Refer to Table 10-6 Price quotes are stated in 1/64ths a. How many Exxon Mobil January 2017 $90.0 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 13,400 futures call option on August 3, 2016? (Round your answers to 2 decimal places. (e.g., 32.16.) c. What was the closing and dollar price of a December 2,155 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 September 2016 put options (with an exercise price of 186) on the DJ Industrial Average stock index on August 3, 2016? 507 a. Put options b. Closing price c. Closing price Dollar price d. Open interest STOCK OPTIONS Printre 3.0 EM Expiration 16 Ant Last Sale Underlying stock price $8749 P Os interest Last Male Volume 20 Stiker 7.00 Call Volunu 56 30 Open NO 1. ove 4105 Sep 85.00 DE E 536 30 2103 90 4700 23 82.00 8730 90.00 1 7 ab Sep LO 16 Oct 17 Jan 17 Jan 3853 ET 495 5 4 10 193 140 5.50 46 90.00 5 0101 w 11 7.30 DO 11 an 6.19 STOCK INDEX OPHONS is close 2016 Du trials (X) Closing pr. 1837 C Vabime Owners Price Laste Volume 54 BLOO Expo Sep 16 Sep 16 Sep w WE 0 3 R.00 3.0 03 1 3.49 Bacon BLOD 25 9 195 RE 16 Sep 16 Sep 13 96 LOS 4.50 ......... 3 De 30 34 16 PE in the 195.00 OCM APPXO ME Law Wh Strike Price Taste Ver Expiration 15 Sep La Sale Volume 190.00 7325 1 . 1500 16 TUT BE 125.00 965 17.85 29 100 10 30:35 15:40 2630 72.0 90 33 1000 73 573 116000 HLS 40.96 1163 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep Sep 1 Sep 16 16 16 Od 160 40. IVE 0.00 77 D PC 108 655 3.10 10 3.00 90.00 00 3714 SIS 154 463 936 45 4585 8.00 0151 2200 4630 25.00 200 16.03 16 220.00 90 + 94 16 3995 150 15303 12466 SE 30 11 20 16 De 16 21315 80 60 200.00 45.09 1103 1 INTEREST RATE Pare Options Por Wednesday, August 2016 All proprio per internet from the previous trading day TOUS YEAR US TREASURY BOND OPTIONS CALL SEP OCT 1000 yo 34 DRC OUT 360 TOR 1700 ts wa 10, 361 40 54 OPINIE VOL VOLUME OPININT ENT VOL TH VOLUM 1942 YEAR UN TREASURY NOT CALI OCT SEP SEP DC PUT OCT 0/45 's DEC 10 130 100 03 11 200 o's 141 OOO HU 1726 L'A . COLE n'oa 041 020 OS o's O'B 0 20 014 MO 980 90 's 215 13850 90 '11 339 13400 11,0 13410 200 0.30 o'yo OPIN INI EST. VOL VOLUME 106300 EST VOL 02 You VOLUME 9819 T20 OPEN IN mi/ 5 YEAR US TREASURY NOTE STRIKE PUT DEC OCT DEC CALL OCT 135 1930 oss Su Sat 1225 as 1907 1158 5790 SUKO ko DO SEN bas 495 0975 os oc O go 025 an 400 oto S. 0655 bos O'10 03 '00 o's 04 ' OPENINT 400 400 50 os on o's Set O's 090 WO EST VOL 075 VOLUME 169 VOLUME OPENING EST. VOI 5124 LO DOLLAR PUT STRIKE CALI MAN SEP DEC MAR 0.66 04 4973 . . con 04 . ce SHER 66 VOLUME OPONE ET VOL VOLUME OPENINE TWO 07 INDEX Optime For Wednesday, Ab All went to be trade INDEX Options For Wednesday, August 2016 All prices are wiempre Openinle is from the period trading day Mini-DIA STELIKE CALL PUT DEC MAR MAR SER 34 18200 HC 775 49 W70 76 ta 66 15900 716 31 300 TEE 203 66 334 . 18450 406 7 ten 154 334 100 EST VOL VOLUME OPEN INT VOLUME EST, VOL. 34 OPEN INT B ACT CME SAPO STI CALL PUT DEC SEP DIC MAR MAR 130 70 10 4. 9135 3140 66.00 65.50 20.30 200 4460 OSCO H. 70.60 710 730 I IP 70 . 450 103.00 105. 