BRITISH POUND CALL OPTIONS

27
Side 01

27
Side 01

2013 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc.
20 South Wacker Drive, Chicago, Illinois 60606-7499.
Customer Service: (800) 331-3332 Fax: (312) 930-8203 E-Mail: info@cmegroup.com

PRELIMINARY
PG27 BULLETIN # 26@

BRITISH POUND CALL OPTIONS

Thu, Feb 07, 2013

PG27

INDIVIDUAL CONTRACT PRICE DATA FOR OPEN, HIGH, LOW, CLOSE AND SETTLEMENT PLUS CLEARED VOLUME FIGURES REFLECT CME REGULAR TRADING HOURS SESSION ONLY. RTH VOLUME
REFLECTS PIT TRADING AND CASH-FOR-FUTURES ONLY. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES,
SPREADS, PRIOR DAYS' CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS, OPTIONS EXCERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE.
B=BID A=ASK N=NOMINAL P=POST SETTLEMENT SESSION #=NEW CONTRACT HIGH PRICE *=NEW CONTRACT LOW PRICE R=RECORD VOL OR OPN INT. SETTLEMENT PRICE DETERMINED BY CME
RULE 813. B=BID A=ASK N=NOMINAL P=POST SETTLEMENT. CAB= (CABINET TRANSACTION) - 1/2 TICK VALUE = $6.25 PRODUCT LISTINGS REPRESENT CONTRACTS WITH PRICE/VOLUME
ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS ELIGIBLE TO TRADE BUT ARE INACTIVE DO NOT APPEAR IN THIS REPORT.
BRITISH POUND CONTRACTS LAST TRADE DATES
EXPIRATION:
BRIT PND OPT
WKBP-1B-C
WKBP-3B-C
WKBP-4B-C
BRIT PND OPT (EUR)
B PND WK 1 (EUR)
B PND WK 3 (EUR)
B PND WK 4 (EUR)

FEB13
02/08
02/01
02/15
02/22
02/08
02/01
02/15
02/22

MAR13
03/08
03/01
03/15

APR13
04/05

JUN13
06/07

SEP13
09/06

DEC13
12/06

03/08
03/01
03/15

04/05

06/07

09/06

12/06

EXPIRATION:

BRITISH POUND OPTIONS ON FUTURES

1B

1E

1P

OB
RP
YB

FEB13

ELIGIBLE OPTIONS SERIES (CALLS & PUTS) FOR TRADING: THU, FEB 07
WEEK 1
WEEK 3
WEEK 4
130.0-187.0 130.0-187.0 130.0-187.0

MAR13

130.0-187.0 130.0-187.0

FEB13

720.0-920.0 720.0-930.0 720.0-930.0

MAR13

720.0-930.0 722.5-930.0

FEB13

130.0-187.0 130.0-187.0 130.0-187.0

MAR13

130.0-187.0 130.0-187.0

FEB13
MAR13
APR13
130.0-187.0 130.0-187.0 130.0-187.0
--130.0-187.0 130.0-187.0 130.0-187.0

OPEN RANGE
BRIT PND FUT
MAR13
---JUN13
---SEP13
---DEC13
---TOTAL BRIT PND FUT
EC/BP CROSS RT
MAR13
0.8640
TOTAL EC/BP CROSS RT

HIGH

JUN13
130.0-187.0
--130.0-187.0

LOW

------------.8665B

SEP13
132.0-187.0
--132.0-187.0

DEC13
132.0-187.0
--132.0-187.0
BRITISH POUND FUTURES

CLOSING RANGE
-------------

.8520

1.5663N
1.5656N
1.5652N
1.5647N
----

RTH
VOLUME

SETT.PRICE & PT. CHGE

RECIPROCAL
1.5708
1.5701
1.5695
1.5690

(
(
(
(

.8535

.6366)
.6369)
.6371)
.6373)

