| OPTIONS ON THREE MONTH SHORT STERLING FUTURES |
|
|
Codes and classification
|
| Code |
L |
Market |
NYSE Liffe London |
Vol. |
284,533 20/11/09 |
| Exercise type |
American |
Currency |
£ |
O.I. |
6,078,074 19/11/09
|
|
|
|
Underlying
|
| Name |
THREE MONTH STERLING |
Code |
L-200912 |
Market |
Liffe London |
| Currency |
£ |
Best bid |
99.41
20/11/09 18:59
|
Best ask |
99.42
20/11/09 18:59 |
| Time |
CET
|
Last |
99.41
20/11/09 18:59
|
Last change % |
0.01 |
| Volume |
32,193 |
High |
99.42
|
Low |
99.39
|
|
|
|
December 2009
-
20/11/09
|
Calls
Puts
|
| O.I. |
Day volume |
Strike |
Day volume |
O.I. |
| 76,449 |
- |
99.12 |
- |
59,944 |
| 117,072 |
1,100 |
99.25 |
2,500 |
136,899 |
| 205,544 |
3,700 |
99.38 |
4,500 |
60,932 |
| 231,442 |
65,750 |
99.5 |
- |
35,200 |
| 229,232 |
1,000 |
99.62 |
- |
- |
| Total Calls Volume (Qty): 71,550 |
Total volume: 78,550 |
Total Puts Volume: 7,000 |
| Total Calls Open Interest (O.I.): 1,410,811 |
Total open interest: 2,106,026 |
Total Puts Open Interest (O.I.): 695,215 |
| Note: Date for open interest is is the trading day-1 |
|
|
|
Debug