1060 HOP 6.00 6400 40 40 US COLE WO DOCH Lao RS WIE SA HE WAT VOL VOLAME OPENINE INT, VOL VOLUME OPENINT H. CHOEMAKKET VOLATILITY (VIX) CALL OCT PUS OCT SH DIC 40 Sere 500 12.00 44 OSUH POR - Home 3.50 13.00 5.29 5.90 0.31 3.00 4.50 520 0.60 0.65 0.47 LIS 14.00 15.00 EST.VOL EST.VOL VOLUME VOLUME 368.254 OPEN INT 4.150.90 OPEN INT 222358 221,269 128.190 153.167 CURRENCY Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is trom the previous trading day BRITISH POUND STRIKE CALL PUT SEP DEC MAR MAR SEP DEC 2.89 1310 3:13 461 2.14 5399 88 3.30 2.45 398 496 1320 1330 2.50 2.92 3.07 1.86 1.61 3:40 4.12 1340 2.82 383 339 390 4.60 2.73 1350 241 0.98 333 0,68 2.00 3-13 +5 1360 1370 5.76 0.46 VOLUME 165 2.45 OPEN INT EST. VOL 5.16 VOLUME 3005 OPEN INT EST. VOL 4878 602 3525 59579 5457 CANADIAN DOLLAR PUT STRLIKE CALL MAR SEP DEC SEP MAR 1300 2.210 3330 DEC 2.890 2 540 7450 7500 1470 L040 1800 3.000 0.230 0320 0.450 1210 L650 2.220 1.430 7550 7600 750 1.100 1.920 2.390 620 2.110 1600 2.080 0.820 7050 1.650 1.400 0.800 1:10 1890 7700 0.990 1860 1030 2.500 0.410 118 LO LOO 2.850 2460 1420 0980 7750 7R00 7850 EST. VOL 0.280 0.180 0.810 2.300 2.790 VOLUME OPEN INT VOLUME EST. VOL OPEN INT 28500 3504 1292 EURO PUT CALL STRIKE MAR DEC SEP DEC MAR SEP GRL Content ps://ente-e- media CSUF Portal - Home SEP CONNECT DEC DEC MAR SEP MAR 0.04800 Ogos 1095 1100 LOS 0.00 000 corn 0.00 0.01450 0.044 004130 0.01740 0.01 0.000 0.00 0.00 0.02520 0.02130 B07 0.01430 not . 1110 0.01 0.01790 10.02.10 0.00570 15 0.03790 0.0340 DUO 0.00970 0.01310 0.0190 Det Oo 0.00 VOLUME LOOD 0,00 OPEN INT D. EST VOL 0.00190 VOLUME . OPEN INT IST. VOL JON JAPANESE YEN SERLIKE CALI PUT SEP MAR SEP MAR DEC DEC 41 5.000 ole 10 2.290 3.480 ce 990 20 10 3.000 3.600 oo 50 460 4.00 310 2410 140 3100 300 OLE ort 9900 90 DE 30 17 OVE 20 1400 OPENINT EST VOL EST VOL OPININT VOLUME VOLUMI: 136 10000 2514 SWISS FRANC STUK CALL PUT SEP DC MAR SET MAR 1000 0990 T. 1.840 1.60 0.40 1970 No 0400 NET 20 NIE HO woon 3210 350 64 1140 440 VOLIM OPENINT EST. VOL ET VOX OPEN ONT VOLUMI 5 16 TABLE 10-6 Option Quote, August 3, 2016 STOCK OPTIONS Prices at close August 3, 2016 ExxonMobil Underlying stock price: $87.49 Call Put Last Sale Volume Open Interest Last Sale Volume Open Interest 861 1.13 56 2042 1.26 22 Expiration 16 Aug 16 Aug 16 Sep 16 Sep 0.80 20 4265 1.63 1 16825 Strike Price 87.00 87.50 85.00 87.50 87.50 3.20 22 536 1.33 20 2103 1.67 20 4700 2.32 197 1561 3853 16 Oct 2.50 1 3.10 7 7740 16859 16 Oct 1.37 13 4.95 5 4398 17 Jan 90.00 87.50 90.00 5.50 10 520 o 140 8.92 6.50 17 Jan 4.28 5 649 O 507 18 Jan 87-50 7-42 8 1910 11.66 0 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) Put Closing price: 183-57 Call Volume Open Interest 580 Expiration Strike Price Last Sale Last Sale Volume Open Interest 0 1.90 5440 180.00 181.00 4-55 3.88 22 2.58 O 72 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 3-40 182.00 O 16 3.00 12 03 280 2.80 280 141 2.75 485 1.95 0 10 3.87 o 162 183.00 184.00 185.00 186.00 16 Sep 10 1819 5 2084 3.86 4.60 1.05 16 Sep 0 168 0 45 0 11.53 16 Dec 20 5505 6808 3.97 5-35 1768 7666 16 Dec 7.30 o 175.00 180.00 185.00 190.00 o 16 Dec 2 7-35 345 16 Dec 1.88 O 1234 3487 1630 427 9.70 o o 16 Dec 46 195.00 99 0.74 34.61 10.64 0 3 170.00 3525 2072 17 Dec 17 Dec 20.37 14.65 180.00 0 2104 14-51 1977 S&P 500 (SPX) Closing price: 