Section39 Euro FX and Cme$Index Options 2013036

EURO FX & CME$INDEX 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: [email protected]

EURO FX & CME$INDEX OPTIONSPG39 Fri, Feb 22, 2013 PG39

39Side 01

39Side 01

BULLETIN # 36@

INDIVIDUAL CONTRACT PRICE DATA FOR OPEN, HIGH, LOW, CLOSE AND SETTLEMENT REFLECT CME REGULAR TRADING HOURS SESSION ONLY. VOLUME CLEARED REFLECTS REGULAR TRADING HOURS (RTH) AND CME GLOBEX® VOLUME FOR FUTURES, AND COMBINED VOLUME FOR OPTIONS. 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 EURO FX = $6.25 CME$INDEX = $5.00. 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

02/08

02/01

02/15

02/22

02/08

02/01

02/15

02/22

03/18

03/08

03/01

03/15

03/22

03/28

03/08

03/01

03/15

03/22

03/28

04/05

04/05

05/03

05/03

06/17

06/07

06/07

09/16

09/06

09/06

12/16

12/06

12/06

EFX WK5 (EUR)

EFX WK4 (EUR)

EFX WK3 (EUR)

EFX WK1 (EUR)

EURO FX OPT (EUR)

WKEC-5X-C

WKEC-4X-C

WKEC-3X-C

WKEC-1X-C

EURO FX OPT

EURO FX FUTDEC13SEP13JUN13MAY13APR13MAR13FEB13

EURO FX AMERICAN & EURO & CME$INDEX CONTRACTS LAST TRADE DATES

EXPIRATION:

EXPIRATION:

100.0-150.0

100.0-150.0

100.0-150.0

100.0-150.0

100.0-150.0

105.0-149.5

100.0-150.0

105.0-149.5

100.0-150.0

105.0-149.5

100.0-150.0

105.0-149.5

105.0-149.5

105.0-149.5

1X

MAR13

FEB13

1T

MAR13

FEB13

WEEK 5WEEK 4WEEK 3WEEK 1

EURO FX AMERICAN & EURO & CME$INDEX OPTIONS ON FUTURES

ELIGIBLE OPTIONS SERIES (CALLS & PUTS) FOR TRADING: FRI, FEB 22

100.0-150.0

100.0-150.0

100.0-150.0

100.0-150.0

105.0-149.5

105.0-149.5

105.0-149.5

105.0-149.5

105.0-149.5

105.0-149.5

105.0-149.0

105.0-149.0

116.0-151.0

116.0-151.0YT

ZC

DEC13SEP13JUN13MAY13APR13MAR13FEB13

EURO FX & CME$INDEX FUTURES

----CONTRACT---- HIGH LOWOPEN RANGE HIGH LOW CLOSING RANGE

SETT.PRICE & PT. CHGE RECIPROCAL

OPENINTEREST

RTHVOLUME

GLOBEX®VOLUME

EURO FX FUT MAR13 1.31800 1.31930 1.31560 1.31930 .7587) + 1666 223756 - 9 5617 1.39020B 1.20890A1.31810 ( 281420

JUN13 ---- ---- ---- 1.31800N .7582) + ---- 4144 + 10 204 1.37310B 1.21160A1.31900 ( 1012

SEP13 ---- ---- ---- 1.31880N .7577) + ---- 187 + 10 9 1.37160B 1.22830A1.31980 ( 36

DEC13 ---- ---- ---- 1.31950N .7571) + ---- 48 13 UNCH 1.37170 1.23030A1.32080 ( 6

MAR14 ---- ---- ---- 1.32020N .7565) + ---- 6 17 UNCH 1.36850B 1.28300A1.32190 ( ----

JUN14 ---- ---- ---- 1.32090N .7560) + ---- - 18 6 1.36900B 1.319401.32270 ( 6

1666TOTAL EURO FX FUT 228141 5410-282480

EURO FX (EU) FIXING PRICE: Mar13 1.3158000

ADDITIONAL EURO FX & CME$INDEX -FUTURES-

----CONTRACT---- HIGH LOW

OPENINTEREST

GLOBEX®VOLUME

RTHVOLUME

SETT.PRICE & PT. CHGE RECIPROCALCLOSING RANGELOWHIGHOPEN RANGE

INR/USD FUTFEB13 183.910 84.370B 183.870 ---- ---- 24 - 1.340 1 188.180B 182.660A---- 20

0TOTAL INR/USD FUT 24 1-20

MICRO INR/USD FFEB13 183.180 84.760 183.180 ---- ---- 100 + 1.340 26 1883.600B 182.640A---- 299

0TOTAL MICRO INR/USD F 100 26+299

EURO FX AMERICAN & EURO CALLS & PUTS **SETT. PRICE**

STRIKE OPEN RANGE HIGH LOW CLOSING RANGE

SETT.PRICE & PT.CHGE.

OPENINTEREST

--CONTRACT-- HIGH LOW

VOLUMETRADESCLEAREDDELTA

EXER CISES

EFX WK4 C (EU)EFX WK4 C (EU) (FUTURES SETT. .00)FEB13---- ---- ---- 0.05N CAB ---- -------- 6 10.50B 2.20A---- ----1350

TOTAL 0 0 - 6EURO FX C (EU)