GLOBEX
VOLUME

OPEN
INTEREST

+
+
+
+

45
45
43
43

5380
---------5380

185528
130
------185658

165916 457 7
1
166381 -

1.1716) -

1025

1180
1180

12474
12474

14160 +
14160 +

----CONTRACT---HIGH
LOW
1413
54
UNCH
UNCH
1467

1.6314
1.6303B
1.6253B
1.6254B

1168 .8721B
1168

1.5281A
1.5371A
1.5642A
1.5647A
.8002A

BRIT POUND (EU) FIXING PRICE: Mar13 1.5703

ADDITIONAL BRITISH POUND FUTURES
HIGH

LOW

OPEN RANGE
INR/USD FUT
FEB13
187.290
TOTAL INR/USD FUT

187.290

MICRO INR/USD F
FEB13
187.250
TOTAL MICRO INR/USD F

187.740B

CLOSING RANGE

RTH
VOLUME

SETT.PRICE & PT. CHGE

RECIPROCAL

GLOBEX
VOLUME

186.500A

----

186.130

.0054) - 1.530

---0

4
4

*186.120A

----

186.130

.0054) - 1.530

---0

80
80

OPEN
INTEREST
10
10

----CONTRACT---HIGH
LOW
UNCH

188.180B 184.100A

8
8

1883.600B186.120A

5 5 -

BRITISH POUND CALLS **SETT.PRICE**

STRIKE OPEN RANGE

BRIT PND CALL
FEB13
1560
---1570
---1580
---1590
---1600
---1610
---1620
---1630
---1640
---1650
---1660
---1670
---1680
---1690
---1700
---1720
---TOTAL
MAR13
1540
---1550
---1560
---1570
---1580
---1590
---1600
---1610
---1620
---1630
---1640
---1650
---1660
---1670
---1680
---1690
---1700
---1710
---1720
---1730
---1740
---1750
---1760
---1770
---1790
---TOTAL
APR13
1570
---1580
---1590
---1600
---1610
---1620
---1630
---1640
---1650
---1660
---1670
---1680
---1690
---TOTAL
JUN13

HIGH

LOW

CLOSING RANGE

(FUTURES SETT.
.00)
---------------*.060A
-------------------------------------------------------------------------------

0.940N
0.380N
0.060A
0.030N
0.020N
0.010N
0.010N
----------------------------

CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB

(FUTURES SETT.
1.5708 +
45.0 )
------3.160N
------2.420N
------1.770N
------1.230N
------0.820N
------0.510N
------0.310N
------0.180N
------0.110N
------0.070N
------0.040N
------0.030N
------0.020N
------0.010N
------0.010N
------------------------------------------------------------------------------------------(FUTURES SETT.
.00)
------------------------------------------------------------------------------(FUTURES SETT.

1.700N
1.260N
0.910N
0.640N
0.450N
0.310N
0.210N
0.140N
0.100N
0.070N
0.040N
0.030N
0.020N

1.5701 +

SETT.PRICE
& PT.CHGE.

CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB

DELTA

EXER
CISES

VOLUME
TRADES
CLEARED

OPEN
INTEREST

1.120+
.330.060.010.010.010

18
5
6
2
1
UNCH
-------------------------------

.965
.562
.062
.003
.001
.001
.000
.000
.000
.000
.000
.000
.000
.000
.000
.000

-------------------------------------------------

---374
827
150
2
---------------------------------1353

278
636
1038
1121
1240
1278
1396
1590
2579
927
620
311
192
154
148
9
13517

3.420+
2.620+
1.910+
1.310+
.850+
.510
.300.170.100.050.030.020.010.010

26
20
14
8
3
UNCH
1
1
1
2
1
1
1
UNCH
----------------------------------

.823
.740
.635
.514
.386
.268
.175
.108
.066
.035
.021
.014
.007
.006
.006
.005
.005
.005
.004
.004
.004
.004
.004
.003
.003

----------------------------------------------------------------------------

1
1
84
108
92
33
151
89
20
4
3
------------------------------------------586

18
39
124
635
790
979
894
1162
1435
1022
848
751
918
868
308
178
132
155
9
106
29
128
230
528
10
12296

1.780+
1.300+
.930+
.640
.440.300.200.130.090.060.040
.030
.020

8
4
2
UNCH
1
1
1
1
1
1
UNCH
UNCH
UNCH

.506
.415
.328
.249
.184
.133
.094
.064
.045
.031
.021
.016
.011

----------------------------------------

------1
59
------220
------------------280

119
130
208
650
224
238
544
192
215
75
8
55
102
2760

+
+
-

+
+
+
+
+
+

+
+
+

--CONTRACT-HIGH
LOW

UNCH
45
34
50
1
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
60

7.000B
6.030B
5.190B
4.270B
3.390B
2.590B
1.890B
1.300B
.840B
.510B
.300B
.190
.100B
.060B
.030B
.010

.780B
.240B
.040B
.010B
.010B
.010B
.010B
.010B
.010B
.010B
.010B
.010
.010B
.010B
.010B
.010

UNCH
UNCH
6
19
80
6
38
78
UNCH
3
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
218

