Refer to Table 10-6 Price quotes are stated in 1/64ths a. How many Exxon Mobil August 2016 $87.5 put options were outstanding at the open of trading on August 3, 2016? b. What was the closing price of a 10-year Treasury note December 13,300 futures call option on August 3, 2016? (Round your answers to 5 decimal places. (e.g., 32.16161).) c. What was the closing and dollar price of a December 2,170 call option on the S&P 500 Stock Index futures contract on August 3, 2016? (Round your answers to 1 decimal places. (e.g., 32.1).) d. What was the open interest on December 2016 put options (with an exercise price of 180) on the DJ Industrial Average stock index on August 3, 2016? a. Put options b. Closing price c. Closing price Dollar price d. Open interest TABLE 10-6 Option Quote, August 3, 2016 STOCK OPTIONS Prices at close August 3, 2016 Exxon Mobil Underlying stock price: $87.49 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Aug 87.00 1.13 56 2042 1.26 22 861 16 Aug 87.50 0.80 20 4265 1.63 1 16825 16 Sep 85.00 3.20 22 536 1.33 20 2103 16 Sep 87.50 1.67 20 4700 2.32 197 1561 16 Oct 87.50 2.50 1 7740 3.10 7 3853 16 Oct 90.00 1.37 13 16859 4.95 5 4398 17 Jan 87.50 5.50 10 520 8.92 0 140 17 Jan 90.00 4.28 5 649 6.50 o 507 18 Jan 87.50 7.42 8 1910 11.66 O 1820 18 Jan 90.00 6.17 2 5239 12.45 0 2369 STOCK INDEX OPTIONS Prices at close August 3, 2016 DJ Industrials (DJX) Closing price: 183.57 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Sep 180.00 4.55 0 5807 1.90 7 5440 16 Sep 181.00 3.88 0 22 2.58 0 72 16 Sep 182.00 3.40 0 16 3.00 03 12 16 Sep 2.80 280 141 2.75 280 485 183.00 184.00 16 Sep 1.95 0 10 3.87 O 162 16 Sep 185.00 1.52 10 1819 3.86 5 2084 16 Sep 186.00 1.05 0 168 4.60 0 45 16 Dec 175.00 11.53 0 5505 3.97 20 1768 16 Dec 180.00 7.30 0 6808 5-35 20 7666 16 Dec 185.00 4.22 0 1234 7.35 345 16 Dec 190.00 1.88 0 3487 9.70 427 16 Dec 195.00 0.74 99 1630 34.61 o a o o C 46 17 Dec 170.00 20.37 0 3525 10.64 2072 17 Dec 180.00 14.65 O 2104 14:51 1977 S&P 500 (SPX) Closing price: 2166.70 Call Put Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest Expiration 16 Sep 2090.00 73.25 O 1 8.30 52 1319 2100.00 69.30 2500 14 9.65 262 1600 16 Sep 16 Sep 16 Sep 2125.00 50.35 29 100 17.85 o 927 2145.00 33.40 20 71 21.80 10 69 16 Sep 2160.00 26.20 22 5773 22.90 74 145 16 Sep 2175.00 17.20 1000 14968 40.98 O 1163 16 Sep 2195.00 8.35 35 531 46.30 o 351 16 Sep 2210.00 4.42 787 1384 64.55 0 403 16 Oct 2125.00 70.10 10 4801 38.70 1463 9760 16 Oct 2150.00 53.80 515 21719 45.85 936 33764 16 Oct 2160.00 46.30 154 1316 48.00 43 2513 16 Oct 2200.00 25.00 1004 16527 72.15 0 52 16 Oct 2250.00 7.90 20 29030 98.20 4 24 16 Dec 2025.00 166.03 36 15265 39.95 250 23720 16 Dec 2125.00 90.10 11 12468 64.45 250 5689 16 Dec 2175.00 59.15 9 21315 85.80 0 7028 16 Dec 2200.00 45.05 1103 41739 96.60 1 6948 INTEREST RATE Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day. 30-YEAR US TREASURY BOND OPTIONS STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 17000 3'06 3'04 4'28 O'60 2'22 3'46 17100 228 2'34 3'60 1'18 2'52 4'14 17200 1'56 2'04 3'30 1'46 322 4'48 17300 1'43 3'03 2'15 3'61 4'40 17400 1'oo 1'22 2'43 2'54 5'61 17500 0'45 1'04 221 3'35 5'22 6'38 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 37334 36470 228545 30451 26297 220041 10 YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 13100 1'48 1'22 1'50 o'11 0'45 1'09 13150 1'22 1'03 1'33 o'17 o'58 1'24 