EURO FX C (EU) (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 62.50N 63.40+ ---- 1 9 UNCH 73.00B 36.20.979 ----1255---- ---- ---- 48.00N 48.80+ ---- 2 8 UNCH 68.00B 22.90A.952 ----1270---- ---- ---- 38.60N 39.50+ ---- 1 9 UNCH 38.80 17.90A.909 ----1280---- ---- ---- 29.80N 30.60+ ---- 1 8 UNCH 43.30B 13.70A.846 ----1290---- ---- ---- 18.00N 18.90+ ---- 26 9 UNCH 36.70B 8.70.689 ----1305---- ---- ---- 14.70N 15.50+ 1 1 +NEW 1 33.70B 7.60A.623 ----1310---- ---- ---- 9.20N 9.70+ 61 62 +5 56 50.00B 5.60A.474 ----1320---- ---- ---- 7.00N 7.50+ ---- 2 5 UNCH 25.50B 4.90A.397 ----1325---- ---- ---- 5.20N 5.60+ 2 5 4 UNCH 35.00 4.30A.323 ----1330---- ---- ---- 3.70N 4.10+ 7 18 +4 4 21.50B 3.40A.255 ----1335---- ---- ---- 2.60N 2.90+ 12 37 +3 1 18.90B 2.50A.194 ----1340---- ---- ---- 1.80N 2.00+ ---- 71 2 UNCH 22.00B 1.70A.143 ----1345---- ---- ---- 1.20N 1.30+ 60 199 1 UNCH 20.80B 1.20A.099 ----1350---- ---- ---- 0.80N .90+ 10 12 +1 6 21.80B .80A.071 ----1355---- ---- ---- 0.50N .60+ ---- 78 1 UNCH 19.40B .50A.049 ----1360---- ---- ---- 0.30N .35+ ---- 237 0 UNCH 16.40B .40A.030 ----1365---- ---- ---- 0.20N .25+ ---- 73 0 UNCH 13.70B .30A.021 ----1370---- ---- ---- 0.15N .15 ---- 40 UNCH UNCH 11.30B .20A.013 ----1375---- ---- ---- 0.15N .10- ---- 120 0 UNCH 9.20B .20A.008 ----1380---- ---- ---- 0.10N .10 ---- 59 UNCH UNCH 7.50B .25A.008 ----1385---- ---- ---- 0.10N .05- ---- 34 0 UNCH 6.00B .20.004 ----1390---- ---- ---- 0.05N .05 ---- 3 UNCH UNCH 5.90B .30A.004 ----1395---- ---- ---- ---- CAB ---- 1 ---- UNCH 5.20B .25A.003 ----1400---- ---- ---- ---- CAB ---- 2 ---- UNCH 3.50B .15A.003 ----1410---- ---- ---- ---- CAB ---- 1 ---- UNCH 3.20B .10.003 ----1415---- ---- ---- ---- CAB ---- 1 ---- UNCH 2.10B .15A.003 ----1425---- ---- ---- ---- CAB ---- 3 ---- UNCH 1.60B .15A.002 ----1435---- ---- ---- ---- CAB ---- 5 ---- UNCH .10 .10.002 ----1460

TOTAL 153 1095 + 68EURO FX C (EU) (FUTURES SETT. .00)APR13---- ---- ---- 10.20N 10.60+ ---- 1 4 UNCH 26.90B 8.80A.392 ----1330---- ---- ---- 8.40N 8.70+ ---- 1 3 UNCH 26.80B 7.40A.342 ----1335---- ---- ---- 6.80N 7.10+ ---- 25 3 UNCH 30.30B 6.30A.295 ----1340---- ---- ---- 5.40N 5.70+ ---- 31 3 UNCH 27.00B 5.10A.251 ----1345---- ---- ---- 3.40N 3.50+ ---- 107 1 UNCH 26.40B 3.20A.172 ----1355---- ---- ---- 2.70N 2.80+ ---- 65 1 UNCH 24.00B 2.60A.142 ----1360---- ---- ---- 2.10N 2.10 ---- 3 UNCH UNCH 21.20B 2.00A.113 ----1365---- ---- ---- 1.60N 1.60 ---- 61 UNCH UNCH 18.40B 1.60A.090 ----1370---- ---- ---- 1.20N 1.20 ---- 2 UNCH UNCH 15.90B 1.20A.070 ----1375---- ---- ---- 0.90N .90 ---- 31 UNCH UNCH 13.70B 1.00A.054 ----1380---- ---- ---- 0.70N .70 ---- 30 UNCH UNCH 11.70B .80A.043 ----1385---- ---- ---- 0.50N .50 ---- 34 UNCH UNCH 10.00B .70A.032 ----1390---- ---- ---- 0.40N .35- ---- 1 0 UNCH 8.40B .50A.023 ----1395---- ---- ---- 0.30N .25- ---- 4 0 UNCH 7.10B .40A.017 ----1400---- ---- ---- 0.15N .10- ---- 4 0 UNCH 3.50B .30A.007 ----1420

TOTAL 0 400 EURO FX C (EU) (FUTURES SETT. .00)MAY13---- ---- ---- 8.90N 9.30+ ---- 30 4 UNCH 24.40B 8.60A.303 ----1345---- ---- ---- 7.50N 7.80+ ---- 25 3 UNCH 21.50B 7.30A.267 ----1350

TOTAL 0 55 EURO FX C (EU) (FUTURES SETT. 1.31900 + 10.0 )JUN13---- ---- ---- 31.90N 32.70+ ---- 1 8 UNCH 36.90B 24.30A.597 ----1305---- ---- ---- 23.40N 24.00+ 1 1 +NEW 1 37.60B 18.80A.502 ----1320---- ---- ---- 20.90N 21.40+ ---- 15 5 UNCH 38.90B 16.70A.469 ----1325

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.





