BRITISH POUND CALL OPTIONS2013 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499.

Customer Service: (800) 331-3332 Fax: (312) 930-8203 E-Mail: info@cmegroup.com

BRITISH POUND CALL OPTIONSPG27 Thu, Jan 24, 2013 PG27

27Side 01

27Side 01

BULLETIN # 16@

INDIVIDUAL CONTRACT PRICE DATA FOR OPEN, HIGH, LOW, CLOSE AND SETTLEMENT PLUS CLEARED VOLUME FIGURES REFLECT CME REGULAR TRADING HOURS SESSION ONLY. RTH VOLUME REFLECTS PIT TRADING AND CASH-FOR-FUTURES ONLY. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES, SPREADS, PRIOR DAYS' CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS, OPTIONS EXCERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE. B=BID A=ASK N=NOMINAL P=POST SETTLEMENT SESSION #=NEW CONTRACT HIGH PRICE *=NEW CONTRACT LOW PRICE R=RECORD VOL OR OPN INT. SETTLEMENT PRICE DETERMINED BY CME RULE 813. B=BID A=ASK N=NOMINAL P=POST SETTLEMENT. CAB= (CABINET TRANSACTION) - 1/2 TICK VALUE = $6.25 PRODUCT LISTINGS REPRESENT CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS ELIGIBLE TO TRADE BUT ARE INACTIVE DO NOT APPEAR IN THIS REPORT.

PRELIMINARY

01/04

01/11

01/18

01/25

01/04

01/11

01/18

01/25

02/08

02/01

02/15

02/22

02/08

02/01

02/15

02/22

03/08

03/08

04/05

04/05

06/07

06/07

09/06

09/06

12/06

12/06

B PND WK 4 (EUR)

B PND WK 3 (EUR)

B PND WK 2 (EUR)

B PND WK 1 (EUR)

BRIT PND OPT (EUR)

WKBP-4B-C

WKBP-3B-C

WKBP-2B-C

WKBP-1B-C

BRIT PND OPTDEC13SEP13JUN13APR13MAR13FEB13JAN13

BRITISH POUND CONTRACTS LAST TRADE DATES

EXPIRATION:

130.0-187.0

720.0-907.5

130.0-187.0

130.0-187.0

720.0-905.0

130.0-187.0

130.0-187.0

130.0-187.0

720.0-905.0

720.0-907.5

130.0-187.0

130.0-187.0

130.0-187.0

130.0-187.0

720.0-907.5

720.0-907.5

130.0-187.0

130.0-187.0

1P

FEB13

JAN13

1E

FEB13

JAN13

1B

FEB13

JAN13

WEEK 4WEEK 3WEEK 2WEEK 1

BRITISH POUND OPTIONS ON FUTURES

ELIGIBLE OPTIONS SERIES (CALLS & PUTS) FOR TRADING: THU, JAN 24

130.0-187.0

130.0-187.0

130.0-187.0

130.0-187.0

130.0-187.0---130.0-187.0

130.0-187.0

130.0-187.0

130.0-187.0---130.0-187.0

134.0-187.0---134.0-187.0

134.0-187.0---134.0-187.0YB

RPOB

DEC13SEP13JUN13APR13MAR13FEB13JAN13

BRITISH POUND FUTURES

OPEN RANGE HIGH LOW CLOSING RANGE

SETT.PRICE & PT. CHGE RECIPROCAL

OPENINTEREST

----CONTRACT---- HIGH LOW

RTHVOLUME

GLOBEX®VOLUME

BRIT PND FUT MAR13 ---- ---- ---- 1.5836N .6334) - 1806 162657 + 49 3705 1.6314 1.5281A1.5787 ( 124935JUN13 ---- ---- ---- 1.5830N .6337) - ---- 239 + 49 3 1.6303B 1.5371A1.5781 ( 33SEP13 ---- ---- ---- 1.5824N .6339) - ---- 2 49 UNCH 1.6253B 1.5766A1.5775 ( ----DEC13 ---- ---- ---- 1.5817N .6341) - ---- 1 47 UNCH 1.6254B 1.5773A1.5770 ( ----

1806TOTAL BRIT PND FUT 162899 3708+124968

EC/BP CROSS RT MAR13 0.8416 #.8486B .8397 ---- 1.1801) + 23 11811 + 595 168 .8487B .8002A.8474 ( 4265

23TOTAL EC/BP CROSS RT 11811 168+4265

BRIT POUND (EU) FIXING PRICE: Mar13 1.5764

BRITISH POUND CALLS **SETT.PRICE**

STRIKE OPEN RANGE HIGH LOW CLOSING RANGESETT.PRICE & PT.CHGE.