9.040B
8.350B
7.520B
6.750B
5.960B
5.220B
4.600
3.930B
3.400B
2.850B
2.330B
1.890B
1.540B
1.240B
.990B
.770B
.600
.480
.360B
.300
.500
.160B
.120B
.090B
.020

2.900B
2.180B
1.550B
1.060B
.700B
.450B
.270
.140B
.090B
.060B
.040B
.030B
.020B
.010B
.010B
.010B
.010
.010
.010B
.020
.010
.030B
.020B
.020B
.020

UNCH
UNCH
1
59
UNCH
UNCH
20
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
80

2.750B
2.470B
2.930B
2.770B
2.160B
1.630B
1.200B
.860B
.580B
.390B
.270
.180B
.110B

1.510B
1.110B
.790B
.520B
.390B
.270B
.180B
.120B
.090B
.060B
.050
.040B
.040B

45.0 )

THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.
ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.
Copyright CME Group Inc. All rights reserved.

IT IS

27
Side 02

BRITISH POUND CALL OPTIONS

27
Side 02

2013 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc.
20 South Wacker Drive, Chicago, Illinois 60606-7499.
Customer Service: (800) 331-3332 Fax: (312) 930-8203 E-Mail: info@cmegroup.com

PRELIMINARY
PG27 BULLETIN # 26@

BRITISH POUND CALL OPTIONS

Thu, Feb 07, 2013

BRIT PND CALL

JUN13
(FUTURES SETT.
1.5701 +
45.0 )
1560
---------3.150N
3.240+
9
.567
------80
1570
---------2.610N
2.680+
7
.509
---8
154
1580
---------2.140N
2.190+
5
.448
---7
100
1590
---------1.730N
1.750+
2
.388
---9
97
1600
---------1.390N
1.390
UNCH
.331
------178
1610
---------1.110N
1.0803
.276
---5
338
1620
---------0.870N
.8403
.228
---26
459
1630
---------0.680N
.6503
.185
---5
339
1640
---------0.520N
.4903
.148
---10
319
1650
---------0.400N
.3703
.117
------1975
1660
---------0.310N
.2803
.092
------582
1670
---------0.240N
.2103
.072
---10
227
1680
---------0.190N
.1504
.054
---1
173
1690
---------0.140N
.1103
.041
------179
1700
---------0.110N
.0803
.030
------112
1710
---------0.090N
.0603
.023
------61
1720
---------0.070N
.0403
.016
------46
1730
---------0.050N
.0302
.012
------85
1740
---------0.040N
.0202
.008
------6
1750
---------0.030N
.0201
.008
------67
1760
---------0.020N
.020
UNCH
.008
------8
1770
---------0.010N
.010
UNCH
.004
------220
1790
------------CAB
---.004
------70
1800
------------CAB
---.003
------258
1810
------------CAB
---.003
------35
81
6168
TOTAL
SEP13
(FUTURES SETT.
1.5695 +
43.0 )
1570
---------3.660N
3.700+
4
.509
------25
1580
---------3.180N
3.180
UNCH
.466
------31
1590
---------2.740N
2.7301
.422
------50
1640
---------1.210N
1.1506
.227
------1
1650
---------1.020N
.9606
.197
------30
1660
---------0.850N
.7906
.169
------2
1670
---------0.710N
.6506
.144
------75
1680
---------0.580N
.5305
.121
------1
1690
---------0.480N
.4305
.102
------8
1700
---------0.390N
.3504
.085
------21
0
244
TOTAL
DEC13
(FUTURES SETT.
1.5690 +
43.0 )
1650
---------1.780N
1.7602
.259
------10
1700
---------0.920N
.9002
.151
------8
0
18
TOTAL
BRIT PND-C EU
FEB13
(FUTURES SETT.
.00)
1570
---------0.380N
.3305
.562
------190
1580
---------0.120N
.0606
.062
---40
140
1590
---------0.030N
.0102
.003
------117
1600
---------0.020N
.0101
.001
------30
1610
---------0.010N
.010
UNCH
.001
------1
1620
---------0.010N
CAB
---.000
------28
1630
------------CAB
---.000
------25
1640
------------CAB
---.000
------25
1650
------------CAB
---.000
------3
40
559
TOTAL
MAR13
(FUTURES SETT.
1.5708 +
45.0 )
1570
---------1.230N
1.310+
8
.514
------20
1580
---------0.820N
.850+
3
.386
------60
1600
---------0.310N
.3001
.175
------60
1610
---------0.180N
.1701
.108
------25
1620
---------0.110N
.1001
.066
------46
1630
---------0.070N
.0502
.035
------17
1650
---------0.030N
.0201
.014
------82
1660
---------0.020N
.0101
.007
------15
1670
---------0.010N
.010
UNCH
.006
------30
0
355
TOTAL
APR13
(FUTURES SETT.
.00)
1580
---------1.260N
1.300+
4
.415
------60
1590
---------0.910N
.930+
2
.328
------59
1600
---------0.640N
.640
UNCH
.249
------60
1610
---------0.450N
.4401
.184
------30
1620
---------0.310N
.3001
.133
------28
0
237
TOTAL
JUN13
(FUTURES SETT.
1.5701 +
45.0 )
1610
---------1.110N
1.0803
.276
------70
1620
---------0.870N
.8403
.228
------30
1630
---------0.680N
.6503
.185
------15
1640
---------0.520N
.4903
.148
------10
1670
---------0.240N
.2103
.072
------3
0
128
TOTAL
WKBP-1B-C
MAR13
(FUTURES SETT.
1.5708 +
45.0 )
1590
---------0.390N
.400+
NEW
.241
---4
4
1610
---------0.130N
.1102
.080
------1
4
5
TOTAL
WKBP-3B-C
FEB13
(FUTURES SETT.
.00)
1570
---------0.670N
.740+
7
.521
---11
21
1580
---------0.340N
.3202
.286
---12
96
1590
---------0.150N
.1104
.116
---11
35
1600
---------0.070N
.0502
.051
------11
1610
---------0.030N
.030
UNCH
.027
------6
34
169
TOTAL
MAR13
(FUTURES SETT.
1.5708 +
45.0 )
1600
---------0.380N
.390+
1
.198
------1
0
1
TOTAL
WKBP-4B-C
FEB13
(FUTURES SETT.
.00)
1570
---------0.870N
.970+
10
.517
------2
1580
---------0.500N
.540+
4
.344
---10
30
1590
---------0.260N
.270+
1
.199
------1
1620
---------0.030N
.030
UNCH
.026
------10
10
43
TOTAL
** Option prices quoted per Daily Information Bulletin convention. For example, a British Pound option price of 1.960 on this page
0.01 = 0.0196 when the price is quoted in full. The cash price of the option is 0.0196 x 62,500 (contract size) = $1,225.00.**