9166,70 Call Put Volume Open Interest Volume Expiration 16 Sep Strike Price 2090.00 Last Sale 73.25 Last Sale 8.30 Open Interest 1319 0 1 59 2100,00 69,30 2500 14 0.65 1600 50-35 29 100 0 927 2125.00 2145.00 2160.00 17.85 21.80 20 71 10 33.40 26.20 22 22.90 74 145 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 16 Oct 16 Oct 2175.00 17.20 1000 5773 14968 531 40.98 O 1163 8.35 35 0 351 2195.00 2210.00 46.30 6455 787 0 403 4.42 70.10 1384 4801 10 1463 9760 2125.00 2150.00 936 38.70 45.85 48.00 53.80 46.30 33764 515 154 16 Oct 2160.00 2513 16 Oct 25.00 2200.00 1004 0 52 21719 1316 16527 29030 15265 12468 72.15 98.20 16 Oct 7.90 20 24 4 2250.00 2025.00 16 Dec 166.03 36 250 23720 16 Dec 90.10 11 250 39.95 6445 85.80 96.60 2125.00 2175.00 2200.00 16 Dec 0 59.15 9 21315 41739 5689 7028 6948 16 Dec 1 45.05 1103 INTEREST RATE Futures Options For Wednesday, August 3, 2016 All prices are settlement prices Open interest is from the previous trading day PUT OCT DEC 222 3:46 DEC 428 360 3'30 3'03 30-YEAR US TREASURY BOND OPTIONS STRIKE CALL SEP OCT 17000 306 304 17100 2'28 2'34 17200 1'56 '04 17300 1'25 1'43 17400 1'00 122 17500 0:45 104 EST. VOL. VOLUME OPEN INT 36470 228545 SEP o'60 118 1'46 2'15 a's 448 s'ai 254 243 221 322 361 4:40 522 VOLUME 26297 5'61 698 385 EST. VOL 30451 OPEN INT 220041 3734 10 YEAR US TILEASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 13100 150 0'45 1'48 192 o'tis i'og o'17 o'96 1'09 124 1142 1'59 110 a' 13950 D'H 05B i'o o'39 104 1'59 100 0'44 o'ug o'ta o'ui 038 o'a B 0 20 1'49 I'S 0 39 o 56 1'13 0'56 0:46 o'37 350 13400 o' 260 3'01 13450 EST. VOL 8948 o'o VOLUME o'10 o'30 OPEN INT 106305 a'oa EST. VOL. 50258 VOLUME 98329 OPEN INT 936900 106300 5-YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP DEC 12050 0035 1'275 o'195 12075 12100 o'aas 0 265 o'310 '045 oods d'o95 o'605 0495 19125 12150 o'135 0190 1388 1'475 1920 1355 1'095 1240 o'615 1130 o'905 1'030 o'410 0.580 0330 O'500 0 255 0 425 o'195 o'ass OPEN INT 191859 12175 OCT 0105 0'130 o'165 o 205 a'255 0'320 0 400 0485 o'sas VOLUME 13207 o'375 0 270 0185 o 120 o'075 VOLUME 16839 12200 12225 12250 0 360 0 420 c'490 o'570 1'015 tros OPEN INT 668820 0265 o'360 o'475 EST. VOL. 22298 EST VO 5174 EURODOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 0.6650 0.5750 0.4800 0-5900 04975 0.5400 0.4190 9850 9862 9875 9887 9900 9912 0.4150 0.9925 0.1700 0.0675 0.0100 0.3375 0.6275 0.6505 0-5050 0.4850 0.3825 0.3700 0.2675 0.2675 0.1600 0.1800 0.0850 0.1100 0.0325 0.0600 OPEN INT 10016110 0:5875 0.4325 0-9975 0.3025 0.2275 0.1650 0.1150 EST. VOL. 0.3925 0.3150 0.2450 0.1850 0.1330 VOLUME 0.2700 0.215 0.1625 OPEN INT EST. VOL VOLUME 147078 209732 319719 INDEX Putures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day I Mini-cid15 KDJIA STRIKE CALL PUT SEP DEC MAR SEP DRC MAR 15200 324 591 775 255 617 879 DO bey 40,9 293 561 746 276 637 899 260 716 995 18300 18350 920 941 231 502 688 312 18.400 699 960 203 178 334 358 18450 18500 EST. VOL 478 660 446 632 419 605 OPEN INT 384 744 VOLUME EST. VOL. VOLUME 5 1007 OPEN INT 8430 3741 134 129 CME S&P 500 STRIKE CALL SEP SEP MAR PUT DEC 66.90 68.50 2130 24.70 26.10 97.70 99.50 9:35 2140 48.10 44.60 27.60 101.30 13.20 2145 4120 