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 # 27@

BRITISH POUND CALL OPTIONS

Fri, Feb 08, 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

MAY13
05/03

JUN13
06/07

SEP13
09/06

DEC13
12/06

03/08
03/01
03/15

04/05

05/03

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: FRI, FEB 08
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
MAY13
130.0-187.0 130.0-187.0 130.0-187.0 130.0-187.0
--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
0.8528
TOTAL EC/BP CROSS RT

HIGH

LOW

------------.8537B

JUN13
130.0-187.0
--130.0-187.0

SEP13
DEC13
132.0-187.0 132.0-187.0
----132.0-187.0 132.0-187.0
BRITISH POUND FUTURES

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

.8451

1.5708N
1.5701N
1.5695N
1.5690N
----

RTH
VOLUME

SETT.PRICE & PT. CHGE

RECIPROCAL
1.5794
1.5787
1.5781
1.5776

(
(
(
(

.8462

.6332)
.6334)
.6337)
.6339)

GLOBEX
VOLUME

OPEN
INTEREST

+
+
+
+

86
86
86
86

6179
---------6179

126310
36
------126346

166113 +
457
7
1
166578 +

1.1817) -

725

---0

5561
5561

14097 14097 -

----CONTRACT---HIGH
LOW
425
UNCH
UNCH
UNCH
425

1.6314
1.6303B
1.6253B
1.6254B

66 .8721B
66

1.5281A
1.5371A
1.5642A
1.5647A
.8002A

BRIT POUND (EU) FIXING PRICE: Mar13 1.5788

ADDITIONAL BRITISH POUND FUTURES
HIGH

LOW

OPEN RANGE
INR/USD FUT
FEB13
185.850
TOTAL INR/USD FUT

186.280

MICRO INR/USD F
FEB13
185.730
TOTAL MICRO INR/USD F

186.390B

CLOSING RANGE

RTH
VOLUME

SETT.PRICE & PT. CHGE

RECIPROCAL

GLOBEX
VOLUME

OPEN
INTEREST

----CONTRACT---HIGH
LOW

185.590A

----

185.460

.0054) - 0.670

---0

6
6

9 9 -

1
1

188.180B 184.100A

*185.590A

----

185.460

.0054) - 0.670

---0

1
1

6 +
6 +

1
1

1883.600B185.590A

BRITISH POUND CALLS **SETT.PRICE**

STRIKE OPEN RANGE

BRIT PND CALL
FEB13
1560
---1570
---1580
---1590
---TOTAL
MAR13
1540
---1550
---1560
---1570
---1580
1.200
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
1560
---1570
---1580
---1590
---1600
---1610
---1620
---1630
---1640
---1650
---1660
---1670
----

HIGH

LOW

(FUTURES SETT.
.00)
-------------------------

CLOSING RANGE
1.120N
0.330N
0.060N
0.010N

(FUTURES SETT.
1.5794 +
86.0 )
------3.420N
------2.620N
------1.910N
------1.310N
#1.200
*1.200
1.200
------0.510N
------0.300N
------0.170N
------0.100N
------0.050N
------0.030N
------0.020N
------0.010N
------0.010N
---------------------------------------------------------------------------------------------------(FUTURES SETT.
.00)
-------------------------------------------------------------------------------

1.780N
1.300N
0.930N
0.640N
0.440N
0.300N
0.200N
0.130N
0.090N
0.060N
0.040N
0.030N
0.020N

(FUTURES SETT.
1.5787 +
86.0 )
------3.240N
------2.680N
------2.190N
------1.750N
------1.390N
------1.080N
------0.840N
------0.650N
------0.490N
------0.370N
------0.280N
------0.210N

SETT.PRICE
& PT.CHGE.