+
-

+
+
+
+

PG27

UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
18
UNCH
UNCH
UNCH
UNCH
10
1
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
27

4.170B
3.860B
4.330B
4.380B
4.300B
3.920B
3.410B
2.860B
2.370B
2.160B
1.560B
1.250B
.990B
.790B
.620B
.480B
.470
.290
.520
.180B
.140B
.120B
.080B
.070B
.060B

2.890B
2.370B
1.930B
1.550B
1.230B
.970B
.760B
.580B
.450B
.340B
.260B
.200B
.150B
.120B
.090B
.070B
.050
.040
.040
.030B
.040B
.040B
.040B
.040B
.040B

UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH

5.760B
5.260B
5.200B
3.250B
2.790B
2.380B
2.020B
1.700B
1.430B
1.200B

3.380B
2.920B
2.500B
1.100B
.970B
.790B
.650B
.500B
.440B
.290B

UNCH
UNCH

3.040
----

1.580
.760

UNCH
40
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
40

1.200B
3.680B
2.890B
2.180B
2.250B
1.890B
1.300B
.840B
.510B

.210B
.030B
.020B
.030B
.030B
.020B
.020B
.050B
.030B

UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH

2.150B
2.820B
3.270B
3.780B
3.410B
2.850B
1.890B
1.520B
1.210B

1.060B
.700B
.270B
.150B
.090B
.060B
.020B
.020B
.040B

UNCH
UNCH
UNCH
UNCH
UNCH

2.470B
1.940B
2.770B
2.150B
1.630B

1.100B
.790B
.560B
.390B
.260B

UNCH
UNCH
UNCH
UNCH
UNCH

3.570B
3.260B
2.810B
2.310B
1.220B

.960B
.750B
.590B
.450B
.200B

4
UNCH
4

1.020B
.360B

.330B
.120B

10
10
UNCH
UNCH
UNCH
20

1.920B
1.620B
1.120B
1.310B
1.290B

.570B
.280B
.110B
.050B
.040B

UNCH

.640B

.340B

UNCH
1.590B
.740B
10
1.760B
.420B
UNCH
1.210B
.230B
UNCH
.290B
.040B
+
10
is equivalent to 1.960 x

THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.
ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.
Copyright CME Group Inc. All rights reserved.

IT IS