Real-time Packs and Bundles

Total Volume:

223

Open Interest:

377,284

information

Pricing Information:

Contracts
EXP	S	CV	OI
Sep 13	99.7100	7	72,069
Dec 13	99.6850	7	60,523
Mar 14	99.6500	9	59,005
Jun 14	99.6050	15	51,362
Sep 14	99.5400	6	31,201
Dec 14	99.4500	7	37,160
Mar 15	99.3400	23	16,737
Jun 15	99.2000	17	21,916
Sep 15	99.0300	8	7,712
Dec 15	98.8400	24	7,502
Mar 16	98.6400	19	3,544
Jun 16	98.4350	7	2,776
Sep 16	98.2200	14	2,085
Dec 16	98.0100	60	1,566
Mar 17	97.8150	0	693
Jun 17	97.6200	0	602
Sep 17	97.4450	0	395
Dec 17	97.2650	0	328
Mar 18	97.1150	0	108
Jun 18	96.9750	0	0
Total Volume		223

	Packs

	White Pack (Sep 13) Traded Volume 0
	Bid	Ask		TB	TA
	-0.0350	-0.0200		-0.0400	-0.0100
	(5)	(5)		(250)	(1)
	Red Pack (Sep 14) Traded Volume 0
	Bid	Ask		TB	TA
	-0.0450	-0.0250		-0.0500	-0.0250
	(5)	(5)		(259)	(270)
	Green Pack (Sep 15) Traded Volume 0
	Bid	Ask		TB	TA
	-0.0200	0		-0.0250	0
	(1)	(1)		(1)	(105)
	Blue Pack (Sep 16) Traded Volume 0
	Bid	Ask		TB	TA
	-0.1000	-0.0750		-0.0300	0
	(1)	(1)		(1)	(59)
	Gold Pack (Sep 17) 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
-0.0650	-0.0450		-0.0900	-0.0350
(5)	(5)		(250)	(1)
3-year Bundle (Traded Volume 72)
Bid	Ask		TB	TA
-0.0700	-0.0500		-0.1150	-0.0350
(1)	(1)		(1)	(1)
4-year Bundle (Traded Volume 0)
Bid	Ask		TB	TA
-0.2200	-0.1900		-0.1450	-0.0350
(1)	(1)		(1)	(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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