39Side 02

39Side 02

BULLETIN # 36@

PRELIMINARY

EURO FX C (EU)EURO FX C (EU) (FUTURES SETT. 1.31900 + 10.0 )JUN13---- ---- ---- 18.60N 19.10+ ---- 1 5 UNCH 36.40B 14.90A.436 ----1330---- ---- ---- 12.70N 13.10+ ---- 1 4 UNCH 35.60B 10.20A.339 ----1345---- ---- ---- 11.10N 11.40+ ---- 1 3 UNCH 37.30B 9.00A.308 ----1350---- ---- ---- 9.70N 9.90+ ---- 46 2 UNCH 34.90B 7.90A.278 ----1355---- ---- ---- 8.40N 8.60+ ---- 42 2 UNCH 31.90B 6.90A.250 ----1360---- ---- ---- 7.20N 7.40+ ---- 25 2 UNCH 29.10B 6.00A.223 ----1365---- ---- ---- 4.50N 4.70+ ---- 1 2 UNCH 21.50B 4.00A.156 ----1380---- ---- ---- 3.80N 4.00+ ---- 30 2 UNCH 19.30B 3.50A.137 ----1385---- ---- ---- 3.20N 3.40+ ---- 33 2 UNCH 17.30B 2.70.119 ----1390---- ---- ---- 2.30N 2.40+ ---- 146 1 UNCH 13.70B 2.40A.089 ----1400---- ---- ---- 2.00N 2.00 ---- 56 UNCH UNCH 12.20B 2.10A.076 ----1405---- ---- ---- 1.20N 1.30+ ---- 3 1 UNCH 8.40B 1.30A.052 ----1420

TOTAL 1 402 + 1EURO FX C (EU) (FUTURES SETT. 1.31980 + 10.0 )SEP13---- ---- ---- 16.80N 17.10+ ---- 30 3 UNCH 40.80B 13.90A.326 ----1360---- ---- ---- 15.20N 15.50+ ---- 30 3 UNCH 38.00B 12.70A.304 ----1365---- ---- ---- 13.80N 14.00+ ---- 30 2 UNCH 35.30B 14.30A.283 ----1370---- ---- ---- 4.90N 4.70- ---- 1 2 UNCH 8.50 7.90A.120 ----1420

TOTAL 0 91 EURO FX C (EU) (FUTURES SETT. 1.32080 + 13.0 )DEC13---- ---- ---- 55.70N 56.50+ ---- 3 8 UNCH 57.40 55.00.611 ----1295

TOTAL 0 3 EURO FX CALL

EURO FX CALL (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 137.20N 138.10+ ---- 1 9 UNCH 190.10B 63.90A.997 ----1180---- ---- ---- 117.20N 118.10+ ---- 30 9 UNCH 170.10B 51.60A.997 ----1200---- ---- ---- 112.20N 113.10+ ---- 1 9 UNCH 165.10B 48.70A.997 ----1205---- ---- ---- 102.20N 103.10+ ---- 1 9 UNCH 155.10B 43.40A.997 ----1215---- ---- ---- 97.20N 98.10+ ---- 30 9 UNCH 150.10B 40.10A.996 ----1220---- ---- ---- 92.20N 93.10+ ---- 10 9 UNCH 145.10B 38.30A.996 ----1225---- ---- ---- 82.30N 83.20+ ---- 32 9 UNCH 135.10B 33.70A.993 ----1235---- ---- ---- 77.30N 78.20+ ---- 188 9 UNCH 130.10B 30.90A.990 ----1240---- ---- ---- 72.40N 73.20+ ---- 10 8 UNCH 125.10B 29.50A.989 ----1245---- ---- ---- 67.40N 68.30+ ---- 56 9 UNCH 119.50B 26.90A.983 ----1250---- ---- ---- 62.50N 63.40+ ---- 4 9 UNCH 115.10B 25.80A.979 ----1255---- ---- ---- 57.60N 58.50+ ---- 21 9 UNCH 110.10B 23.30A.972 ----1260---- ---- ---- 52.80N 53.60+ ---- 126 8 UNCH 105.20B 22.50A.965 ----1265---- ---- ---- 48.00N 48.80+ ---- 188 8 UNCH 99.60B 20.10A.952 ----1270---- ---- ---- 43.20N 44.10+ ---- 150 9 UNCH 95.20B 19.50A.933 ----1275---- ---- ---- 38.60N 39.50+ ---- 568 9 UNCH 89.70B 17.20A.909 ----1280---- ---- ---- 34.10N 35.00+ ---- 305 9 UNCH 85.30B 15.50A.880 ----1285---- ---- ---- 29.80N 30.60+ ---- 724 8 UNCH 79.80B 13.50A.846 ----1290---- ---- ---- 25.70N 26.50+ ---- 104 8 UNCH 75.40B 11.80A.801 ----1295---- ---- ---- 21.70N 22.60+ 9 597 -9 1 71.50B 10.10A.748 ----1300---- ---- ---- 18.00N 18.90+ 5 263 +9 5 66.60B 8.70.689 ----1305---- ---- ---- 14.70N 15.50+ 65 1299 +8 7 61.80B 7.50A.623 ----1310---- ---- ---- 11.80N 12.40+ 190 629 +6 123 57.00B 6.30.551 ----1315---- ---- ---- 9.20N 9.70+ 578 1197 +5 274 52.20B 5.40A.474 ----1320---- ---- ---- 7.00N 7.50+ 845 1115 +5 183 47.60B 4.70A.397 ----1325---- ---- ---- 5.20N 5.60+ 772 2883 +4 232 43.00B 3.90A.323 ----1330---- ---- ---- 3.70N 4.10+ 888 2068 +4 539 38.60B 3.30A.255 ----1335---- ---- ---- 2.60N 2.90+ 643 2605 +3 28 34.40B 2.50.194 ----1340---- ---- ---- 1.80N 2.00+ 481 1686 +2 191 30.30B 1.70A.143 ----1345---- ---- ---- 1.20N 1.30+ 525 3403 -1 15 26.40B 1.10.099 ----1350---- ---- ---- 0.80N .90+ 234 4879 -1 113 22.80B .70.071 ----1355---- ---- ---- 0.50N .60+ 2993 6105 +1 2548 19.50B .45A.049 ----1360---- ---- ---- 0.30N .35+ 52 2800 -0 29 16.90B .30.030 ----1365---- ---- ---- 0.20N .25+ 31 2973 -0 3 15.10B .15.021 ----1370---- ---- ---- 0.15N .15 22 2960 -UNCH 1 14.40B .10.013 ----1375---- ---- ---- 0.15N .10- 51 2600 -0 7 13.00B .10A.008 ----1380---- ---- ---- 0.10N .10 75 2374 -UNCH 39 12.30B .05.008 ----1385---- ---- ---- 0.10N .05- 2 2580 0 UNCH 11.00B .05.004 ----1390---- ---- ---- 0.05N .05 22 1179 -UNCH 2 9.80B .10.004 ----1395---- ---- ---- ---- CAB 23 2372 +---- 2 9.60 .05.003 ----1400---- ---- ---- ---- CAB ---- 760 ---- UNCH 8.30B .05.003 ----1405---- ---- ---- ---- CAB 1 744 +---- 1 7.70 .05.003 ----1410---- ---- ---- ---- CAB ---- 720 ---- UNCH 5.00B .05.003 ----1415---- ---- ---- ---- CAB 10 833 ---- UNCH 7.20 .05.003 ----1420---- ---- ---- ---- CAB ---- 685 ---- UNCH 4.20 .05.003 ----1425---- ---- ---- ---- CAB ---- 1037 ---- UNCH 6.10 .05.003 ----1430---- ---- ---- ---- CAB ---- 365 ---- UNCH 3.20B .05.002 ----1435---- ---- ---- ---- CAB ---- 453 ---- UNCH 15.50 .05A.002 ----1440---- ---- ---- ---- CAB ---- 149 ---- UNCH 2.60B .05A.002 ----1445---- ---- ---- ---- CAB ---- 647 ---- UNCH 12.50B .05A.002 ----1450---- ---- ---- ---- CAB ---- 356 ---- UNCH 12.20B .05.002 ----1455---- ---- ---- ---- CAB ---- 2 ---- UNCH .20B .10.002 ----1460---- ---- ---- ---- CAB ---- 6 ---- UNCH .15B .10A.002 ----1465---- ---- ---- ---- CAB ---- 9 ---- UNCH .10 .10A.002 ----1470---- ---- ---- ---- CAB ---- 537 ---- UNCH 4.70 .05.002 ----1490---- ---- ---- ---- CAB ---- 684 ---- UNCH 4.00 .05.002 ----1500