13200 o'63 0'51 1'18 o'26 1'10 1'41 13250 0'44 o'38 1'04 1'29 1'59 o'39 0 56 13300 0'29 o'28 o'56 1'51 2'15 13350 o'18 o'20 0'46 1'13 2'11 2'37 13400 o'11 o'14 o'37 1'3 237 2'60 13450 o'oz o'10 0'30 2'02 3'01 3'21 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 89481 106300 1063053 50758 98329 936900 5-YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 12050 1'275 1'388 o'035 o'105 o 225 1'475 1'355 12075 o'125 1'220 0'045 o'130 o'265 12100 o'625 1'095 1'240 o'o65 o'165 12125 o'615 o'o95 o'205 0'495 o'375 1'130 1'030 0'310 o'360 o'420 12150 o'505 o'135 0 255 12175 0270 0.580 0'410 o'330 o'190 o'265 o'320 0'400 0'490 0'570 12200 o'185 o'500 0'425 12225 o'120 o'255 o'360 0'485 1'015 12250 o'o75 o'195 o'355 o'475 0'585 1'105 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 5174 16839 191859 22298 13207 668820 EURODOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 9850 0.6650 0.6275 0.6505 0.5750 0.5900 0.5875 0.4825 9862 0.5400 0.5050 0.4850 0.4800 0.4975 9875 0.4150 0.3825 0.3700 0.3875 0.3925 0.4150 9887 0.2925 0.2675 0.2675 0.3025 0.3150 0.3375 9900 0.1700 0.1620 0.1800 0.2275 0.2450 0.2700 9912 0.0675 0.0850 0.1100 0.1650 0.1850 0.2125 9925 0.0100 0.0325 0.0600 0.1150 0.1350 0.1625 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 209732 147078 10016110 313719 317189 11733652 INDEX Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day. Mini-sized $5 x DJIA STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 18200 324 591 775 255 617 879 292 561 746 276 637 899 18250 18300 260 531 716 291 657 920 18350 231 502 688 312 677 941 18400 203 473 660 334 699 962 178 446 632 358 721 985 18450 18500 154 419 605 384 744 1007 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 7 5 1741 24 129 8430 CME S&P 500 STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 2130 51.70 86.20 110.20 24.70 66.90 97.70 2135 48.10 82.90 107.10 26.10 68.50 99.50 2140 44.60 79.60 103.90 27.60 70.20 101.30 2145 41.20 76.40 100.85 29.20 72.00 103.20 2150 37.80 73.20 97.70 30.80 73.80 105.10 2155 34.50 70.10 94.60 32.50 75.70 106.30 2160 31.40 67.00 91.60 34.40 77.60 108.80 2165 28.40 64.00 88.60 36.40 110.95 79.60 81.60 2170 25.50 61.10 85.70 38.50 113.00 2175 22.80 58.20 82.85 40.80 83.70 115.10 2180 20.30 55.40 79.90 43.30 85.90 117.10 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 6294 3380 131784 3419 4535 80820 CBOE MARKET VOLATILITY (VIX) STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 10.00 6.40 0.00 11.00 5.80 7.10 7.60 0.05 0.05 0.05 12.00 4.40 6.10 6.69 0.10 0.10 0.15 13.00 3.50 5.29 5.90 0.32 0.20 0.31 14.00 3.00 4-50 5.20 0.65 0.47 0.60 15.00 2.45 1.15 EST.VOL VOLUME OPEN INT EST.VOL VOLUME OPEN INT 221,269 368,254 4,350,790 128,190 153,167 2,223,589 CURRENCY Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day. BRITISH POUND STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 1310 3.13 4.61 5359 0.88 2.14 2.89 1320 2.45 3.98 4.96 1.20 2.50 3.26 1330 1.86 3.40 4-38 1.61 2.92 3.67 1340 1.37 2.87 3.83 2.12 3.39 4.12 1350 0.98 2.41 3.33 2.73 3.92 4.62 1360 0.68 2.00 2.88 3.43 4-51 5.16 1370 0.46 1.65 2.48 4.21 5.16 5.76 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 4878 3525 59879 5457 3015 60212 CANADIAN DOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 7450 2.210 2.890 3.330 0.230 0.880 1.300 7500 1.800 2.540 3.000 0.320 1.040 1.470 7550 1.430 2.220 2.690 0.450 1.210 1.650 7600 1.100 1.920 2.390 0.620 1.420 