OPENINTEREST

--CONTRACT-- HIGH LOW

VOLUMETRADESCLEAREDDELTA

EXER CISES

BRIT PND CALL(FUTURES SETT. .00)FEB13

---- ---- ---- 1.760N 1.400- 7 8 +36 6 6.030B 1.220B.657 ----1570---- ---- ---- 1.100N .810- 349 360 +29 251 5.190B .680B.478 ----1580---- ---- ---- 0.620N .430- 95 157 +19 25 4.270B .350B.301 ----1590---- ---- ---- 0.310N .200- 64 898 +11 9 3.390B .170B.162 ----1600---- ---- ---- 0.160N .100- 69 1387 +6 47 2.590B .080B.085 ----1610---- ---- ---- 0.080N .050- 22 1376 3 UNCH 1.890B .040B.043 ----1620---- ---- ---- 0.040N .030- 61 1662 1 UNCH 1.300B .020B.025 ----1630---- ---- ---- 0.030N .020- 6 2582 1 UNCH .840B .020B.016 ----1640---- ---- ---- 0.020N .010- 1 927 1 UNCH .510B .010B.008 ----1650---- ---- ---- 0.010N CAB 105 620 ---- UNCH .300B .010B.007 ----1660---- ---- ---- 0.010N CAB ---- 311 ---- UNCH .190 .010.006 ----1670---- ---- ---- ---- CAB ---- 192 ---- UNCH .100B .010B.006 ----1680---- ---- ---- ---- CAB ---- 154 ---- UNCH .060B .010B.005 ----1690---- ---- ---- ---- CAB ---- 148 ---- UNCH .030B .010B.005 ----1700---- ---- ---- ---- CAB ---- 9 ---- UNCH .010 .010.004 ----1720

TOTAL 779 10791 + 338(FUTURES SETT. 1.5787 - 49.0 )MAR13

---- ---- ---- 4.660N 4.220- ---- 11 44 UNCH 9.040B 6.130B.840 ----1540---- ---- ---- 3.810N 3.380- 15 39 +43 15 8.350B 3.210B.778 ----1550---- ---- ---- 3.020N 2.630- ---- 66 39 UNCH 7.520B 2.470B.695 ----1560---- ---- ---- 2.310N 1.960- 102 103 +35 102 6.750B 1.790B.598 ----1570---- ---- ---- 1.700N 1.400- 48 131 +30 27 5.960B 1.270B.490 ----1580---- ---- ---- 1.190N .950- 140 527 -24 59 5.220B .860B.380 ----1590---- ---- ---- 0.810N .630- 56 411 -18 44 4.600 .560.280 ----1600---- ---- ---- 0.530N .400- 187 914 +13 113 3.930B .350B.196 ----1610---- ---- ---- 0.330N .240- 38 1286 9 UNCH 3.400B .230B.130 ----1620---- ---- ---- 0.210N .150- 32 1012 +6 1 2.850B .140B.085 ----1630---- ---- ---- 0.130N .100- 70 891 +3 6 2.330B .080B.058 ----1640---- ---- ---- 0.080N .060- 17 684 2 UNCH 1.890B .060B.036 ----1650---- ---- ---- 0.050N .030- ---- 695 2 UNCH 1.540B .040B.019 ----1660---- ---- ---- 0.030N .020- 1 707 1 UNCH 1.240B .020B.013 ----1670---- ---- ---- 0.020N .010- ---- 300 1 UNCH .990B .030B.007 ----1680---- ---- ---- 0.010N .010 ---- 197 UNCH UNCH .770B .030B.006 ----1690---- ---- ---- 0.010N CAB ---- 135 ---- UNCH .600 .020.006 ----1700---- ---- ---- ---- CAB ---- 155 ---- UNCH .480 .010.005 ----1710---- ---- ---- ---- CAB ---- 9 ---- UNCH .360B .010B.005 ----1720---- ---- ---- ---- CAB ---- 106 ---- UNCH .300 .020.005 ----1730---- ---- ---- ---- CAB ---- 29 ---- UNCH .500 .010.004 ----1740---- ---- ---- ---- CAB ---- 128 ---- UNCH .160B .030B.004 ----1750---- ---- ---- ---- CAB ---- 230 ---- UNCH .120B .020B.004 ----1760---- ---- ---- ---- CAB ---- 528 ---- UNCH .090B .020B.004 ----1770---- ---- ---- ---- CAB ---- 10 ---- UNCH .020 .020.003 ----1790

