- ---- .4400 UNCH .4400 35484 9725 ---- ---- ---- ---- .5125 UNCH .5125 91981 9737 ---- ---- ---- ---- .6000 UNCH .6000 33062 9750 ---- ---- ---- ---- .7025 UNCH .7025 37605 9762 ---- ---- ---- ---- .8075 UNCH .8075 30062 9775 ---- ---- ---- ---- .9200 UNCH .9200 64104 9787 ---- ---- ---- ---- 1.0350 UNCH 1.0350 14663 9800 ---- ---- ---- ---- 1.1475 UNCH 1.1475 7445 9812 ---- ---- ---- ---- 1.2650 UNCH 1.2650 7850 9825 ---- ---- ---- ---- 1.3850 UNCH 1.3850 30 9837 ---- ---- ---- ---- 1.5075 UNCH 1.5075 40 9850 ---- ---- ---- ---- 1.6300 UNCH 1.6300 320 9862 ---- ---- ---- ---- 1.7550 UNCH 1.7550 60 9887 ---- ---- ---- ---- 2.0050 UNCH 2.0050 10 9900 ---- ---- ---- ---- 2.1300 UNCH 2.1300 10 9912 ---- ---- ---- ---- 2.2550 UNCH 2.2550 20 9925 ---- ---- ---- ---- 2.3800 UNCH 2.3800 9937 ---- ---- ---- ---- 2.5050 UNCH 2.5050 9950 ---- ---- ---- ---- 2.6300 UNCH 2.6300 9962 ---- ---- ---- ---- 2.7550 UNCH 2.7550 10 9975 ---- ---- ---- ---- 2.8800 UNCH 2.8800 250 ZE MAR09 EURODOLLAR OPTIONS PUT 9100 ---- ---- ---- ---- CAB UNCH CAB 50 9200 ---- ---- ---- ---- CAB UNCH CAB 200 747 9225 ---- ---- ---- ---- CAB UNCH CAB 3213 9250 ---- ---- ---- ---- CAB UNCH CAB 1450 9275 ---- ---- ---- ---- CAB UNCH CAB 1777 9300 ---- ---- ---- ---- CAB UNCH CAB 7291 9325 ---- ---- ---- ---- CAB UNCH CAB 1634 9350 ---- ---- ---- ---- CAB UNCH CAB 3820 9375 ---- ---- ---- ---- .0050 UNCH .0050 2121 9400 ---- ---- ---- ---- .0075 UNCH .0075 16855 9412 ---- ---- ---- ---- .0100 UNCH .0100 300 9425 ---- ---- ---- ---- .0125 UNCH .0125 6014 9437 ---- ---- ---- ---- .0175 UNCH .0175 6131 9450 ---- ---- ---- ---- .0200 UNCH .0200 50 36372 9462 ---- ---- ---- ---- .0250 UNCH .0250 3801 9475 ---- ---- ---- ---- .0300 UNCH .0300 28727 9487 ---- ---- ---- ---- .0350 UNCH .0350 16635 9500 ---- ---- ---- ---- .0400 UNCH .0400 5 24812 9512 ---- ---- ---- ---- .0475 UNCH .0475 10261 9525 ---- ---- ---- ---- .0575 UNCH .0575 5 73948 9537 ---- ---- ---- ---- .0700 UNCH .0700 19888 9550 ---- ---- ---- ---- .0825 UNCH .0825 61576 9562 ---- ---- ---- ---- .0975 UNCH .0975 19978 9575 ---- ---- ---- ---- .1175 UNCH .1175 500 40282 9587 ---- ---- ---- ---- .1400 UNCH .1400 13681 9600 ---- ---- ---- ---- .1650 UNCH .1650 1455 34090 9612 ---- ---- ---- ---- .1950 UNCH .1950 14093 9625 ---- ---- ---- ---- .2300 UNCH .2300 2000 58713 9637 ---- ---- ---- ---- .2700 UNCH .2700 17171 9650 ---- ---- ---- ---- .3125 UNCH .3125 200 41020 9662 ---- ---- ---- ---- .3625 UNCH .3625 7852 9675 ---- ---- ---- ---- .4175 UNCH .4175 250 33000 9687 ---- ---- ---- ---- .4775 UNCH .4775 26102 9700 ---- ---- ---- ---- .5450 UNCH .5450 62961 9712 ---- ---- ---- ---- .6175 UNCH .6175 17305 9725 ---- ---- ---- ---- .6975 UNCH .6975 400 29318 9737 ---- ---- ---- ---- .7800 UNCH .7800 13949 9750 ---- ---- ---- ---- .8700 UNCH .8700 41465 9762 ---- ---- ---- ---- .9650 UNCH .9650 13602 9775 ---- ---- ---- ---- 1.0650 UNCH 1.0650 10551 9787 ---- ---- ---- ---- 