1.860 7650 0.820 1.650 2.110 0.840 1.640 2.080 7700 0.590 1.400 1.860 1.110 1.890 2.320 7750 0.410 1.180 1.630 1.430 2.160 2.590 7800 0.280 0.980 1.420 1.800 2.460 2.880 7850 0.180 0.810 1.230 2.200 2.790 3.190 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 1504 1292 28500 1387 2338 36815 EURO STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 1095 0.02520 0.03800 0.04800 0.00350 0.01260 0.01740 1100 0.02130 0.03530 0.04450 0.00460 0.01410 0.01890 1105 0.01770 0.03190 0.04120 0.00600 0.01570 0.02050 1110 0.01430 0.02870 0.03790 0.00770 0.01750 0.02220 1115 0.01140 0.02570 0.03480 0.00970 0.01940 0.02410 1120 0.00880 0.02280 0.03190 0.01210 0.02160 0.02610 1125 0.00670 0.02020 0.02910 0.01500 0.02390 0.02830 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 7581 12187 114352 11137 10779 141828 JAPANESE YEN STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 9700 2.630 4.180 5.020 0.610 1.790 2.240 9750 2.290 3.880 4.730 0.770 1.990 2.440 9800 1.990 3.610 4.460 0.960 2.210 2.660 9850 1.710 3.340 4.190 1.190 2.450 2.900 9900 1.470 3.100 3.940 1.440 2.700 3.150 9950 1.260 2.870 3.710 1.730 2.970 3.410 10000 1.090 2.660 3.490 2.040 3.260 3.690 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 3534 12670 84457 7197 15383 100209 SWISS FRANC STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 10400 0.590 1.840 2.670 1.600 2.290 2.600 10450 0.460 1.630 2.450 1.970 2.590 2.870 10500 0.360 1.440 2.240 2.370 2.900 3.170 10550 0.280 1.280 2.050 2.790 3.230 3.470 10600 0.220 1.130 1.880 3.230 3-580 3.800 10650 0.180 1.000 1.720 3.680 3.950 4.140 10700 0.140 0.890 1.580 4.150 4.340 4.490 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 25 89 3381 31 72 5757 Refer to Table 10-6 Price quotes are stated in 1/64ths a. How many Exxon Mobil August 2016 $87.5 put options were outstanding at the open of trading on August 3, 2016? b. What was the closing price of a 10-year Treasury note December 13,300 futures call option on August 3, 2016? (Round your answers to 5 decimal places. (e.g., 32.16161).) c. What was the closing and dollar price of a December 2,170 call option on the S&P 500 Stock Index futures contract on August 3, 2016? (Round your answers to 1 decimal places. (e.g., 32.1).) d. What was the open interest on December 2016 put options (with an exercise price of 180) on the DJ Industrial Average stock index on August 3, 2016? a. Put options b. Closing price c. Closing price Dollar price d. Open interest TABLE 10-6 Option Quote, August 3, 2016 STOCK OPTIONS Prices at close August 3, 2016 Exxon Mobil Underlying stock price: $87.49 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Aug 87.00 1.13 56 2042 1.26 22 861 16 Aug 87.50 0.80 20 4265 1.63 1 16825 16 Sep 85.00 3.20 22 536 1.33 20 2103 16 Sep 87.50 1.67 20 4700 2.32 197 1561 16 Oct 87.50 2.50 1 7740 3.10 7 3853 16 Oct 90.00 1.37 13 16859 4.95 5 4398 17 Jan 87.50 5.50 10 520 8.92 0 140 17 Jan 90.00 4.28 5 649 6.50 o 507 18 Jan 87.50 7.42 8 1910 11.66 O 1820 18 Jan 90.00 6.17 2 5239 12.45 0 2369 STOCK INDEX OPTIONS Prices at close August 3, 2016 DJ Industrials (DJX) Closing price: 183.57 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Sep 180.00 4.55 0 5807 1.90 7 5440 16 Sep 181.00 3.88 0 22 2.58 0 72 16 Sep 182.00 3.40 0 16 3.00 03 12 16 Sep 2.80 280 141 2.75 280 485 183.00 184.00 16 Sep 1.95 0 10 3.87 O 162 16 Sep 185.00 1.52 10 1819 3.86 5 2084 16 Sep 186.00 1.05 0 168 