| OPTIONS ON THREE MONTH EURIBOR FUTURES |
|
|
Codes and classification
|
| Code |
I |
Market |
NYSE Liffe London |
Vol. |
676,883 20/11/09 |
| Exercise type |
American |
Currency |
€ |
O.I. |
11,748,062 19/11/09
|
|
|
|
Underlying
|
| Name |
THREE MONTH EURO (EURIBOR) |
Code |
I-200912 |
Market |
Liffe London |
| Currency |
€ |
Best bid |
99.26
20/11/09 21:54
|
Best ask |
99.26
20/11/09 21:54 |
| Time |
CET
|
Last |
99.26
20/11/09 21:46
|
Last change % |
-0.01 |
| Volume |
92,392 |
High |
99.27
|
Low |
99.22
|
|
|
|
December 2009
-
20/11/09
|
Calls
Puts
|
| O.I. |
Day volume |
Strike |
Day volume |
O.I. |
| 140,365 |
5,500 |
99 |
0 |
104,418 |
| 177,577 |
7,845 |
99.12 |
1,000 |
113,765 |
| 275,859 |
19,915 |
99.25 |
17,000 |
84,275 |
| 344,613 |
5,770 |
99.38 |
- |
2,525 |
| 329,479 |
- |
99.5 |
- |
- |
| Total Calls Volume (Qty): 48,290 |
Total volume: 66,935 |
Total Puts Volume: 18,645 |
| Total Calls Open Interest (O.I.): 2,012,040 |
Total open interest: 3,328,436 |
Total Puts Open Interest (O.I.): 1,316,396 |
| Note: Date for open interest is is the trading day-1 |
|
|
|
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