CAB
CAB

CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB
CAB

DELTA

EXER
CISES

VOLUME
TRADES
CLEARED

OPEN
INTEREST

--CONTRACT-HIGH
LOW

------------0 -

278
636
1037
1121
3516

7.000B
6.030B
5.190B
4.270B

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

UNCH
UNCH
UNCH
15
37
109
77
126
52
36
32
8
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
202

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
.050B
.030B
.020B
.020B
.010B
.010B
.010B
.010
.010
.010B
.020
.010
.030B
.020B
.020B
.020

UNCH
UNCH
UNCH
10
49
362
505
2
UNCH
UNCH
UNCH
66
26
1020

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
.080B
.060B
.050
.040B
.040B

UNCH
UNCH
UNCH
1
10
11
1
UNCH
UNCH
UNCH
UNCH
UNCH

4.170B
3.860B
4.330B
4.380B
4.300B
3.920B
3.410B
2.860B
2.370B
2.160B
1.560B
1.250B

2.890B
2.370B
1.930B
1.550B
1.230B
.970B
.760B
.580B
.450B
.340B
.260B
.200B

1.940+
.940+

82
61
-------

1.000
1.000
-------

276
641
-------

2
36
729
200
967

4.140+
3.260+
2.460+
1.740+
1.160+
.720+
.420+
.230+
.120+
.060+
.030
.020
.010
.010

72
64
55
43
31
21
12
6
2
1
UNCH
UNCH
UNCH
UNCH
----------------------------------

.885
.825
.737
.627
.495
.360
.240
.148
.084
.045
.024
.015
.008
.007
.006
.006
.005
.005
.005
.004
.004
.004
.004
.004
.003

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

---------35
246
208
350
172
372
61
32
52
---------------------------------------1528

18
39
124
650
827
1088
817
1288
1487
986
816
759
918
868
308
178
132
155
9
106
29
128
230
528
10
12498