TOTAL 8517 59103 + 3923EURO FX CALL (FUTURES SETT. .00)APR13---- ---- ---- 69.30N 70.20+ ---- 4 9 UNCH 120.90B 60.70A.939 ----1250---- ---- ---- 38.20N 39.10+ 569 574 +9 569 87.40B 39.00A.795 ----1285---- ---- ---- 30.50N 31.20+ 1 3 7 UNCH 77.80B 25.00A.726 ----1295---- ---- ---- 26.90N 27.60+ 582 645 -7 232 73.00B 21.90A.685 ----1300---- ---- ---- 23.50N 24.10+ 33 41 +6 31 68.30B 19.10A.642 ----1305---- ---- ---- 20.40N 20.90+ 35 240 5 UNCH 63.70B 16.60A.595 ----1310---- ---- ---- 17.50N 17.90+ 295 235 +4 219 59.20B 14.30A.546 ----1315---- ---- ---- 14.80N 15.20+ 208 830 +4 44 54.70B 12.30A.495 ----1320---- ---- ---- 12.40N 12.80+ 102 105 +4 39 50.30B 10.50A.444 ----1325---- ---- ---- 10.20N 10.60+ 170 907 +4 99 46.10B 8.90A.392 ----1330---- ---- ---- 8.40N 8.70+ 149 364 +3 24 42.00B 7.50A.342 ----1335---- ---- ---- 6.80N 7.10+ 253 566 +3 108 38.00B 6.30A.295 ----1340---- ---- ---- 5.40N 5.70+ 358 1806 +3 224 34.20B 5.10A.251 ----1345---- ---- ---- 4.30N 4.50+ 296 846 +2 28 30.60 3.50.209 ----1350---- ---- ---- 3.40N 3.50+ 220 884 +1 141 27.20B 3.20A.172 ----13552.90 2.90 *2.80 2.80 2.80+ 924 3098 +1 793 24.40 2.50A.142 ----1360---- ---- ---- 2.10N 2.10 169 806 +UNCH 87 21.30B 1.90.113 ----1365---- ---- ---- 1.60N 1.60 492 1618 +UNCH 145 18.60B 1.50A.090 ----1370---- ---- ---- 1.20N 1.20 379 2279 -UNCH 76 16.10B 1.10A.070 ----1375---- ---- ---- 0.90N .90 58 1103 -UNCH 40 13.90B .80.054 ----1380---- ---- ---- 0.70N .70 50 1080 -UNCH 24 11.90B .60.043 ----1385---- ---- ---- 0.50N .50 687 1605 +UNCH 445 10.10B .45.032 ----1390---- ---- ---- 0.40N .35- 339 717 +0 283 8.60B .30A.023 ----1395---- ---- ---- 0.30N .25- 40 1254 +0 5 7.30B .25.017 ----1400---- ---- ---- 0.25N .20- 240 915 +0 148 6.10B .20A.013 ----1405---- ---- ---- 0.20N .15- 434 705 +0 432 5.20B .15.010 ----1410---- ---- ---- 0.15N .10- ---- 281 0 UNCH 4.30B .15.007 ----1415---- ---- ---- 0.15N .10- 3 417 -0 2 3.60B .10.007 ----1420---- ---- ---- 0.10N .10 ---- 93 UNCH UNCH 3.00B .15.006 ----1425---- ---- ---- 0.10N .05- 5 311 0 UNCH 2.40B .10.003 ----1430---- ---- ---- 0.05N .05 ---- 173 UNCH UNCH 2.00B .10.003 ----1435---- ---- ---- 0.05N CAB ---- 90 ---- UNCH 1.70 .10.003 ----1440---- ---- ---- 0.05N CAB ---- 46 ---- UNCH 1.40B .20.003 ----1445---- ---- ---- ---- CAB ---- 70 ---- UNCH 1.20B .15.003 ----1450---- ---- ---- ---- CAB ---- 28 ---- UNCH 1.00B .20A.003 ----1455---- ---- ---- ---- CAB ---- 96 ---- UNCH .70B .05.003 ----1460---- ---- ---- ---- CAB ---- 178 ---- UNCH .60B .20A.002 ----1465---- ---- ---- ---- CAB ---- 56 ---- UNCH .70 .05.002 ----1470---- ---- ---- ---- CAB ---- 20 ---- UNCH .45B .20A.002 ----1475---- ---- ---- ---- CAB 5 20 ----- 5 .35B .20.002 ----1480