37.80 70.20 72.00 73.80 75.70 2920 30.80 32.30 2150 105.10 2155 34.50 10630 DEC MAR 86.20 110.20 B2.90 107.10 79.60 103.90 76.40 100.85 7320 97.70 20.10 94.60 67.00 91.60 64.00 88.60 6110 85:20 58.20 89.85 55.40 79.00 OPEN INT 131784 2360 31.40 77.60 79.60 108.80 210.95 2165 28.40 25-50 34 40 36.40 38.50 40.80 2170 81.60 113.00 2280 115.10 2275 2180 83-70 85.00 VOLUME 117.10 20-30 VOLUME 330 EST VOL EST. VOL 3419 OPEN INT 8080 6204 4535 CBOE MARKET VOLATILITY (VIX) STRIKE CALI. PUT SEP OCT DEC SEP OKT DEC 10.00 6:40 0.00 11.00 5.80 7.10 7.60 0.05 0.05 0.05 12.00 440 6.10 0.10 0.15 0.10 0.20 13.00 3.50 03 5.90 5.20 032 0.05 14.00 4.80 0.47 0.00 3.00 2.45 15.00 1.15 VOLUME EST.VOL EST.VOL. 22.219 OPEN INT 4.350,790 VOLUME 193.107 OPEN INT 2,22589 128,100 I CURRENCY Puture Options For Wednesday, August 2016 All prices are not prices Open interest is from the previous trading day RETISH POUND STRIKE CALL PUT 00 STUKE CALL PUT DEC MAR SEP DEC MAR 4.61 5359 0.88 2.14 0.89 1330 2.45 3.98 120 3.50 126 186 3:40 4.06 43 3.89 1.51 9.92 1910 1340 3.177 212 3-39 4.12 1.37 0.98 0.68 1.87 2:41 1350 333 4.69 2.93 3-43 3.92 451 1360 2.00 9.88 5.16 4.21 EST, VOL 4878 0.46 VOLUME 3525 1.65 2.48 OPEN INT 59879 EST. VOL 5457 5-16 VOLLIME 3015 OPEN INT 6091 CANADIAN DOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 2.210 0.230 1.300 7450 7500 2.890 2540 1.800 0 320 1470 1.430 2.220 3-330 3.000 2.690 2.390 2.110 0.450 7550 7600 7650 1.00 0.880 1040 1.210 1420 1670 1.890 1.100 0.00 1.920 1.050 1.800 2080 0.82 0.840 7700 0.590 1.860 1.110 2.320 1.400 Ho 0.410 1.630 1.430 2.100 2.590 0.Ro 1.800 2.880 7750 7800 7850 ESTVOL 1504 1.46 2.790 0.16 2100 0.980 1420 0 810 1.230 OPEN INT 28500 VOLUME VOLUME 1292 EST. VOL 1387 3.190 OPEN INT 36815 2338 EURO STRIKE CALL PUT SER DEC MAR 0.01260 1095 1100 1105 0.02580 0.02130 0.010 0.01430 0.01140 0.00350 0.00460 0.00600 DHC MAR 0.03800 0.04800 0.03530 0.0990 0.04130 0.02870 0.03700 0.02590 0.0340 0.000 0.03190 0.000 0.02010 OPININT 0.01740 0.01890 0.00050 0.00320 0.00410 0.01410 0.01570 D.10 0.01940 0.09.10 002190 VOLUME 0.00710 0.00970 0.00 0.01900 1130 0.00880 0 1195 0.03600 0.0280 IST. VOL. VOLUME 12187 EST VOL 112 TENINT 100 14182 JAPANESE YEN STILKE CALL PUT DEC MAR SEP DEC MAK 2011 Snoo STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 9700 5.020 0.610 1.790 2.240 2.630 2.290 4.18 3.880 9750 4.730 0.770 1.990 2.440 4-460 9800 0.960 2.210 2.660 1.990 1.710 3.610 3-340 9850 4.190 1.190 2.900 9900 1.470 3.100 3.940 1440 3-150 3.410 9950 1.260 10000 2.450 2.700 2.970 3.260 VOLUME 15383 2.870 3-710 2.660 3.490 OPEN INT Logo 1.730 2.040 EST. VOL 3.690 OPEN INT EST. VOL 3534 VOLUME 12670 B4457 7197 100209 SWISS FRANC STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 10400 1.600 2.290 2.600 1.840 1.630 2.670 2.450 10450 2.590 2.870 0.590 0.460 0.360 0.280 1.970 2.370 1.440 2.240 2.900 3.170 10500 10550 10600 1.280 2.050 3.470 2.790 3230 3.230 3.580 0.920 1.130 1.880 3.800 10650 0.18 3.680 3-950 4.140 10700 4.150 4340 0.140 VOLUME 1000 1720 1.580 OPEN INT 3381 4.490 OPEN INT EST, VOL VOLUME EST. VOL. 31 25 89 72 5752 Source Chicago Board of Trade and CME Group website www.bol.com, www.cep.com I Refer to Table 10-6 Price quotes are stated in 1/64ths a. How many Exxon Mobil January 2017 $90.0 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 13,400 futures call option on August 3, 2016? (Round your answers to 2 decimal places. (e.g., 32.16.) c. What was the closing and dollar price of a December 2,155 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 September 2016 put options (with an exercise price of 186) on the DJ Industrial Average stock index on August 3, 2016? 