2.190+
1.630+
1.170+
.800+
.540+
.360+
.230+
.140+
.090
.060
.040
.030
.020

41
33
24
16
10
6
3
1
UNCH
UNCH
UNCH
UNCH
UNCH

.585
.492
.398
.306
.227
.163
.112
.073
.049
.033
.023
.017
.011

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

---2
---39
56
404
644
30
2
1
---66
26
1270

119
130
208
660
273
600
1049
194
215
75
8
121
128
3780

3.690+
3.080+
2.520+
2.020+
1.610+
1.260+
.970+
.740+
.560+
.420+
.310+
.230+

45
40
33
27
22
18
13
9
7
5
3
2

.618
.561
.500
.437
.375
.316
.261
.212
.170
.134
.104
.080

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

---4
12
3
10
11
4
------2
12
----

80
154
100
96
188
349
460
339
319
1975
582
227

+
+
+
+
+
+

+
+
+
+
+

+
+
+

+
+
+

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 # 27@

BRITISH POUND CALL OPTIONS

Fri, Feb 08, 2013

BRIT PND CALL

JUN13
(FUTURES SETT.
1.5787 +
86.0 )
1680
---------0.150N
.170+
2
.062
---10
173
1690
---------0.110N
.120+
1
.045
---28
179
1700
---------0.080N
.090+
1
.035
---3
112
1710
---------0.060N
.070+
1
.027
------61
1720
---------0.040N
.050+
1
.020
------46
1730
---------0.030N
.040+
1
.016
---14
71
1740
---------0.020N
.030+
1
.012
------6
1750
---------0.020N
.020
UNCH
.008
------67
1760
---------0.020N
.0101
.004
------8
1770
---------0.010N
.010
UNCH
.004
------220
1790
------------CAB
---.004
------70
1800
------------CAB
---.004
---14
272
1810
------------CAB
---.003
------35
127
6189
TOTAL
SEP13
(FUTURES SETT.
1.5781 +
86.0 )
1570
---------3.700N
4.050+
35
.546
------25
1580
---------3.180N
3.470+
29
.502
------31
1590
---------2.730N
2.980+
25
.457
------50
1640
---------1.150N
1.240+
9
.248
------1
1650
---------0.960N
1.030+
7
.214
------30
1660
---------0.790N
.840+
5
.183
------2
1670
---------0.650N
.690+
4
.156
------75
1680
---------0.530N
.560+
3
.131
------1
1690
---------0.430N
.450+
2
.109
------8
1700
---------0.350N
.360+
1
.091
------21
0
244
TOTAL
DEC13
(FUTURES SETT.
1.5776 +
86.0 )
1650
---------1.760N
1.890+
13
.278
------10
1700
---------0.900N
.960+
6
.162
------8
0
18
TOTAL
BRIT PND-C EU
FEB13
(FUTURES SETT.
.00)
0
0
TOTAL
MAR13
(FUTURES SETT.
1.5794 +
86.0 )
1570
---------1.310N
1.740+
43
.627
------20
1580
---------0.850N
1.160+
31
.495
------60
1590
---------0.510N
.720+
NEW
.360
---30
30
1600
---------0.300N
.420+
12
.240
------60
1610
---------0.170N
.230+
6
.148
------25
1620
---------0.100N
.120+
2
.084
------46
1630
---------0.050N
.060+
1
.045
------17
1650
---------0.020N
.020
UNCH
.015
------82
1660
---------0.010N
.010
UNCH
.008
------15
1670
---------0.010N
.010
UNCH
.007
------30
30
385
TOTAL
APR13
(FUTURES SETT.
.00)
1580
---------1.300N
1.630+
33
.492
------60
1590
---------0.930N
1.170+
24
.398
------59
1600
---------0.640N
.800+
16
.306
------60
1610
---------0.440N
.540+
10
.227
------30
1620
---------0.300N
.360+
6
.163
------28
0
237
TOTAL
JUN13
(FUTURES SETT.
1.5787 +
86.0 )
1610
---------1.080N
1.260+
18
.316
------70
1620
---------0.840N
.970+
13
.261
------30
1630
---------0.650N
.740+
9
.212
------15
1640
---------0.490N
.560+
7
.170
------10
1670
---------0.210N
.230+
2
.080
------3
0
128
TOTAL
SEP13
(FUTURES SETT.
1.5781 +
86.0 )
1590
---------2.730N
2.980+
NEW
.457
---1
1
1
1
TOTAL
WKBP-1B-C
MAR13
(FUTURES SETT.
1.5794 +
86.0 )
1590
---------0.400N
.560+
16
.335
------4
1600
---------0.220N
.300+
NEW
.205
---21
21
1610
---------0.110N
.150+
4
.114
------1
21
26
TOTAL
WKBP-3B-C
FEB13
(FUTURES SETT.
.00)
1570
---------0.740N
1.210+
47
.738
------21
1580
---------0.320N
.590+
27
.485
---171
130
1590
---------0.110N
.220+
11
.230
---32
65
1600
---------0.050N
.080+
3
.089
---25
30
1610
---------0.030N
.030
UNCH
.032
------6
228
252
TOTAL
MAR13
(FUTURES SETT.
1.5794 +
86.0 )
1600
---------0.390N
.510+
12
.258
------1
0
1
TOTAL
WKBP-4B-C
FEB13
(FUTURES SETT.
.00)
1570
---------0.970N
1.410+
44
.676
------2
1580
---------0.540N
.820+
28
.490
---10
40
1590
---------0.270N
.410+
14
.302
---2
3
1610
---------0.060N
.090+
NEW
.080
---3
3
1620
---------0.030N
.040+
1
.037
------10
15
58
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
14
UNCH
UNCH
UNCH
UNCH
UNCH
14
UNCH
21

.990B
.790B
.620B
.480B
.470
.290
.520
.180B
.140B
.120B
.080B
.070B
.060B

.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
UNCH
30
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
30

2.150B
2.820B
2.940B
3.270B
3.780B
3.410B
2.850B
1.890B
1.520B
1.210B

1.060B
.700B
.440B
.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

2.890

2.720

UNCH
21
UNCH
21

1.020B
.620B
.360B

.330B
.200B
.120B

UNCH
34
30
19
UNCH
83

1.920B
1.620B
1.120B
1.310B
1.290B

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

UNCH

.640B

.340B

559

1
1

UNCH
1.680B
.740B
10
1.760B
.420B
2
1.210B
.230B
3
.500B
.070B
UNCH
.290B
.040B
+
15
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