C_R_B_Index Wed Nov 21 16:43:35 CST 2007
5.00 dollars per premium point Contract Size is $500xindex Unit=10
Dec 2007 Underlying Futures Price = 35300 Exp Date = 071214 Implied Volatility = 0.2%
Strike Call Dollar Call Last Strike Put Dollar Put Last
Price Premium Value Volume Traded Price Premium Value Volume Traded
282 7105 35525.00 0 000000 | 282 5 25.00 0 000000
284 6905 34525.00 0 000000 | 284 5 25.00 0 000000
286 6705 33525.00 0 000000 | 286 5 25.00 0 000000
288 6505 32525.00 0 000000 | 288 5 25.00 0 000000
290 6305 31525.00 0 000000 | 290 50 250.00 0 000000
292 6105 30525.00 0 000000 | 292 50 250.00 0 000000
294 5905 29525.00 0 000000 | 294 50 250.00 0 000000
296 5705 28525.00 0 000000 | 296 50 250.00 0 000000
298 5505 27525.00 0 000000 | 298 50 250.00 0 000000
300 5305 26525.00 0 000000 | 300 50 250.00 0 000000
302 5105 25525.00 0 000000 | 302 50 250.00 0 000000
304 4905 24525.00 0 000000 | 304 5 25.00 0 000000
306 4705 23525.00 0 000000 | 306 5 25.00 0 000000
308 4505 22525.00 0 000000 | 308 5 25.00 0 000000
310 4305 21525.00 0 000000 | 310 5 25.00 0 000000
312 4105 20525.00 0 000000 | 312 5 25.00 0 000000
314 3905 19525.00 0 000000 | 314 5 25.00 0 000000
316 3705 18525.00 0 000000 | 316 5 25.00 0 000000
318 3505 17525.00 0 000000 | 318 5 25.00 0 000000
320 3305 16525.00 0 000000 | 320 5 25.00 0 000000
322 3105 15525.00 0 000000 | 322 5 25.00 0 000000
324 2905 14525.00 0 000000 | 324 5 25.00 0 000000
326 2705 13525.00 0 000000 | 326 5 25.00 0 000000
328 2505 12525.00 0 000000 | 328 5 25.00 0 000000
330 2305 11525.00 0 000000 | 330 5 25.00 0 000000
332 2105 10525.00 0 000000 | 332 5 25.00 0 000000
334 1905 9525.00 0 000000 | 334 5 25.00 0 000000
336 1705 8525.00 0 000000 | 336 5 25.00 0 000000
338 1505 7525.00 0 000000 | 338 5 25.00 0 000000
340 1305 6525.00 0 000000 | 340 5 25.00 0 000000
342 1105 5525.00 0 000000 | 342 5 25.00 0 000000
344 905 4525.00 0 000000 | 344 5 25.00 0 000000
346 705 3525.00 0 000000 | 346 5 25.00 0 000000
348 505 2525.00 0 000000 | 348 5 25.00 0 000000
350 305 1525.00 0 000000 | 350 5 25.00 0 000000
352 105 525.00 0 000000 | 352 5 25.00 0 000000
354 5 25.00 0 000000 | 354 105 525.00 0 000000
356 5 25.00 0 000000 | 356 305 1525.00 0 000000
358 5 25.00 0 000000 | 358 505 2525.00 0 000000
392 5 25.00 0 000000 | 392 3905 19525.00 0 000000
394 5 25.00 0 000000 | 394 4105 20525.00 0 000000
396 5 25.00 0 000000 | 396 4305 21525.00 0 000000
398 5 25.00 0 000000 | 398 4505 22525.00 0 000000
400 5 25.00 0 000000 | 400 4705 23525.00 0 000000
402 5 25.00 0 000000 | 402 4905 24525.00 0 000000
404 5 25.00 0 000000 | 404 5105 25525.00 0 000000
406 5 25.00 0 000000 | 406 5305 26525.00 0 000000
408 5 25.00 0 000000 | 408 5505 27525.00 0 000000
Mar 2008 Underlying Futures Price = 35400 Exp Date = 080314 Implied Volatility = 0.2%
Strike Call Dollar Call Last Strike Put Dollar Put Last
Price Premium Value Volume Traded Price Premium Value Volume Traded
294 6005 30025.00 0 000000 | 294 5 25.00 0 000000
296 58050 290250.00 0 000000 | 296 50 250.00 0 000000
298 5605 28025.00 0 000000 | 298 5 25.00 0 000000
300 5405 27025.00 0 000000 | 300 5 25.00 0 000000
302 5205 26025.00 0 000000 | 302 5 25.00 0 000000
304 5005 25025.00 0 000000 | 304 5 25.00 0 000000
306 4805 24025.00 0 000000 | 306 5 25.00 0 000000
308 4605 23025.00 0 000000 | 308 5 25.00 0 000000
310 4405 22025.00 0 000000 | 310 5 25.00 0 000000
312 4205 21025.00 0 000000 | 312 5 25.00 0 000000
314 4005 20025.00 0 000000 | 314 5 25.00 0 000000
316 3805 19025.00 0 000000 | 316 5 25.00 0 000000
318 3605 18025.00 0 000000 | 318 5 25.00 0 000000
320 3405 17025.00 0 000000 | 320 5 25.00 0 000000
322 3205 16025.00 0 000000 | 322 5 25.00 0 000000
324 3005 15025.00 0 000000 | 324 5 25.00 0 000000
326 2805 14025.00 0 000000 | 326 5 25.00 0 000000
328 2605 13025.00 0 000000 | 328 5 25.00 0 000000