4.60 0 45 16 Dec 175.00 11.53 0 5505 3.97 20 1768 16 Dec 180.00 7.30 0 6808 5-35 20 7666 16 Dec 185.00 4.22 0 1234 7.35 345 16 Dec 190.00 1.88 0 3487 9.70 427 16 Dec 195.00 0.74 99 1630 34.61 o a o o C 46 17 Dec 170.00 20.37 0 3525 10.64 2072 17 Dec 180.00 14.65 O 2104 14:51 1977 S&P 500 (SPX) Closing price: 2166.70 Call Put Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest Expiration 16 Sep 2090.00 73.25 O 1 8.30 52 1319 2100.00 69.30 2500 14 9.65 262 1600 16 Sep 16 Sep 16 Sep 2125.00 50.35 29 100 17.85 o 927 2145.00 33.40 20 71 21.80 10 69 16 Sep 2160.00 26.20 22 5773 22.90 74 145 16 Sep 2175.00 17.20 1000 14968 40.98 O 1163 16 Sep 2195.00 8.35 35 531 46.30 o 351 16 Sep 2210.00 4.42 787 1384 64.55 0 403 16 Oct 2125.00 70.10 10 4801 38.70 1463 9760 16 Oct 2150.00 53.80 515 21719 45.85 936 33764 16 Oct 2160.00 46.30 154 1316 48.00 43 2513 16 Oct 2200.00 25.00 1004 16527 72.15 0 52 16 Oct 2250.00 7.90 20 29030 98.20 4 24 16 Dec 2025.00 166.03 36 15265 39.95 250 23720 16 Dec 2125.00 90.10 11 12468 64.45 250 5689 16 Dec 2175.00 59.15 9 21315 85.80 0 7028 16 Dec 2200.00 45.05 1103 41739 96.60 1 6948 INTEREST RATE Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day. 30-YEAR US TREASURY BOND OPTIONS STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 17000 3'06 3'04 4'28 O'60 2'22 3'46 17100 228 2'34 3'60 1'18 2'52 4'14 17200 1'56 2'04 3'30 1'46 322 4'48 17300 1'43 3'03 2'15 3'61 4'40 17400 1'oo 1'22 2'43 2'54 5'61 17500 0'45 1'04 221 3'35 5'22 6'38 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 37334 36470 228545 30451 26297 220041 10 YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 13100 1'48 1'22 1'50 o'11 0'45 1'09 13150 1'22 1'03 1'33 o'17 o'58 1'24 13200 o'63 0'51 1'18 o'26 1'10 1'41 13250 0'44 o'38 1'04 1'29 1'59 o'39 0 56 13300 0'29 o'28 o'56 1'51 2'15 13350 o'18 o'20 0'46 1'13 2'11 2'37 13400 o'11 o'14 o'37 1'3 237 2'60 13450 o'oz o'10 0'30 2'02 3'01 3'21 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 89481 106300 1063053 50758 98329 936900 5-YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 12050 1'275 1'388 o'035 o'105 o 225 1'475 1'355 12075 o'125 1'220 0'045 o'130 o'265 12100 o'625 1'095 1'240 o'o65 o'165 12125 o'615 o'o95 o'205 0'495 o'375 1'130 1'030 0'310 o'360 o'420 12150 o'505 o'135 0 255 12175 0270 0.580 0'410 o'330 o'190 o'265 o'320 0'400 0'490 0'570 12200 o'185 o'500 0'425 12225 o'120 o'255 o'360 0'485 1'015 12250 o'o75 o'195 o'355 o'475 0'585 1'105 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 5174 16839 191859 22298 13207 668820 EURODOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 9850 0.6650 0.6275 0.6505 0.5750 0.5900 0.5875 0.4825 9862 0.5400 0.5050 0.4850 0.4800 0.4975 9875 0.4150 0.3825 0.3700 0.3875 0.3925 0.4150 9887 0.2925 0.2675 0.2675 0.3025 0.3150 0.3375 9900 0.1700 0.1620 0.1800 0.2275 0.2450 0.2700 9912 0.0675 0.0850 0.1100 0.1650 0.1850 0.2125 9925 0.0100 0.0325 0.0600 0.1150 0.1350 0.1625 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 209732 147078 10016110 313719 317189 11733652 INDEX Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day. Mini-sized $5 x DJIA STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 18200 324 591 775 255 617 879 292 561 746 276 637 899 18250 18300 260 531 716 291 657 920 18350 231 502 688 312 677 941 18400 203 473 660 334 699 962 178 446 632 358 721 985 18450 18500 154 419 605 384 744 1007 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 