507 a. Put options b. Closing price c. Closing price Dollar price d. Open interest STOCK OPTIONS Printre 3.0 EM Expiration 16 Ant Last Sale Underlying stock price $8749 P Os interest Last Male Volume 20 Stiker 7.00 Call Volunu 56 30 Open NO 1. ove 4105 Sep 85.00 DE E 536 30 2103 90 4700 23 82.00 8730 90.00 1 7 ab Sep LO 16 Oct 17 Jan 17 Jan 3853 ET 495 5 4 10 193 140 5.50 46 90.00 5 0101 w 11 7.30 DO 11 an 6.19 STOCK INDEX OPHONS is close 2016 Du trials (X) Closing pr. 1837 C Vabime Owners Price Laste Volume 54 BLOO Expo Sep 16 Sep 16 Sep w WE 0 3 R.00 3.0 03 1 3.49 Bacon BLOD 25 9 195 RE 16 Sep 16 Sep 13 96 LOS 4.50 ......... 3 De 30 34 16 PE in the 195.00 OCM APPXO ME Law Wh Strike Price Taste Ver Expiration 15 Sep La Sale Volume 190.00 7325 1 . 1500 16 TUT BE 125.00 965 17.85 29 100 10 30:35 15:40 2630 72.0 90 33 1000 73 573 116000 HLS 40.96 1163 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep Sep 1 Sep 16 16 16 Od 160 40. IVE 0.00 77 D PC 108 655 3.10 10 3.00 90.00 00 3714 SIS 154 463 936 45 4585 8.00 0151 2200 4630 25.00 200 16.03 16 220.00 90 + 94 16 3995 150 15303 12466 SE 30 11 20 16 De 16 21315 80 60 200.00 45.09 1103 1 INTEREST RATE Pare Options Por Wednesday, August 2016 All proprio per internet from the previous trading day TOUS YEAR US TREASURY BOND OPTIONS CALL SEP OCT 1000 yo 34 DRC OUT 360 TOR 1700 ts wa 10, 361 40 54 OPINIE VOL VOLUME OPININT ENT VOL TH VOLUM 1942 YEAR UN TREASURY NOT CALI OCT SEP SEP DC PUT OCT 0/45 's DEC 10 130 100 03 11 200 o's 141 OOO HU 1726 L'A . COLE n'oa 041 020 OS o's O'B 0 20 014 MO 980 90 's 215 13850 90 '11 339 13400 11,0 13410 200 0.30 o'yo OPIN INI EST. VOL VOLUME 106300 EST VOL 02 You VOLUME 9819 T20 OPEN IN mi/ 5 YEAR US TREASURY NOTE STRIKE PUT DEC OCT DEC CALL OCT 135 1930 oss Su Sat 1225 as 1907 1158 5790 SUKO ko DO SEN bas 495 0975 os oc O go 025 an 400 oto S. 0655 bos O'10 03 '00 o's 04 ' OPENINT 400 400 50 os on o's Set O's 090 WO EST VOL 075 VOLUME 169 VOLUME OPENING EST. VOI 5124 LO DOLLAR PUT STRIKE CALI MAN SEP DEC MAR 0.66 04 4973 . . con 04 . ce SHER 66 VOLUME OPONE ET VOL VOLUME OPENINE TWO 07 INDEX Optime For Wednesday, Ab All went to be trade INDEX Options For Wednesday, August 2016 All prices are wiempre Openinle is from the period trading day Mini-DIA STELIKE CALL PUT DEC MAR MAR SER 34 18200 HC 775 49 W70 76 ta 66 15900 716 31 300 TEE 203 66 334 . 18450 406 7 ten 154 334 100 EST VOL VOLUME OPEN INT VOLUME EST, VOL. 34 OPEN INT B ACT CME SAPO STI CALL PUT DEC SEP DIC MAR MAR 130 70 10 4. 9135 3140 66.00 65.50 20.30 200 4460 OSCO H. 70.60 710 730 I IP 70 . 450 103.00 105. 