TOTAL 706 9304 + 161(FUTURES SETT. .00)APR13

---- ---- ---- 2.110N 1.800- ---- 41 31 UNCH 2.470B 1.660B.489 ----1580---- ---- ---- 1.590N 1.330- 70 71 +26 70 2.930B 1.240B.404 ----1590---- ---- ---- 1.180N .980- 200 436 +20 155 2.770B .890B.324 ----1600---- ---- ---- 0.860N .700- ---- 117 16 UNCH 2.160B .630B.252 ----1610---- ---- ---- 0.600N .490- 40 66 +11 16 1.630B .440B.190 ----1620---- ---- ---- 0.420N .340- ---- 433 8 UNCH 1.200B .310B.140 ----1630---- ---- ---- 0.290N .230- 4 23 +6 4 .860B .210B.101 ----1640---- ---- ---- 0.200N .150- 22 216 +5 22 .580B .130B.070 ----1650---- ---- ---- 0.140N .110- ---- 85 3 UNCH .390B .100B.052 ----1660---- ---- ---- 0.100N .080- ---- 8 2 UNCH .270 .070.038 ----1670---- ---- ---- 0.080N .060- ---- 2 2 UNCH .180B .060B.029 ----1680---- ---- ---- 0.050N .040- ---- 2 1 UNCH .110B .040B.020 ----1690

TOTAL 336 1500 + 267(FUTURES SETT. 1.5781 - 49.0 )JUN13

---- ---- ---- 2.960N 2.630- 13 18 +33 13 4.330B 2.460B.497 ----1580---- ---- ---- 2.430N 2.140- 16 18 +29 10 4.380B 2.010B.438 ----1590---- ---- ---- 1.990N 1.740- ---- 132 25 UNCH 4.300B 1.610B.380 ----1600---- ---- ---- 1.610N 1.390- ---- 134 22 UNCH 3.920B 1.280B.324 ----1610---- ---- ---- 1.280N 1.090- 11 414 +19 11 3.410B 1.000B.272 ----1620---- ---- ---- 1.000N .850- 20 162 15 UNCH 2.860B .780B.225 ----1630---- ---- ---- 0.770N .650- 60 200 +12 5 2.370B .600B.183 ----1640---- ---- ---- 0.590N .500- 3 1954 9 UNCH 2.160B .470B.147 ----1650---- ---- ---- 0.450N .380- 22 180 +7 11 1.560B .350B.117 ----1660---- ---- ---- 0.340N .280- 41 231 +6 16 1.250B .270B.091 ----1670---- ---- ---- 0.250N .210- ---- 113 4 UNCH .990B .210B.071 ----1680---- ---- ---- 0.200N .160- ---- 184 4 UNCH .790B .160B.055 ----1690---- ---- ---- 0.160N .120- 5 144 +4 3 .620B .110B.043 ----1700---- ---- ---- 0.130N .100- 4 13 3 UNCH .480B .080B.035 ----1710---- ---- ---- 0.100N .080- ---- 26 2 UNCH .470 .080.029 ----1720---- ---- ---- 0.080N .060- ---- 36 2 UNCH .290 .070.022 ----1730---- ---- ---- 0.060N .050- ---- 6 1 UNCH .520 .080.018 ----1740

THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.

© Copyright CME Group Inc. All rights reserved.

BRITISH POUND CALL OPTIONS2013 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499.

Customer Service: (800) 331-3332 Fax: (312) 930-8203 E-Mail: info@cmegroup.com

BRITISH POUND CALL OPTIONSPG27 Thu, Jan 24, 2013 PG27

27Side 02

27Side 02

BULLETIN # 16@

PRELIMINARY

BRIT PND CALL(FUTURES SETT. 1.5781 - 49.0 )JUN13

---- ---- ---- 0.050N .040- 5 13 +1 5 .180B .050B.014 ----1750---- ---- ---- 0.050N .040- 4 8 +1 4 .140B .040B.014 ----1760---- ---- ---- 0.040N .030- ---- 220 1 UNCH .120B .040B.011 ----1770---- ---- ---- 0.040N .030- ---- 70 1 UNCH .080B .040B.010 ----1790---- ---- ---- 0.040N .030- ---- 258 1 UNCH .070B .040B.009 ----1800---- ---- ---- 0.040N .030- ---- 35 1 UNCH .060B .040B.009 ----1810

TOTAL 204 4569 + 78(FUTURES SETT. 1.5775 - 49.0 )SEP13

---- ---- ---- 3.880N 3.520- 6 31 +36 6 5.260B 3.360B.500 ----1580---- ---- ---- 3.350N 3.050- ---- 25 30 UNCH 5.200B 2.930B.456 ----1590---- ---- ---- 1.490N 1.290- ---- 1 20 UNCH 3.250B 1.270B.251 ----1640---- ---- ---- 1.280N 1.090- ---- 30 19 UNCH 2.790B 1.070B.219 ----1650---- ---- ---- 1.090N .930- ---- 2 16 UNCH 2.380B 1.110B.192 ----1660---- ---- ---- 0.930N .780- ---- 80 15 UNCH 2.020B .900B.166 ----1670---- ---- ---- 0.670N .550- ---- 7 12 UNCH 1.430B .780B.123 ----1690---- ---- ---- 0.570N .460- ---- 17 11 UNCH 1.200B .600B.105 ----1700