7 5 1741 24 129 8430 CME S&P 500 STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 2130 51.70 86.20 110.20 24.70 66.90 97.70 2135 48.10 82.90 107.10 26.10 68.50 99.50 2140 44.60 79.60 103.90 27.60 70.20 101.30 2145 41.20 76.40 100.85 29.20 72.00 103.20 2150 37.80 73.20 97.70 30.80 73.80 105.10 2155 34.50 70.10 94.60 32.50 75.70 106.30 2160 31.40 67.00 91.60 34.40 77.60 108.80 2165 28.40 64.00 88.60 36.40 110.95 79.60 81.60 2170 25.50 61.10 85.70 38.50 113.00 2175 22.80 58.20 82.85 40.80 83.70 115.10 2180 20.30 55.40 79.90 43.30 85.90 117.10 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 6294 3380 131784 3419 4535 80820 CBOE MARKET VOLATILITY (VIX) STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 10.00 6.40 0.00 11.00 5.80 7.10 7.60 0.05 0.05 0.05 12.00 4.40 6.10 6.69 0.10 0.10 0.15 13.00 3.50 5.29 5.90 0.32 0.20 0.31 14.00 3.00 4-50 5.20 0.65 0.47 0.60 15.00 2.45 1.15 EST.VOL VOLUME OPEN INT EST.VOL VOLUME OPEN INT 221,269 368,254 4,350,790 128,190 153,167 2,223,589 CURRENCY Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day. BRITISH POUND STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 1310 3.13 4.61 5359 0.88 2.14 2.89 1320 2.45 3.98 4.96 1.20 2.50 3.26 1330 1.86 3.40 4-38 1.61 2.92 3.67 1340 1.37 2.87 3.83 2.12 3.39 4.12 1350 0.98 2.41 3.33 2.73 3.92 4.62 1360 0.68 2.00 2.88 3.43 4-51 5.16 1370 0.46 1.65 2.48 4.21 5.16 5.76 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 4878 3525 59879 5457 3015 60212 CANADIAN DOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 7450 2.210 2.890 3.330 0.230 0.880 1.300 7500 1.800 2.540 3.000 0.320 1.040 1.470 7550 1.430 2.220 2.690 0.450 1.210 1.650 7600 1.100 1.920 2.390 0.620 1.420 1.860 7650 0.820 1.650 2.110 0.840 1.640 2.080 7700 0.590 1.400 1.860 1.110 1.890 2.320 7750 0.410 1.180 1.630 1.430 2.160 2.590 7800 0.280 0.980 1.420 1.800 2.460 2.880 7850 0.180 0.810 1.230 2.200 2.790 3.190 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 1504 1292 28500 1387 2338 36815 EURO STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 1095 0.02520 0.03800 0.04800 0.00350 0.01260 0.01740 1100 0.02130 0.03530 0.04450 0.00460 0.01410 0.01890 1105 0.01770 0.03190 0.04120 0.00600 0.01570 0.02050 1110 0.01430 0.02870 0.03790 0.00770 0.01750 0.02220 1115 0.01140 0.02570 0.03480 0.00970 0.01940 0.02410 1120 0.00880 0.02280 0.03190 0.01210 0.02160 0.02610 1125 0.00670 0.02020 0.02910 0.01500 0.02390 0.02830 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 7581 12187 114352 11137 10779 141828 JAPANESE YEN STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 9700 2.630 4.180 5.020 0.610 1.790 2.240 9750 2.290 3.880 4.730 0.770 1.990 2.440 9800 1.990 3.610 4.460 0.960 2.210 2.660 9850 1.710 3.340 4.190 1.190 2.450 2.900 9900 1.470 3.100 3.940 1.440 2.700 3.150 9950 1.260 2.870 3.710 1.730 2.970 3.410 10000 1.090 2.660 3.490 2.040 3.260 3.690 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 3534 12670 84457 7197 15383 100209 SWISS FRANC STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 10400 0.590 1.840 2.670 1.600 2.290 2.600 10450 0.460 1.630 2.450 1.970 2.590 2.870 10500 0.360 1.440 2.240 2.370 2.900 3.170 10550 0.280 1.280 2.050 2.790 3.230 3.470 10600 0.220 1.130 1.880 3.230 3-580 3.800 10650 0.180 1.000 1.720 3.680 3.950 4.140 10700 0.140 0.890 1.580 4.150 4.340 4.490 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 25 89 3381 31 72 5757