1060 HOP 6.00 6400 40 40 US COLE WO DOCH Lao RS WIE SA HE WAT VOL VOLAME OPENINE INT, VOL VOLUME OPENINT H. CHOEMAKKET VOLATILITY (VIX) CALL OCT PUS OCT SH DIC 40 Sere 500 12.00 44 OSUH POR - Home 3.50 13.00 5.29 5.90 0.31 3.00 4.50 520 0.60 0.65 0.47 LIS 14.00 15.00 EST.VOL EST.VOL VOLUME VOLUME 368.254 OPEN INT 4.150.90 OPEN INT 222358 221,269 128.190 153.167 CURRENCY Futures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is trom the previous trading day BRITISH POUND STRIKE CALL PUT SEP DEC MAR MAR SEP DEC 2.89 1310 3:13 461 2.14 5399 88 3.30 2.45 398 496 1320 1330 2.50 2.92 3.07 1.86 1.61 3:40 4.12 1340 2.82 383 339 390 4.60 2.73 1350 241 0.98 333 0,68 2.00 3-13 +5 1360 1370 5.76 0.46 VOLUME 165 2.45 OPEN INT EST. VOL 5.16 VOLUME 3005 OPEN INT EST. VOL 4878 602 3525 59579 5457 CANADIAN DOLLAR PUT STRLIKE CALL MAR SEP DEC SEP MAR 1300 2.210 3330 DEC 2.890 2 540 7450 7500 1470 L040 1800 3.000 0.230 0320 0.450 1210 L650 2.220 1.430 7550 7600 750 1.100 1.920 2.390 620 2.110 1600 2.080 0.820 7050 1.650 1.400 0.800 1:10 1890 7700 0.990 1860 1030 2.500 0.410 118 LO LOO 2.850 2460 1420 0980 7750 7R00 7850 EST. VOL 0.280 0.180 0.810 2.300 2.790 VOLUME OPEN INT VOLUME EST. VOL OPEN INT 28500 3504 1292 EURO PUT CALL STRIKE MAR DEC SEP DEC MAR SEP GRL Content ps://ente-e- media CSUF Portal - Home SEP CONNECT DEC DEC MAR SEP MAR 0.04800 Ogos 1095 1100 LOS 0.00 000 corn 0.00 0.01450 0.044 004130 0.01740 0.01 0.000 0.00 0.00 0.02520 0.02130 B07 0.01430 not . 1110 0.01 0.01790 10.02.10 0.00570 15 0.03790 0.0340 DUO 0.00970 0.01310 0.0190 Det Oo 0.00 VOLUME LOOD 0,00 OPEN INT D. EST VOL 0.00190 VOLUME . OPEN INT IST. VOL JON JAPANESE YEN SERLIKE CALI PUT SEP MAR SEP MAR DEC DEC 41 5.000 ole 10 2.290 3.480 ce 990 20 10 3.000 3.600 oo 50 460 4.00 310 2410 140 3100 300 OLE ort 9900 90 DE 30 17 OVE 20 1400 OPENINT EST VOL EST VOL OPININT VOLUME VOLUMI: 136 10000 2514 SWISS FRANC STUK CALL PUT SEP DC MAR SET MAR 1000 0990 T. 1.840 1.60 0.40 1970 No 0400 NET 20 NIE HO woon 3210 350 64 1140 440 VOLIM OPENINT EST. VOL ET VOX OPEN ONT VOLUMI 5 16 TABLE 10-6 Option Quote, August 3, 2016 STOCK OPTIONS Prices at close August 3, 2016 ExxonMobil Underlying stock price: $87.49 Call Put Last Sale Volume Open Interest Last Sale Volume Open Interest 861 1.13 56 2042 1.26 22 Expiration 16 Aug 16 Aug 16 Sep 16 Sep 0.80 20 4265 1.63 1 16825 Strike Price 87.00 87.50 85.00 87.50 87.50 3.20 22 536 1.33 20 2103 1.67 20 4700 2.32 197 1561 3853 16 Oct 2.50 1 3.10 7 7740 16859 16 Oct 1.37 13 4.95 5 4398 17 Jan 90.00 87.50 90.00 5.50 10 520 o 140 8.92 6.50 17 Jan 4.28 5 649 O 507 18 Jan 87-50 7-42 8 1910 11.66 0 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) Put Closing price: 183-57 Call Volume Open Interest 580 Expiration Strike Price Last Sale Last Sale Volume Open Interest 0 1.90 5440 180.00 181.00 4-55 3.88 22 2.58 O 72 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 3-40 182.00 O 16 3.00 12 03 280 2.80 280 141 2.75 485 1.95 0 10 3.87 o 162 183.00 184.00 185.00 186.00 16 Sep 10 1819 5 2084 3.86 4.60 1.05 16 Sep 0 168 0 45 0 11.53 16 Dec 20 5505 6808 3.97 5-35 1768 7666 16 Dec 7.30 o 175.00 180.00 185.00 190.00 o 16 Dec 2 7-35 345 16 Dec 1.88 O 1234 3487 1630 427 9.70 o o 16 Dec 46 195.00 99 0.74 34.61 10.64 0 3 170.00 3525 2072 17 Dec 17 Dec 20.37 14.65 180.00 0 2104 14-51 1977 S&P 500 (SPX) Closing price: 9166,70 Call Put Volume