TOTAL 6 193 + 6(FUTURES SETT. 1.5770 - 47.0 )DEC13

---- ---- ---- 1.880N 1.700- ---- 10 18 UNCH 3.040 3.040.266 ----1650

TOTAL 0 10

BRIT PND-C EU(FUTURES SETT. .00)FEB13

---- ---- ---- 0.620N .430+ 56 56 +NEW 56 2.890B .350B.301 ----1590---- ---- ---- 0.310N .200- ---- 30 11 UNCH 2.180B .170B.162 ----1600---- ---- ---- 0.160N .100- ---- 1 6 UNCH 2.250B .080B.085 ----1610---- ---- ---- 0.080N .050- ---- 28 3 UNCH 1.890B .050B.043 ----1620---- ---- ---- 0.040N .030- ---- 25 1 UNCH 1.300B .070B.025 ----1630---- ---- ---- 0.030N .020- ---- 25 1 UNCH .840B .050B.016 ----1640---- ---- ---- 0.020N .010- ---- 3 1 UNCH .510B .030B.008 ----1650

TOTAL 56 168 + 56(FUTURES SETT. 1.5787 - 49.0 )MAR13

---- ---- ---- 0.810N .630- ---- 9 18 UNCH 3.270B .560B.280 ----1600---- ---- ---- 0.530N .400- ---- 1 13 UNCH 3.780B .360B.196 ----1610---- ---- ---- 0.330N .240- ---- 36 9 UNCH 3.410B .220B.130 ----1620---- ---- ---- 0.210N .150- ---- 38 6 UNCH 2.850B .140B.085 ----1630---- ---- ---- 0.080N .060- ---- 82 2 UNCH 1.890B .060B.036 ----1650---- ---- ---- 0.050N .030- ---- 15 2 UNCH 1.520B .040B.019 ----1660---- ---- ---- 0.030N .020- ---- 30 1 UNCH 1.210B .040B.013 ----1670

TOTAL 0 211

(FUTURES SETT. 1.5781 - 49.0 )JUN13---- ---- ---- 1.610N 1.380- ---- 70 23 UNCH 3.570B 1.270B.324 ----1610---- ---- ---- 1.280N 1.090- ---- 30 19 UNCH 3.260B 1.000B.272 ----1620---- ---- ---- 0.770N .650+ 10 10 +NEW 10 2.310B .600B.183 ----1640---- ---- ---- 0.340N .280+ 3 3 +NEW 3 1.220B .280B.091 ----1670

TOTAL 13 113 + 13WKBP-1B-C

(FUTURES SETT. .00)FEB13---- ---- ---- 1.610N 1.210- ---- 1 40 UNCH 1.410 1.060.705 ----1570---- ---- ---- 0.900N .580- 1 1 +32 1 1.260B .490B.467 ----1580---- ---- ---- 0.420N .250- 31 31 +17 28 .780B .190B.238 ----1590---- ---- ---- 0.160N .090- 2 43 +7 2 1.380B .080B.095 ----1600---- ---- ---- 0.070N .050- ---- 1 2 UNCH 2.140B .040B.048 ----1610---- ---- ---- 0.030N .030 ---- 12 UNCH UNCH 1.770B .020B.026 ----1620

TOTAL 34 89 + 31WKBP-3B-C

(FUTURES SETT. .00)FEB13---- ---- ---- 0.260N .160- ---- 5 10 UNCH 1.290B .150B.117 ----1610

TOTAL 0 5

WKBP-4B-C(FUTURES SETT. .00)JAN13

---- ---- ---- 0.590N .230- 4 5 +36 4 1.000B .130B.400 ----1580---- ---- ---- 0.120N .020- 4 91 -10 4 .520B .030B.015 ----1590---- ---- ---- 0.030N .010- ---- 101 2 UNCH 1.750B .020B.002 ----1600---- ---- ---- 0.010N .010 ---- 72 UNCH UNCH 2.030B .020B.001 ----1610---- ---- ---- 0.010N CAB ---- 27 ---- UNCH 1.660B .010B.001 ----1620---- ---- ---- 0.010N CAB ---- 22 ---- UNCH 1.050B .020B.000 ----1630

TOTAL 8 318

** Option prices quoted per Daily Information Bulletin convention. For example, a British Pound option price of 1.960 on this page is equivalent to 1.960 x 0.01 = 0.0196 when the price is quoted in full. The cash price of the option is 0.0196 x 62,500 (contract size) = $1,225.00.**

THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.

© Copyright CME Group Inc. All rights reserved.