TOTAL 7096 25109 + 3485EURO FX CALL (FUTURES SETT. .00)MAY13---- ---- ---- 37.90N 38.60+ 2 2 +NEW 2 56.00B 37.40A.716 ----1290---- ---- ---- 19.10N 19.60+ 4 4 +NEW 4 39.10B 18.20A.499 ----1320---- ---- ---- 14.40N 14.90+ 40 76 +5 40 34.00B 13.70A.419 ----1330---- ---- ---- 12.40N 12.80+ ---- 13 4 UNCH 30.60B 11.80A.379 ----1335---- ---- ---- 10.50N 10.90+ 34 102 +4 9 27.40B 10.10A.340 ----1340---- ---- ---- 8.90N 9.30+ 90 168 +4 90 24.80B 8.60A.303 ----1345---- ---- ---- 7.50N 7.80+ 1 262 +3 1 22.00B 7.20A.267 ----1350---- ---- ---- 6.30N 6.60+ 7 34 +3 7 19.40B 6.10A.235 ----1355---- ---- ---- 5.20N 5.50+ 28 48 +3 23 17.00B 5.10A.204 ----1360---- ---- ---- 4.30N 4.50+ 11 32 +2 6 14.90B 4.20A.175 ----1365---- ---- ---- 3.50N 3.70+ 1 53 +2 1 12.90B 3.60A.149 ----1370---- ---- ---- 2.80N 3.00+ 10 88 +2 9 11.10B 3.00A.126 ----1375---- ---- ---- 2.30N 2.40+ 5 18 +1 5 9.50B 2.40A.105 ----1380---- ---- ---- 1.90N 2.00+ ---- 33 1 UNCH 8.10B 1.90A.089 ----1385---- ---- ---- 1.60N 1.60 21 124 UNCH UNCH 6.90B 1.50A.074 ----1390---- ---- ---- 1.30N 1.30 ---- 160 UNCH UNCH 5.90B 1.20A.062 ----1395---- ---- ---- 1.00N 1.00 4 112 +UNCH 4 4.90B .90A.049 ----1400---- ---- ---- 0.80N .80 ---- 40 UNCH UNCH 4.10B .90A.040 ----1405---- ---- ---- 0.70N .60- ---- 42 1 UNCH 3.50B .70A.031 ----1410







39Side 03

39Side 03

BULLETIN # 36@

PRELIMINARY

EURO FX CALLEURO FX CALL (FUTURES SETT. .00)MAY13---- ---- ---- 0.60N .50- ---- 9 1 UNCH 2.90B .60A.026 ----1415---- ---- ---- 0.50N .40- ---- 56 1 UNCH 2.40B .45A.021 ----1420---- ---- ---- 0.35N .25- ---- 2 1 UNCH 1.70B .30A.014 ----1430---- ---- ---- 0.30N .20- ---- 30 1 UNCH 1.40B .25A.011 ----1435---- ---- ---- 0.30N .20- ---- 136 1 UNCH 1.10B .25A.011 ----1440---- ---- ---- 0.25N .20- ---- 18 0 UNCH .90B .25A.010 ----1445---- ---- ---- 0.25N .20- ---- 5 0 UNCH .70 .30A.010 ----1450---- ---- ---- 0.25N .20- ---- 48 0 UNCH .40 .25A.010 ----1455---- ---- ---- 0.20N .20 ---- 44 UNCH UNCH .40 .25A.009 ----1460---- ---- ---- 0.20N .20 ---- 10 UNCH UNCH .35 .25A.009 ----1465