Open Interest Volume Expiration 16 Sep Strike Price 2090.00 Last Sale 73.25 Last Sale 8.30 Open Interest 1319 0 1 59 2100,00 69,30 2500 14 0.65 1600 50-35 29 100 0 927 2125.00 2145.00 2160.00 17.85 21.80 20 71 10 33.40 26.20 22 22.90 74 145 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 16 Sep 16 Oct 16 Oct 2175.00 17.20 1000 5773 14968 531 40.98 O 1163 8.35 35 0 351 2195.00 2210.00 46.30 6455 787 0 403 4.42 70.10 1384 4801 10 1463 9760 2125.00 2150.00 936 38.70 45.85 48.00 53.80 46.30 33764 515 154 16 Oct 2160.00 2513 16 Oct 25.00 2200.00 1004 0 52 21719 1316 16527 29030 15265 12468 72.15 98.20 16 Oct 7.90 20 24 4 2250.00 2025.00 16 Dec 166.03 36 250 23720 16 Dec 90.10 11 250 39.95 6445 85.80 96.60 2125.00 2175.00 2200.00 16 Dec 0 59.15 9 21315 41739 5689 7028 6948 16 Dec 1 45.05 1103 INTEREST RATE Futures Options For Wednesday, August 3, 2016 All prices are settlement prices Open interest is from the previous trading day PUT OCT DEC 222 3:46 DEC 428 360 3'30 3'03 30-YEAR US TREASURY BOND OPTIONS STRIKE CALL SEP OCT 17000 306 304 17100 2'28 2'34 17200 1'56 '04 17300 1'25 1'43 17400 1'00 122 17500 0:45 104 EST. VOL. VOLUME OPEN INT 36470 228545 SEP o'60 118 1'46 2'15 a's 448 s'ai 254 243 221 322 361 4:40 522 VOLUME 26297 5'61 698 385 EST. VOL 30451 OPEN INT 220041 3734 10 YEAR US TILEASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC 13100 150 0'45 1'48 192 o'tis i'og o'17 o'96 1'09 124 1142 1'59 110 a' 13950 D'H 05B i'o o'39 104 1'59 100 0'44 o'ug o'ta o'ui 038 o'a B 0 20 1'49 I'S 0 39 o 56 1'13 0'56 0:46 o'37 350 13400 o' 260 3'01 13450 EST. VOL 8948 o'o VOLUME o'10 o'30 OPEN INT 106305 a'oa EST. VOL. 50258 VOLUME 98329 OPEN INT 936900 106300 5-YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP DEC 12050 0035 1'275 o'195 12075 12100 o'aas 0 265 o'310 '045 oods d'o95 o'605 0495 19125 12150 o'135 0190 1388 1'475 1920 1355 1'095 1240 o'615 1130 o'905 1'030 o'410 0.580 0330 O'500 0 255 0 425 o'195 o'ass OPEN INT 191859 12175 OCT 0105 0'130 o'165 o 205 a'255 0'320 0 400 0485 o'sas VOLUME 13207 o'375 0 270 0185 o 120 o'075 VOLUME 16839 12200 12225 12250 0 360 0 420 c'490 o'570 1'015 tros OPEN INT 668820 0265 o'360 o'475 EST. VOL. 22298 EST VO 5174 EURODOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 0.6650 0.5750 0.4800 0-5900 04975 0.5400 0.4190 9850 9862 9875 9887 9900 9912 0.4150 0.9925 0.1700 0.0675 0.0100 0.3375 0.6275 0.6505 0-5050 0.4850 0.3825 0.3700 0.2675 0.2675 0.1600 0.1800 0.0850 0.1100 0.0325 0.0600 OPEN INT 10016110 0:5875 0.4325 0-9975 0.3025 0.2275 0.1650 0.1150 EST. VOL. 0.3925 0.3150 0.2450 0.1850 0.1330 VOLUME 0.2700 0.215 0.1625 OPEN INT EST. VOL VOLUME 147078 209732 319719 INDEX Putures Options For Wednesday, August 3, 2016 All prices are settlement prices. Open interest is from the previous trading day I Mini-cid15 KDJIA STRIKE CALL PUT SEP DEC MAR SEP DRC MAR 15200 324 591 775 255 617 879 DO bey 40,9 293 561 746 276 637 899 260 716 995 18300 18350 920 941 231 502 688 312 18.400 699 960 203 178 334 358 18450 18500 EST. VOL 478 660 446 632 419 605 OPEN INT 384 744 VOLUME EST. VOL. VOLUME 5 1007 OPEN INT 8430 3741 134 129 CME S&P 500 STRIKE CALL SEP SEP MAR PUT DEC 66.90 68.50 2130 24.70 26.10 97.70 99.50 9:35 2140 