1.1700 UNCH 1.1700 6450 9800 ---- ---- ---- ---- 1.2800 UNCH 1.2800 5616 9812 ---- ---- ---- ---- 1.3925 UNCH 1.3925 260 9825 ---- ---- ---- ---- 1.5050 UNCH 1.5050 1 9837 ---- ---- ---- ---- 1.6225 UNCH 1.6225 1 ZE JUN09 EURODOLLAR OPTIONS PUT 8900 ---- ---- ---- ---- CAB UNCH CAB 2394 8950 ---- ---- ---- ---- CAB UNCH CAB 520 8975 ---- ---- ---- ---- CAB UNCH CAB 250 9000 ---- ---- ---- ---- CAB UNCH CAB 1224 9125 ---- ---- ---- ---- CAB UNCH CAB 108 9175 ---- ---- ---- ---- CAB UNCH CAB 514 9200 ---- ---- ---- ---- .0025 UNCH .0025 200 370 9225 ---- ---- ---- ---- .0050 UNCH .0050 378 9300 ---- ---- ---- ---- .0125 UNCH .0125 1275 9325 ---- ---- ---- ---- .0175 UNCH .0175 500 9350 ---- ---- ---- ---- .0225 UNCH .0225 5350 9375 ---- ---- ---- ---- .0300 UNCH .0300 5552 9387 ---- ---- ---- ---- .0325 UNCH .0325 3751 9400 ---- ---- ---- ---- .0375 UNCH .0375 11391 9412 ---- ---- ---- ---- .0425 UNCH .0425 560 9425 ---- ---- ---- ---- .0475 UNCH .0475 1525 9437 ---- ---- ---- ---- .0525 UNCH .0525 5500 9450 ---- ---- ---- ---- .0600 UNCH .0600 50 4651 9462 ---- ---- ---- ---- .0675 UNCH .0675 3464 9475 ---- ---- ---- ---- .0775 UNCH .0775 500 35898 9487 ---- ---- ---- ---- .0900 UNCH .0900 1250 9500 ---- ---- ---- ---- .1050 UNCH .1050 307 16536 9512 ---- ---- ---- ---- .1200 UNCH .1200 8914 9525 ---- ---- ---- ---- .1375 UNCH .1375 3 19910 9537 ---- ---- ---- ---- .1575 UNCH .1575 14499 9550 ---- ---- ---- ---- .1800 UNCH .1800 1203 35956 9562 ---- ---- ---- ---- .2025 UNCH .2025 7756 9575 ---- ---- ---- ---- .2300 UNCH .2300 16150 9587 ---- ---- ---- ---- .2625 UNCH .2625 8695 9600 ---- ---- ---- ---- .2975 UNCH .2975 8 15947 9612 ---- ---- ---- ---- .3400 UNCH .3400 50 17029 9625 ---- ---- ---- ---- .3850 UNCH .3850 16523 9637 ---- ---- ---- ---- .4350 UNCH .4350 1500 9989 9650 ---- ---- ---- ---- .4875 UNCH .4875 3192 19308 9662 ---- ---- ---- ---- .5475 UNCH .5475 13101 9675 ---- ---- ---- ---- .6125 UNCH .6125 19234 9687 ---- ---- .6600A ---- .6825 UNCH .6825 13844 9700 ---- ---- ---- ---- .7575 UNCH .7575 24084 9712 ---- ---- ---- ---- .8350 UNCH .8350 8900 9725 ---- ---- ---- ---- .9150 UNCH .9150 12950 9737 ---- ---- ---- ---- 1.0075 UNCH 1.0075 4300 9750 ---- ---- ---- ---- 1.1025 UNCH 1.1025 16460 9762 ---- ---- ---- ---- 1.1975 UNCH 1.1975 2100 9775 ---- ---- ---- ---- 1.3000 UNCH 1.3000 7860 9787 ---- ---- ---- ---- 1.4025 UNCH 1.4025 300 9800 ---- ---- ---- ---- 1.5050 UNCH 1.5050 402 9875 ---- ---- ---- ---- 2.1950 UNCH 2.1950 9887 ---- ---- ---- ---- 2.3150 UNCH 2.3150 200 ZE SEP09 EURODOLLAR OPTIONS PUT 8975 ---- ---- ---- ---- CAB UNCH CAB 309 9000 ---- ---- ---- ---- CAB UNCH CAB 573 9025 ---- ---- ---- ---- .0050 UNCH .0050 334 9050 ---- ---- ---- ---- .0075 UNCH .0075 380 9200 ---- ---- ---- ---- .0125 UNCH .0125 200 305 9250 ---- ---- ---- ---- .0175 UNCH .0175 9300 ---- ---- ---- ---- .0275 UNCH .0275 2030 9325 ---- ---- ---- ---- .0350 UNCH .0350 