Real-time Packs and Bundles
Total Volume: 21402 Open Interest: 890,207
information Pricing Information:
Contracts
EXP S CV OI
Jun 12 99.5025 1,176 138,012
Sep 12 99.4050 3,016 117,142
Dec 12 99.3550 2,194 86,570
Mar 13 99.3400 3,105 76,164
Jun 13 99.3200 2,034 54,433
Sep 13 99.3000 2,299 73,335
Dec 13 99.2650 1,578 66,821
Mar 14 99.2350 1,185 65,156
Jun 14 99.1750 800 51,782
Sep 14 99.1000 1,002 38,862
Dec 14 98.9950 949 37,554
Mar 15 98.8950 1,391 25,928
Jun 15 98.7700 257 22,711
Sep 15 98.6400 207 15,396
Dec 15 98.5000 81 10,805
Mar 16 98.3750 94 4,819
Jun 16 98.2350 11 826
Sep 16 98.1000 11 1,364
Dec 16 97.9550 1 1,734
Mar 17 97.8400 11 793
Total Volume 21402    
  Packs
   
 White Pack (Jun 12) Traded Volume 20
 BidAsk TBTA
 -0.0325-0.0175 -0.0450-0.0100
 (5)(20) (273)(24)
 Red Pack (Jun 13) Traded Volume 160
 BidAsk TBTA
 -0.1050-0.0800 -0.1100-0.0700
 (8)(8) (250)(25)
 Green Pack (Jun 14) Traded Volume 0
 BidAsk TBTA
 -0.1150-0.0850 -0.1100-0.0800
 (1)(1) (100)(105)
 Blue Pack (Jun 15) Traded Volume 24
 BidAsk TBTA
 -0.0550-0.0200 -0.0550-0.0150
 (1)(1) (50)(59)
 Gold Pack (Jun 16) Traded Volume 4
 BidAsk TBTA
 -0.01000.0200 -0.00500.0300
 (1)(1) (10)(10)
 
Bundles
 
 
 
 
 
2-year Bundle (Traded Volume 752)
BidAsk TBTA
-0.1275-0.0750 -0.1550-0.0800
(5)(10) (250)(24)
3-year Bundle (Traded Volume 4,896)
BidAsk TBTA
-0.2275-0.1800 -0.2650-0.1600
(1)(10) (100)(24)
4-year Bundle (Traded Volume 0)
BidAsk TBTA
-0.2875-0.1550 -0.3200-0.1750
(1)(1) (50)(24)
5-year Bundle (Traded Volume 0)
BidAsk TBTA
-0.2625-0.1800 -0.3250-0.1450
(1)(1) (10)(10)
 

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)*
 

Site created by Intelligent Financial Systems Limited.
Access to this web site and all information therein is subject to the Warning and Disclaimer attached.