TOTAL 258 1769 + 201EURO FX CALL (FUTURES SETT. 1.31900 + 10.0 )JUN13---- ---- ---- 119.60N 120.50+ ---- 11 9 UNCH 166.90B 78.50A.947 ----1200---- ---- ---- 100.70N 101.60+ ---- 11 9 UNCH 147.30B 66.40A.920 ----1220---- ---- ---- 69.20N 70.20+ ---- 1 10 UNCH 113.50B 46.30A.833 ----1255---- ---- ---- 65.10N 66.10+ ---- 2 10 UNCH 108.80B 43.80A.815 ----1260---- ---- ---- 61.00N 61.90+ ---- ----9 UNCH 104.10B 36.40A.797 ----1265---- ---- ---- 57.00N 57.80+ ---- 3 8 UNCH 99.40B 33.70A.778 ----1270---- ---- ---- 53.00N 53.80+ ---- 1 8 UNCH 94.80B 31.10A.757 ----1275---- ---- ---- 49.10N 49.90+ ---- 6 8 UNCH 90.20B 28.70A.734 ----1280---- ---- ---- 45.40N 46.10+ 130 130 +7 129 85.70B 26.40A.710 ----1285---- ---- ---- 41.80N 42.50+ 12 437 +7 12 81.20B 24.20A.684 ----1290---- ---- ---- 38.30N 39.10+ 11 35 +8 10 76.80B 22.10A.656 ----1295---- ---- ---- 35.10N 35.90+ 139 241 -8 49 76.00B 20.00A.627 ----1300---- ---- ---- 31.90N 32.70+ ---- 26 8 UNCH 71.60B 18.20A.597 ----1305---- ---- ---- 28.90N 29.60+ ---- 348 7 UNCH 67.40B 16.50A.567 ----1310---- ---- ---- 26.10N 26.70+ ---- 299 6 UNCH 63.20B 15.00A.535 ----1315---- ---- ---- 23.40N 24.00+ 35 454 -6 9 59.20B 13.60A.502 ----1320---- ---- ---- 20.90N 21.40+ 10 289 -5 10 55.20B 12.30A.469 ----1325---- ---- ---- 18.60N 19.10+ 31 320 +5 6 51.40B 11.00A.436 ----1330---- ---- ---- 16.50N 16.90+ ---- 185 4 UNCH 47.70B 9.90A.403 ----1335---- ---- ---- 14.50N 14.90+ 30 348 +4 15 44.20B 8.80.371 ----1340---- ---- ---- 12.70N 13.10+ ---- 151 4 UNCH 40.80B 7.90A.339 ----1345---- ---- ---- 11.10N 11.40+ 72 885 +3 54 37.50B 7.00.308 ----1350---- ---- ---- 9.70N 9.90+ 1 268 +2 1 35.10B 6.30A.278 ----1355---- ---- ---- 8.40N 8.60+ 13 706 2 UNCH 32.10B 5.60A.250 ----1360---- ---- ---- 7.20N 7.40+ 2 242 2 UNCH 29.20B 4.90A.223 ----1365---- ---- ---- 6.20N 6.40+ 128 799 +2 43 26.50B 4.40A.199 ----1370---- ---- ---- 5.30N 5.50+ 16 359 -2 6 24.10B 3.90A.177 ----1375---- ---- ---- 4.50N 4.70+ 91 1090 +2 46 21.80 3.50A.156 ----1380---- ---- ---- 3.80N 4.00+ 10 178 +2 5 19.60B 3.10A.137 ----1385---- ---- ---- 3.20N 3.40+ 38 1414 +2 15 17.50B 2.70.119 ----1390---- ---- ---- 2.70N 2.90+ 11 143 +2 9 15.70B 2.50.104 ----1395---- ---- ---- 2.30N 2.40+ 90 2030 +1 46 14.10 2.10.089 ----1400---- ---- ---- 2.00N 2.00 9 208 +UNCH 9 12.50B 1.90A.076 ----1405---- ---- ---- 1.70N 1.70 49 711 +UNCH 37 11.10B 1.60A.066 ----1410---- ---- ---- 1.40N 1.50+ 25 127 -1 24 9.80B 1.40A.059 ----1415---- ---- ---- 1.20N 1.30+ 23 1868 -1 4 9.90B 1.20A.052 ----1420---- ---- ---- 1.00N 1.10+ 10 390 1 UNCH 7.70B 1.00.044 ----1425---- ---- ---- 0.90N .90 102 497 -UNCH 55 6.80B .90.037 ----1430---- ---- ---- 0.70N .80+ 1 57 -1 1 6.00B .70.033 ----1435---- ---- ---- 0.60N .60 1 772 UNCH UNCH 5.60 .60.026 ----1440---- ---- ---- 0.50N .50 ---- 78 UNCH UNCH 4.60B .60A.022 ----1445---- ---- ---- 0.45N .45 6 1301 -UNCH 6 4.10B .40A.020 ----1450---- ---- ---- 0.40N .40 25 26 +UNCH 6 3.60B .35.017 ----1455---- ---- ---- 0.40N .40 1 241 UNCH UNCH 3.10B .30.017 ----1460---- ---- ---- 0.35N .35 ---- 36 UNCH UNCH 2.80 .35A.015 ----1465---- ---- ---- 0.35N .35 ---- 6 UNCH UNCH 2.30B .35A.014 ----1470---- ---- ---- 0.30N .30 ---- 119 UNCH UNCH 1.80B .40A.012 ----1480---- ---- ---- 0.30N .30 ---- 25 UNCH UNCH 1.40B .35A.012 ----1485---- ---- ---- 0.25N .25 ---- 45 UNCH UNCH 1.30B .35A.010 ----1490---- ---- ---- 0.25N .25 ---- 55 UNCH UNCH 1.10B .30A.010 ----1495