48.10 44.60 27.60 101.30 13.20 2145 4120 37.80 70.20 72.00 73.80 75.70 2920 30.80 32.30 2150 105.10 2155 34.50 10630 DEC MAR 86.20 110.20 B2.90 107.10 79.60 103.90 76.40 100.85 7320 97.70 20.10 94.60 67.00 91.60 64.00 88.60 6110 85:20 58.20 89.85 55.40 79.00 OPEN INT 131784 2360 31.40 77.60 79.60 108.80 210.95 2165 28.40 25-50 34 40 36.40 38.50 40.80 2170 81.60 113.00 2280 115.10 2275 2180 83-70 85.00 VOLUME 117.10 20-30 VOLUME 330 EST VOL EST. VOL 3419 OPEN INT 8080 6204 4535 CBOE MARKET VOLATILITY (VIX) STRIKE CALI. PUT SEP OCT DEC SEP OKT DEC 10.00 6:40 0.00 11.00 5.80 7.10 7.60 0.05 0.05 0.05 12.00 440 6.10 0.10 0.15 0.10 0.20 13.00 3.50 03 5.90 5.20 032 0.05 14.00 4.80 0.47 0.00 3.00 2.45 15.00 1.15 VOLUME EST.VOL EST.VOL. 22.219 OPEN INT 4.350,790 VOLUME 193.107 OPEN INT 2,22589 128,100 I CURRENCY Puture Options For Wednesday, August 2016 All prices are not prices Open interest is from the previous trading day RETISH POUND STRIKE CALL PUT 00 STUKE CALL PUT DEC MAR SEP DEC MAR 4.61 5359 0.88 2.14 0.89 1330 2.45 3.98 120 3.50 126 186 3:40 4.06 43 3.89 1.51 9.92 1910 1340 3.177 212 3-39 4.12 1.37 0.98 0.68 1.87 2:41 1350 333 4.69 2.93 3-43 3.92 451 1360 2.00 9.88 5.16 4.21 EST, VOL 4878 0.46 VOLUME 3525 1.65 2.48 OPEN INT 59879 EST. VOL 5457 5-16 VOLLIME 3015 OPEN INT 6091 CANADIAN DOLLAR STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 2.210 0.230 1.300 7450 7500 2.890 2540 1.800 0 320 1470 1.430 2.220 3-330 3.000 2.690 2.390 2.110 0.450 7550 7600 7650 1.00 0.880 1040 1.210 1420 1670 1.890 1.100 0.00 1.920 1.050 1.800 2080 0.82 0.840 7700 0.590 1.860 1.110 2.320 1.400 Ho 0.410 1.630 1.430 2.100 2.590 0.Ro 1.800 2.880 7750 7800 7850 ESTVOL 1504 1.46 2.790 0.16 2100 0.980 1420 0 810 1.230 OPEN INT 28500 VOLUME VOLUME 1292 EST. VOL 1387 3.190 OPEN INT 36815 2338 EURO STRIKE CALL PUT SER DEC MAR 0.01260 1095 1100 1105 0.02580 0.02130 0.010 0.01430 0.01140 0.00350 0.00460 0.00600 DHC MAR 0.03800 0.04800 0.03530 0.0990 0.04130 0.02870 0.03700 0.02590 0.0340 0.000 0.03190 0.000 0.02010 OPININT 0.01740 0.01890 0.00050 0.00320 0.00410 0.01410 0.01570 D.10 0.01940 0.09.10 002190 VOLUME 0.00710 0.00970 0.00 0.01900 1130 0.00880 0 1195 0.03600 0.0280 IST. VOL. VOLUME 12187 EST VOL 112 TENINT 100 14182 JAPANESE YEN STILKE CALL PUT DEC MAR SEP DEC MAK 2011 Snoo STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 9700 5.020 0.610 1.790 2.240 2.630 2.290 4.18 3.880 9750 4.730 0.770 1.990 2.440 4-460 9800 0.960 2.210 2.660 1.990 1.710 3.610 3-340 9850 4.190 1.190 2.900 9900 1.470 3.100 3.940 1440 3-150 3.410 9950 1.260 10000 2.450 2.700 2.970 3.260 VOLUME 15383 2.870 3-710 2.660 3.490 OPEN INT Logo 1.730 2.040 EST. VOL 3.690 OPEN INT EST. VOL 3534 VOLUME 12670 B4457 7197 100209 SWISS FRANC STRIKE CALL PUT SEP DEC MAR SEP DEC MAR 10400 1.600 2.290 2.600 1.840 1.630 2.670 2.450 10450 2.590 2.870 0.590 0.460 0.360 0.280 1.970 2.370 1.440 2.240 2.900 3.170 10500 10550 10600 1.280 2.050 3.470 2.790 3230 3.230 3.580 0.920 1.130 1.880 3.800 10650 0.18 3.680 3-950 4.140 10700 4.150 4340 0.140 VOLUME 1000 1720 1.580 OPEN INT 3381 4.490 OPEN INT EST, VOL VOLUME EST. VOL. 31 25 89 72 5752 Source Chicago Board of Trade and CME Group website www.bol.com, www.cep.com
