Treasury_Notes_5yr. Fri Aug 8 17:21:02 CDT 2008
1000.00 dollars per premium point Contract Size is $100,000.00 Unit=64
Sep 2008 Underlying Futures Price = 111190 Exp Date = 080822
Strike Call Dollar Call Date Strike Put Dollar Put Date
Price Premium Value Volume Traded Price Premium Value Volume Traded
9500 0 0.00 0 000000 | 9500 50 781.25 0 080609
9700 0 0.00 0 000000 | 9700 50 781.25 0 080522
10100 0 0.00 0 000000 | 10100 50 781.25 0 000000
10200 0 0.00 0 000000 | 10200 50 781.25 0 000000
10250 0 0.00 0 000000 | 10250 50 781.25 0 000000
10300 0 0.00 0 000000 | 10300 50 781.25 0 080616
10350 0 0.00 0 000000 | 10350 50 781.25 0 000000
10400 0 0.00 0 000000 | 10400 50 781.25 0 080715
10450 0 0.00 0 000000 | 10450 50 781.25 0 000000
10500 0 0.00 0 000000 | 10500 50 781.25 0 080724
10550 0 0.00 0 000000 | 10550 50 781.25 7 080717
10600 56010 560156.25 0 080617 | 10600 50 781.25 0 000000
10650 0 0.00 0 000000 | 10650 50 781.25 0 000000
10700 0 0.00 0 000000 | 10700 50 781.25 1 080630
10750 0 0.00 0 000000 | 10750 50 781.25 7 080722
10800 36010 360156.25 0 000000 | 10800 50 781.25 10 080731
10850 31060 310937.50 0 000000 | 10850 100 1000.00 0 080728
10900 26110 261156.25 0 080731 | 10900 150 1781.25 0 080801
10950 21160 211937.50 0 000000 | 10950 200 2000.00 1128 080806
11000 16360 163937.50 0 080619 | 11000 400 4000.00 771 080729
11050 12120 121312.50 0 080808 | 11050 1160 11937.50 900 080805
11100 8230 82468.75 1000 080806 | 11100 2270 23093.75 1950 080807
11150 5100 51000.00 3300 080806 | 11150 4140 41625.00 505 080807
11200 2570 26093.75 8220 080808 | 11200 6610 66156.25 2 080808
11250 1260 12937.50 3171 080808 | 11250 0 0.00 0 000000
11300 450 4781.25 2650 080808 | 11300 14490 145406.25 0 000000
11350 200 2000.00 1000 080808 | 11350 0 0.00 0 000000
11400 50 781.25 100 080717 | 11400 24090 241406.25 0 080530
11450 50 781.25 0 000000 | 11450 0 0.00 0 000000
11500 50 781.25 0 080514 | 11500 34090 341406.25 0 080707
11550 50 781.25 0 080808 | 11550 0 0.00 0 000000
11600 50 781.25 6 080808 | 11600 0 0.00 0 000000
11650 50 781.25 8 080808 | 11650 0 0.00 0 000000
11700 50 781.25 0 000000 | 11700 0 0.00 0 000000
11750 50 781.25 0 000000 | 11750 0 0.00 0 000000
11800 50 781.25 0 000000 | 11800 0 0.00 0 000000
11950 50 781.25 0 080723 | 11950 0 0.00 0 000000
12000 50 781.25 0 080722 | 12000 0 0.00 0 000000
12100 50 781.25 0 000000 | 12100 0 0.00 0 000000
12150 50 781.25 0 000000 | 12150 0 0.00 0 000000
12200 50 781.25 0 000000 | 12200 0 0.00 0 000000
12250 50 781.25 0 000000 | 12250 0 0.00 0 000000
12300 50 781.25 0 080612 | 12300 0 0.00 0 000000
12350 50 781.25 0 000000 | 12350 0 0.00 0 000000
12400 50 781.25 0 080711 | 12400 0 0.00 0 000000