TOTAL 1122 17974 + 279EURO FX CALL (FUTURES SETT. 1.31980 + 10.0 )SEP13---- ---- ---- 58.10N 59.00+ ---- 656 9 UNCH 74.50B 41.60A.683 ----1280---- ---- ---- 48.20N 48.90+ ---- 35 7 UNCH 63.20B 34.50A.623 ----1295---- ---- ---- 45.00N 45.70+ ---- 57 7 UNCH 62.50 28.00.602 ----1300---- ---- ---- 42.00N 42.60+ ---- 4 6 UNCH 54.30B 30.00A.580 ----1305---- ---- ---- 39.20N 39.70+ ---- 10 5 UNCH 52.70B 27.90A.558 ----1310---- ---- ---- 33.70N 34.00+ ---- 260 3 UNCH 49.40B 24.10A.511 ----1320---- ---- ---- 31.20N 31.50+ ---- 4 3 UNCH 50.20B 22.30A.488 ----1325---- ---- ---- 28.80N 29.10+ ---- 26 3 UNCH 46.90B 20.70A.464 ----1330---- ---- ---- 26.40N 26.80+ ---- 63 4 UNCH 47.80B 19.10A.441 ----1335---- ---- ---- 24.30N 24.60+ ---- 45 3 UNCH 47.90B 19.80A.417 ----1340---- ---- ---- 20.20N 20.60+ ---- 153 4 UNCH 45.30B 16.60A.371 ----1350---- ---- ---- 18.40N 18.80+ ---- 25 4 UNCH 43.80B 15.10A.348 ----1355---- ---- ---- 16.80N 17.10+ ---- 165 3 UNCH 41.00B 13.70A.326 ----1360---- ---- ---- 15.30N 15.50+ ---- 41 2 UNCH 38.10B 12.50A.304 ----1365---- ---- ---- 13.90N 14.00+ ---- 338 1 UNCH 35.40B 11.70A.283 ----1370---- ---- ---- 12.50N 12.60+ ---- 8 1 UNCH 32.80B 10.60A.262 ----1375---- ---- ---- 11.30N 11.30 3 12 +UNCH 3 30.30B 8.60A.242 ----1380---- ---- ---- 9.20N 9.20 6 17 +UNCH 6 25.80B 8.80A.206 ----13907.00 #7.00 *7.00 7.00 7.50+ 20 489 +1 18 21.80B 7.00A.175 ----1400---- ---- ---- 6.00N 6.00 2 67 +UNCH 1 18.20B 4.60.146 ----1410---- ---- ---- 5.40N 5.30- ---- 45 1 UNCH 16.70B 5.90A.133 ----1415---- ---- ---- 4.90N 4.70- 30 329 2 UNCH 14.80B 4.60A.120 ----1420---- ---- ---- 3.90N 3.90 ---- 1 UNCH UNCH 12.20B 4.30A.102 ----1430---- ---- ---- 3.20N 3.20 ---- 239 UNCH UNCH 10.60 3.00A.085 ----1440---- ---- ---- 2.60N 2.50- 6 11 +1 6 8.00B 2.50A.069 ----1450---- ---- ---- 2.20N 1.90- 1 119 3 UNCH 7.00 2.00.055 ----1460---- ---- ---- 1.80N 1.50- 4 254 +3 4 6.10 1.60A.044 ----1470---- ---- ---- 1.60N 1.40- ---- 99 2 UNCH 5.60 1.90A.041 ----1475---- ---- ---- 1.50N 1.30- ---- 112 2 UNCH 5.40 1.80A.038 ----1480

TOTAL 72 3684 + 38EURO FX CALL (FUTURES SETT. 1.32080 + 13.0 )DEC13---- ---- ---- 27.40N 27.80+ ---- 9 4 UNCH 43.20B 24.30A.402 ----1350---- ---- ---- 25.40N 25.80+ ---- 94 4 UNCH 40.40B 22.60A.382 ----1355---- ---- ---- 16.80N 17.10+ ---- 89 3 UNCH 33.90B 23.40A.289 ----1380---- ---- ---- 12.30N 12.50+ ---- 215 2 UNCH 27.00 14.00.227 ----1400---- ---- ---- 10.40N 10.60+ ---- ----2 UNCH 17.80B 12.00.199 ----1410---- ---- ---- 8.80N 8.90+ ---- 4 1 UNCH 14.80 10.00.173 ----1420---- ---- ---- 7.30N 7.50+ 2 7 +2 2 14.50 7.50A.151 ----1430---- ---- ---- 6.10N 6.30+ ---- 1 2 UNCH 14.80 9.70A.130 ----1440---- ---- ---- 5.10N 5.20+ ---- 186 1 UNCH 13.00 8.50A.111 ----1450---- ---- ---- 4.40N 4.50+ ---- 112 1 UNCH 11.00 7.90A.098 ----1460---- ---- ---- 3.70N 3.80+ ---- 1 1 UNCH 8.80 5.50A.084 ----1470---- ---- ---- 2.20N 2.20 ---- 312 UNCH UNCH 5.60 4.50.052 ----1500---- ---- ---- 1.80N 1.80 ---- 650 UNCH UNCH 5.30 .40.044 ----1510

TOTAL 2 1680 + 2EURO FX P (EU)