613 9350 ---- ---- ---- ---- .0450 UNCH .0450 720 9362 ---- ---- ---- ---- .0500 UNCH .0500 118 9375 ---- ---- ---- ---- .0575 UNCH .0575 500 9387 ---- ---- ---- ---- .0650 UNCH .0650 41 9400 ---- ---- ---- ---- .0725 UNCH .0725 15310 9425 ---- ---- ---- ---- .0925 UNCH .0925 4730 9437 ---- ---- ---- ---- .1050 UNCH .1050 7350 9450 ---- ---- ---- ---- .1200 UNCH .1200 15406 9462 ---- ---- ---- ---- .1350 UNCH .1350 800 9475 ---- ---- ---- ---- .1525 UNCH .1525 6756 9487 ---- ---- ---- ---- .1725 UNCH .1725 500 501 9500 ---- ---- ---- ---- .1950 UNCH .1950 504 29880 9512 ---- ---- ---- ---- .2175 UNCH .2175 770 9525 ---- ---- ---- ---- .2450 UNCH .2450 6651 9537 ---- ---- ---- ---- .2750 UNCH .2750 250 25219 9550 ---- ---- ---- ---- .3050 UNCH .3050 25000 34551 9562 ---- ---- ---- ---- .3375 UNCH .3375 8800 9575 ---- ---- ---- ---- .3750 UNCH .3750 25000 43941 9587 ---- ---- ---- ---- .4175 UNCH .4175 8822 9600 ---- ---- ---- ---- .4675 UNCH .4675 150 18633 9612 ---- ---- ---- ---- .5175 UNCH .5175 50 13500 9625 ---- ---- ---- ---- .5700 UNCH .5700 750 20930 9637 ---- ---- ---- ---- .6300 UNCH .6300 13110 9650 ---- ---- ---- ---- .6900 UNCH .6900 18403 9662 ---- ---- .7450A ---- .7600 UNCH .7600 5250 9675 ---- ---- ---- ---- .8325 UNCH .8325 15124 9687 ---- ---- ---- ---- .9050 UNCH .9050 9175 9700 ---- ---- ---- ---- .9875 UNCH .9875 23010 9712 ---- ---- ---- ---- 1.0750 UNCH 1.0750 12551 9725 ---- ---- ---- ---- 1.1650 UNCH 1.1650 5950 9737 ---- ---- ---- ---- 1.2575 UNCH 1.2575 6101 9750 ---- ---- ---- ---- 1.3525 UNCH 1.3525 7620 9762 ---- ---- ---- ---- 1.4500 UNCH 1.4500 1250 9775 ---- ---- ---- ---- 1.5550 UNCH 1.5550 2310 9787 ---- ---- ---- ---- 1.6575 UNCH 1.6575 500 9800 ---- ---- ---- ---- 1.7625 UNCH 1.7625 100 9825 ---- ---- ---- ---- 1.9825 UNCH 1.9825 9900 ---- ---- ---- ---- 2.7050 UNCH 2.7050 9 ZE DEC09 EURODOLLAR OPTIONS PUT 9000 ---- ---- ---- ---- .0025 UNCH .0025 139 259 9025 ---- ---- ---- ---- .0025 UNCH .0025 288 9100 ---- ---- ---- ---- .0050 UNCH .0050 50 50 9200 ---- ---- ---- ---- .0075 UNCH .0075 200 305 9225 ---- ---- ---- ---- .0150 UNCH .0150 450 9300 ---- ---- ---- ---- .0375 UNCH .0375 2205 9325 ---- ---- ---- ---- .0525 UNCH .0525 900 9375 ---- ---- ---- ---- .0925 UNCH .0925 146 9400 ---- ---- ---- ---- .1125 UNCH .1125 2 8594 9425 ---- ---- ---- ---- .1475 UNCH .1475 5334 9450 ---- ---- ---- ---- .1875 UNCH .1875 2647 9462 ---- ---- ---- ---- .2075 UNCH .2075 425 9475 ---- ---- ---- ---- .2300 UNCH .2300 1852 9487 ---- ---- ---- ---- .2550 UNCH .2550 1175 9500 ---- ---- ---- ---- .2850 UNCH .2850 7 8887 9512 ---- ---- ---- ---- .3200 UNCH .3200 115 9525 ---- ---- ---- ---- .3575 UNCH .3575 2219 9537 ---- ---- ---- ---- .3975 UNCH .3975 1 9550 ---- ---- ---- ---- .4400 UNCH .4400 35066 9562 ---- ---- .4650A ---- .4850 UNCH .4850 3929 9575 ---- ---- ---- ---- .5325 UNCH .5325 6051 9587 ---- ---- .5650A ---- .5850 UNCH .5850 13810 9600 ---- ---- .6200A ---- .6450 UNCH .6450 4698 9612 ---- ---- .6800A ---- .7050 UNCH .7050 50 3080 9625 ---- ---- .7400A ---- .7725 UNCH .7725 10500 9637 ---- ---- .8100A ---- .8450 UNCH .8450 7663 9650 ---- ---- .8800A ---- .9175 UNCH .9175 12305 9662 ---- ---- .9550A ---- .9950 UNCH .9950 3500 9675 ---- ---- 1.0350A ---- 1.0725 UNCH 1.0725 8929 9687 ---- ---- ---- ---- 1.1575 UNCH 1.1575 7350 9700 ---- ---- ---- ---- 1.2450 UNCH 1.2450 13415 9712 ---- ---- ---- ---- 1.3350 UNCH 1.3350 6899 9725 ---- ---- ---- ---- 1.4275 UNCH 1.4275 5500 9737 ---- ---- ---- ---- 1.5250 UNCH 1.5250 5653 9750 ---- ---- ---- ---- 1.6250 UNCH 1.6250 2220 9762 ---- ---- ---- ---- 1.7275 UNCH 1.7275 750 9775 ---- ---- ---- ---- 1.8350 UNCH 1.8350 40 9787 ---- ---- ---- ---- 1.9425 UNCH 1.9425 100 9812 ---- ---- ---- ---- 2.1675 UNCH 2.1675 ZE MAR10 EURODOLLAR OPTIONS PUT 9000 ---- ---- ---- ---- .0050 UNCH .0050 28 9200 ---- ---- ---- ---- .0225 UNCH .0225 200 305 9300 ---- ---- ---- ---- .0625 UNCH .0625 2134 9375 ---- ---- ---- ---- .1300 UNCH .1300 2100 9400 ---- ---- ---- ---- .1700 UNCH .1700 8583 9425 ---- ---- ---- ---- .2075 UNCH .2075 500 9450 ---- ---- ---- ---- .2550 UNCH .2550 3517 9475 ---- ---- ---- ---- .3125 UNCH .3125 502 9500 ---- ---- ---- ---- .3825 UNCH .3825 10628 9525 ---- ---- ---- ---- .4650 UNCH .4650 3923 9537 ---- ---- ---- ---- .5100 UNCH .5100 3550 9550 ---- ---- ---- ---- .5575 UNCH .5575 7400 9562 ---- ---- ---- ---- .6100 UNCH .6100 8150 9575 ---- ---- ---- ---- .6675 UNCH .6675 4000 25740 9587 ---- ---- ---- ---- .7300 UNCH .7300 3860 9600 ---- ---- ---- ---- .7925 UNCH .7925 8370 9612 ---- ---- ---- ---- .8600 UNCH .8600 50 15425 9625 ---- ---- ---- ---- .9325 UNCH .9325 17587 9637 ---- ---- ---- ---- 1.0075 UNCH 1.0075 7475 9650 ---- ---- ---- ---- 1.0825 UNCH 1.0825 10760 9662 ---- ---- ---- ---- 1.1650 UNCH 1.1650 1560 9675 ---- ---- ---- ---- 1.2475 UNCH 1.2475 9260 9687 ---- ---- ---- ---- 1.3375 UNCH 1.3375 860 9700 ---- ---- ---- ---- 1.4300 UNCH 1.4300 2860 9712 ---- ---- ---- ---- 1.5250 UNCH 1.5250 2700 9725 ---- ---- ---- ---- 1.6175 UNCH 1.6175 1190 9737 ---- ---- ---- ---- 1.7175 UNCH 1.7175 840 ZE JUN10 EURODOLLAR OPTIONS PUT 9200 ---- ---- ---- ---- .0450 UNCH .0450 200 305 9300 ---- ---- ---- ---- .1025 UNCH .1025 1000 9350 ---- ---- ---- ---- .1525 UNCH .1525 19 9400 ---- ---- ---- ---- .2150 UNCH .2150 3 218 9450 ---- ---- ---- ---- .3175 UNCH .3175 4 9475 ---- ---- ---- ---- .3850 UNCH .3850 4 9500 ---- ---- ---- ---- .4675 UNCH .4675 5 256 9512 ---- ---- ---- ---- .5150 UNCH .5150 100 9525 ---- ---- ---- ---- .5625 UNCH .5625 4 1260 9537 ---- ---- ---- ---- .6125 UNCH .6125 200 9550 ---- ---- ---- ---- .6675 UNCH .6675 2304 9562 ---- ---- ---- ---- .7275 UNCH .7275 1100 9575 ---- ---- ---- ---- .7900 UNCH .7900 10 9650 ---- ---- ---- ---- 1.2350 UNCH 1.2350 TOTAL EST.VOL VOL OPEN INT. TOTAL 131510 5744153
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. |