330 2405 12025.00 0 000000 | 330 5 25.00 0 000000
332 2205 11025.00 0 000000 | 332 5 25.00 0 000000
334 2005 10025.00 0 000000 | 334 5 25.00 0 000000
336 1805 9025.00 0 000000 | 336 5 25.00 0 000000
338 16050 80250.00 0 000000 | 338 50 250.00 0 000000
340 1405 7025.00 0 000000 | 340 5 25.00 0 000000
342 1205 6025.00 0 000000 | 342 5 25.00 0 000000
344 1005 5025.00 0 000000 | 344 5 25.00 0 000000
346 805 4025.00 0 000000 | 346 5 25.00 0 000000
348 605 3025.00 0 000000 | 348 5 25.00 0 000000
350 405 2025.00 0 000000 | 350 5 25.00 0 000000
352 205 1025.00 0 000000 | 352 5 25.00 0 000000
354 5 25.00 0 000000 | 354 5 25.00 0 000000
356 5 25.00 0 000000 | 356 205 1025.00 0 000000
358 5 25.00 0 000000 | 358 405 2025.00 0 000000
Jun 2008 Underlying Futures Price = 35450 Exp Date = 080613 Implied Volatility = 0.2%
Strike Call Dollar Call Last Strike Put Dollar Put Last
Price Premium Value Volume Traded Price Premium Value Volume Traded
294 6055 30275.00 0 000000 | 294 5 25.00 0 000000
296 58550 292750.00 0 000000 | 296 5 25.00 0 000000
298 56550 282750.00 0 000000 | 298 5 25.00 0 000000
300 54550 272750.00 0 000000 | 300 5 25.00 0 000000
302 52550 262750.00 0 000000 | 302 5 25.00 0 000000
304 50550 252750.00 0 000000 | 304 5 25.00 0 000000
306 4855 24275.00 0 000000 | 306 5 25.00 0 000000
308 4655 23275.00 0 000000 | 308 5 25.00 0 000000
310 4455 22275.00 0 000000 | 310 5 25.00 0 000000
312 4255 21275.00 0 000000 | 312 5 25.00 0 000000
314 4055 20275.00 0 000000 | 314 5 25.00 0 000000
316 3855 19275.00 0 000000 | 316 5 25.00 0 000000
318 3655 18275.00 0 000000 | 318 5 25.00 0 000000
320 3455 17275.00 0 000000 | 320 5 25.00 0 000000
322 3255 16275.00 0 000000 | 322 5 25.00 0 000000
324 3055 15275.00 0 000000 | 324 5 25.00 0 000000
326 2855 14275.00 0 000000 | 326 5 25.00 0 000000
328 2655 13275.00 0 000000 | 328 5 25.00 0 000000
330 2455 12275.00 0 000000 | 330 5 25.00 0 000000
332 2255 11275.00 0 000000 | 332 5 25.00 0 000000
334 2055 10275.00 0 000000 | 334 5 25.00 0 000000
336 1855 9275.00 0 000000 | 336 5 25.00 0 000000
338 1655 8275.00 0 000000 | 338 5 25.00 0 000000
340 1455 7275.00 0 000000 | 340 5 25.00 0 000000
342 1255 6275.00 0 000000 | 342 5 25.00 0 000000
344 1055 5275.00 0 000000 | 344 5 25.00 0 000000
346 855 4275.00 0 000000 | 346 5 25.00 0 000000
348 655 3275.00 0 000000 | 348 5 25.00 0 000000
350 455 2275.00 0 000000 | 350 5 25.00 0 000000
352 255 1275.00 0 000000 | 352 5 25.00 0 000000
354 55 275.00 0 000000 | 354 5 25.00 0 000000
356 5 25.00 0 000000 | 356 155 775.00 0 000000
358 5 25.00 0 000000 | 358 355 1775.00 0 000000
Sep 2008 Underlying Futures Price = 35500 Exp Date = 080912 Implied Volatility = 0.4%
Strike Call Dollar Call Last Strike Put Dollar Put Last
Price Premium Value Volume Traded Price Premium Value Volume Traded
316 3905 19525.00 0 000000 | 316 5 25.00 0 000000
318 3705 18525.00 0 000000 | 318 5 25.00 0 000000
320 3505 17525.00 0 000000 | 320 5 25.00 0 000000
322 3305 16525.00 0 000000 | 322 5 25.00 0 000000
324 3105 15525.00 0 000000 | 324 5 25.00 0 000000
326 2905 14525.00 0 000000 | 326 5 25.00 0 000000
328 2705 13525.00 0 000000 | 328 5 25.00 0 000000
330 2505 12525.00 0 000000 | 330 5 25.00 0 000000
332 2305 11525.00 0 000000 | 332 5 25.00 0 000000
334 2105 10525.00 0 000000 | 334 5 25.00 0 000000
336 1905 9525.00 0 000000 | 336 5 25.00 0 000000
338 1705 8525.00 0 000000 | 338 5 25.00 0 000000
340 1505 7525.00 0 000000 | 340 5 25.00 0 000000
342 1305 6525.00 0 000000 | 342 5 25.00 0 000000
344 1105 5525.00 0 000000 | 344 5 25.00 0 000000
346 905 4525.00 0 000000 | 346 5 25.00 0 000000
348 705 3525.00 0 000000 | 348 5 25.00 0 000000
350 505 2525.00 0 000000 | 350 5 25.00 0 000000
352 305 1525.00 0 000000 | 352 5 25.00 0 000000
354 105 525.00 0 000000 | 354 5 25.00 0 000000
356 5 25.00 0 000000 | 356 105 525.00 0 000000
358 5 25.00 0 000000 | 358 305 1525.00 0 000000
