Real-time Packs and Bundles

Total Volume:

1496

Open Interest:

841,963

information

Pricing Information:

Contracts
EXP	S	CV	OI
Mar 12	99.5275	110	90,566
Jun 12	99.5000	56	121,944
Sep 12	99.4650	45	108,902
Dec 12	99.4250	4	69,506
Mar 13	99.4000	101	57,830
Jun 13	99.3700	119	46,192
Sep 13	99.3250	107	67,298
Dec 13	99.2600	385	65,452
Mar 14	99.1900	413	55,395
Jun 14	99.0900	154	37,838
Sep 14	98.9600	0	39,773
Dec 14	98.7950	1	25,989
Mar 15	98.6350	0	18,192
Jun 15	98.4650	1	14,669
Sep 15	98.3050	0	11,517
Dec 15	98.1450	0	5,896
Mar 16	98.0050	0	1,372
Jun 16	97.8600	0	1,785
Sep 16	97.7150	0	1,406
Dec 16	97.5600	0	441
Total Volume		1496

	Packs

	White Pack (Mar 12) Traded Volume 0
	Bid	Ask		TB	TA
	0	0		-0.0200	0.0100
	(0)	(0)		(70)	(23)
	Red Pack (Mar 13) Traded Volume 0
	Bid	Ask		TB	TA
	0	0		-0.0350	-0.0100
	(0)	(0)		(7)	(5)
	Green Pack (Mar 14) Traded Volume 0
	Bid	Ask		TB	TA
	0	0		-0.0800	-0.0450
	(0)	(0)		(10)	(1)
	Blue Pack (Mar 15) Traded Volume 0
	Bid	Ask		TB	TA
	0	0		-0.0850	-0.0500
	(0)	(0)		(10)	(10)
	Gold Pack (Mar 16) Traded Volume 0
	Bid	Ask		TB	TA
	0	0		0	0
	(0)	(0)		(0)	(0)

Bundles





2-year Bundle (Traded Volume 0)
Bid	Ask		TB	TA
0	0		-0.0550	0.0000
(0)	(0)		(7)	(5)
3-year Bundle (Traded Volume 0)
Bid	Ask		TB	TA
0	0		-0.1350	-0.0450
(0)	(0)		(7)	(1)
4-year Bundle (Traded Volume 0)
Bid	Ask		TB	TA
0	0		-0.2200	-0.0950
(0)	(0)		(7)	(1)
5-year Bundle (Traded Volume 0)
Bid	Ask		TB	TA
0	0		0	0
(0)	(0)		(0)	(0)

Click on the expiration month of strategy to view Times and Sales information, including Packs and Bundles

Legend:

EXP	Expiration Month		S	Previous Settlement		TA	Theoretical Ask (implied by outright prices)*
CV	Cumulative Volume		OI	Open Interest		TB	Theoretical Bid (implied by outright prices)*

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