12450 50 781.25 0 080711 | 12450 0 0.00 0 000000
12500 50 781.25 0 080807 | 12500 0 0.00 0 000000
12550 50 781.25 0 080620 | 12550 0 0.00 0 000000
12600 50 781.25 0 080702 | 12600 0 0.00 0 000000
12750 50 781.25 0 080623 | 12750 0 0.00 0 000000
12800 50 781.25 0 080616 | 12800 0 0.00 0 000000
12850 50 781.25 0 080618 | 12850 0 0.00 0 000000
12950 50 781.25 0 080606 | 12950 0 0.00 0 000000
13000 50 781.25 0 080606 | 13000 0 0.00 0 000000
13700 50 781.25 0 000000 | 13700 0 0.00 0 000000
Oct 2008 Underlying Futures Price = 111002 Exp Date = 080926
Strike Call Dollar Call Date Strike Put Dollar Put Date
Price Premium Value Volume Traded Price Premium Value Volume Traded
10150 0 0.00 0 000000 | 10150 50 781.25 0 000000
10550 0 0.00 0 000000 | 10550 150 1781.25 0 080806
10600 0 0.00 0 000000 | 10600 200 2000.00 0 000000
10650 0 0.00 0 000000 | 10650 300 3000.00 0 000000
10700 0 0.00 0 000000 | 10700 400 4000.00 0 000000
10750 0 0.00 0 000000 | 10750 550 5781.25 0 000000
10900 0 0.00 0 000000 | 10900 2370 24093.75 0 000000
10950 18430 184468.75 0 000000 | 10950 3380 34250.00 50 080807
11000 15050 150781.25 0 000000 | 11000 0 0.00 0 000000
11050 11610 116156.25 0 000000 | 11050 6560 65937.50 0 000000
11100 9090 91406.25 400 080806 | 11100 9040 90625.00 0 000000
11150 6560 65937.50 0 000000 | 11150 0 0.00 0 000000
11200 5050 50781.25 0 000000 | 11200 15000 150000.00 0 000000
11250 3430 34468.75 750 080808 | 11250 0 0.00 0 000000
11300 2370 24093.75 250 080807 | 11300 0 0.00 0 000000
11350 1560 15937.50 0 000000 | 11350 0 0.00 0 000000
11450 600 6000.00 0 000000 | 11450 0 0.00 0 000000
11550 350 3781.25 0 000000 | 11550 0 0.00 0 000000
11600 250 2781.25 0 000000 | 11600 0 0.00 0 000000
Dec 2008 Underlying Futures Price = 111002 Exp Date = 081121
Strike Call Dollar Call Date Strike Put Dollar Put Date
Price Premium Value Volume Traded Price Premium Value Volume Traded
10350 0 0.00 0 000000 | 10350 250 2781.25 0 080730
10450 0 0.00 0 000000 | 10450 350 3781.25 0 080801
10600 0 0.00 0 000000 | 10600 1110 11156.25 0 080709
10800 0 0.00 0 000000 | 10800 3180 32250.00 0 080808
10850 0 0.00 0 000000 | 10850 4140 41625.00 0 000000
10900 0 0.00 0 000000 | 10900 5200 52000.00 0 080731
10950 21510 215156.25 0 000000 | 10950 0 0.00 0 000000
11000 18330 183468.75 0 000000 | 11000 8280 83250.00 650 080808
11050 15300 153000.00 0 000000 | 11050 10250 102781.25 0 000000
11100 12470 125093.75 0 000000 | 11100 12420 124312.50 0 000000
11200 8280 83250.00 0 000000 | 11200 0 0.00 0 000000
11250 0 0.00 0 000000 | 11250 21410 214156.25 0 000000
11300 5250 52781.25 0 000000 | 11300 0 0.00 0 000000
11400 3230 32468.75 0 000000 | 11400 0 0.00 0 000000
11850 250 2781.25 0 000000 | 11850 0 0.00 0 000000
