| OPTIONS ON LONG GILT FUTURES |
|
|
Codes and classification
|
| Code |
R |
Market |
NYSE Liffe London |
Vol. |
910 20/11/09 |
| Exercise type |
American |
Currency |
£ |
O.I. |
78,973 19/11/09
|
|
|
|
Underlying
|
| Name |
LONG GILT (Decimal) |
Code |
R-200912 |
Market |
Liffe London |
| Currency |
£ |
Best bid |
118.87
20/11/09 18:59
|
Best ask |
118.88
20/11/09 18:59 |
| Time |
CET
|
Last |
118.88
20/11/09 18:59
|
Last change % |
0.21 |
| Volume |
50,719 |
High |
118.96
|
Low |
118.46
|
|
|
|
December 2009
-
20/11/09
|
Calls
Puts
|
| O.I. |
Day volume |
Strike |
Day volume |
O.I. |
| 520 |
- |
117.5 |
- |
2,126 |
| 2,880 |
200 |
118 |
50 |
2,914 |
| 1,759 |
- |
118.5 |
60 |
10 |
| 2,292 |
400 |
119 |
- |
100 |
| 1,056 |
- |
119.5 |
- |
- |
| Total Calls Volume (Qty): 800 |
Total volume: 910 |
Total Puts Volume: 110 |
| Total Calls Open Interest (O.I.): 41,709 |
Total open interest: 78,573 |
Total Puts Open Interest (O.I.): 36,864 |
| Note: Date for open interest is is the trading day-1 |
|
|
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