EURO FX P (EU) (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- ---- CAB ---- 1 ---- UNCH 24.00B .60.002 ----1160---- ---- ---- ---- CAB ---- 2 ---- UNCH 6.90B .15A.002 ----1190---- ---- ---- ---- CAB ---- 10 ---- UNCH 9.60B .20A.002 ----1210---- ---- ---- 0.05N .05 ---- 50 UNCH UNCH 12.20B .20A.003 ----1225---- ---- ---- 0.10N .10 ---- 1 UNCH UNCH 13.20B .05.006 ----1230---- ---- ---- 0.10N .10 ---- 2 UNCH UNCH 14.30B .15A.006 ----1235---- ---- ---- 0.15N .15 ---- 2 UNCH UNCH 15.50B .20A.009 ----1240---- ---- ---- 0.25N .25 ---- 6 UNCH UNCH 18.20B .25A.016 ----1250---- ---- ---- 0.45N .40- ---- 5 0 UNCH 21.20B .25A.027 ----1260---- ---- ---- 0.80N .70- ---- 27 1 UNCH 25.30B .25A.047 ----1270---- ---- ---- 1.00N 1.00 5 5 +UNCH 3 27.30B .20.066 ----1275---- ---- ---- 1.40N 1.40 4 17 +UNCH 4 29.30B .25A.090 ----1280---- ---- ---- 1.90N 1.90 ---- 3 UNCH UNCH 31.90B .30A.119 ----1285---- ---- ---- 2.60N 2.50- ---- 14 1 UNCH 33.90B .35A.153 ----1290---- ---- ---- 3.50N 3.40- 2 17 +1 2 36.40B .40A.198 ----1295---- ---- ---- 4.50N 4.50 60 96 +UNCH 50 39.00B .50A.251 ----1300---- ---- ---- 5.80N 5.80 1 74 UNCH UNCH 41.80B .60A.310 ----1305---- ---- ---- 7.50N 7.40- 1 233 1 UNCH 44.70B .70A.376 ----1310---- ---- ---- 9.60N 9.30- 1 11 +3 1 47.70B .90A.448 ----1315---- ---- ---- 12.00N 11.60- 3 161 +4 1 50.90B 1.20A.525 ----1320---- ---- ---- 14.80N 14.40- ---- 10 4 UNCH 25.60B 1.50A.602 ----1325---- ---- ---- 18.00N 17.50- ---- 111 5 UNCH 26.00B 2.00.676 ----1330---- ---- ---- 21.50N 21.00- ---- 50 5 UNCH 28.60B 2.50A.744 ----1335---- ---- ---- 25.40N 24.80- ---- 181 6 UNCH 31.90B 3.20A.805 ----1340---- ---- ---- 29.60N 28.90- ---- 29 7 UNCH 33.50B 4.10A.856 ----1345---- ---- ---- 34.00N 33.20- ---- 62 8 UNCH 32.00B 5.30A.900 ----1350---- ---- ---- 38.60N 37.80- ---- 2 8 UNCH 23.40B 6.60A.928 ----1355---- ---- ---- 43.30N 42.50- ---- 14 8 UNCH 27.10B 8.30A.950 ----1360---- ---- ---- 48.10N 47.20- ---- 6 9 UNCH 30.20B 10.30A.969 ----1365

TOTAL 77 1202 + 61EURO FX P (EU) (FUTURES SETT. .00)APR13---- ---- ---- 1.10N 1.10 ---- 1 UNCH UNCH 3.20B .25A.051 ----1245







39Side 04

39Side 04

BULLETIN # 36@

PRELIMINARY

EURO FX P (EU)EURO FX P (EU) (FUTURES SETT. .00)APR13---- ---- ---- 2.50N 2.40- ---- 1 1 UNCH 6.00B .45A.105 ----1265---- ---- ---- 3.00N 2.90+ 3 3 +NEW 3 6.90B .50A.125 ----1270---- ---- ---- 4.30N 4.20- ---- 2 1 UNCH 9.40B .80A.173 ----1280---- ---- ---- 5.20N 5.10- ---- 1 1 UNCH 10.80B .90A.204 ----1285---- ---- ---- 6.30N 6.10- ---- 31 2 UNCH 12.40B 1.00A.237 ----1290---- ---- ---- 8.90N 8.60- ---- 55 3 UNCH 16.30B 1.50A.314 ----1300---- ---- ---- 10.50N 10.10- ---- 1 4 UNCH 18.50B 1.80A.357 ----1305---- ---- ---- 19.40N 18.80- ---- 2 6 UNCH 20.50B 3.80A.555 ----1325---- ---- ---- 28.80N 28.10- ---- 1 7 UNCH 27.50B 6.50A.704 ----1340---- ---- ---- 32.40N 31.70- ---- 40 7 UNCH 31.10B 7.70A.748 ----1345---- ---- ---- 36.30N 35.50- ---- 25 8 UNCH 34.80B 9.10A.790 ----1350

TOTAL 3 163 + 3EURO FX P (EU) (FUTURES SETT. .00)MAY13---- ---- ---- 12.80N 12.60- 2 2 2 UNCH 13.50B 5.30A.349 ----1300---- ---- ---- 14.60N 14.30- ---- 2 3 UNCH 15.40B 6.10A.384 ----1305

TOTAL 2 4 EURO FX P (EU) (FUTURES SETT. 1.31900 + 10.0 )JUN13---- ---- ---- 2.30N 2.20- ---- 1 1 UNCH 4.10B .70A.063 ----1210---- ---- ---- 3.70N 3.60- ---- 2 1 UNCH 6.30B 1.10A.099 ----1230---- ---- ---- 4.10N 4.10 ---- 5 UNCH UNCH 7.90B 1.20A.111 ----1235---- ---- ---- 5.10N 5.10 ---- 2 UNCH UNCH 9.60B 1.50A.136 ----1245---- ---- ---- 5.70N 5.70 ---- 100 UNCH UNCH 10.60B 1.60A.150 ----1250---- ---- ---- 6.40N 6.40 100 200 +UNCH 100 11.70B 1.80A.166 ----1255---- ---- ---- 7.20N 7.10- ---- 21 1 UNCH 12.80B 2.10A.182 ----1260---- ---- ---- 9.00N 8.90- ---- 33 1 UNCH 15.50B 2.70A.221 ----1270---- ---- ---- 10.10N 9.90+ 1 1 +NEW 1 16.90B 3.00A.242 ----1275---- ---- ---- 11.20N 11.00- 1 31 -2 1 25.80B 3.40A.265 ----1280---- ---- ---- 12.50N 12.20- 50 34 -3 44 28.00B 3.80A.289 ----1285---- ---- ---- 13.90N 13.60- ---- 30 3 UNCH 30.30B 4.30A.315 ----1290---- ---- ---- 15.40N 15.20- 1 3 2 UNCH 32.70B 4.80A.343 ----1295---- ---- ---- 17.10N 16.90- ---- 14 2 UNCH 35.20B 5.40A.372 ----1300---- ---- ---- 18.90N 18.70- ---- 25 2 UNCH 37.90B 6.10A.402 ----1305---- ---- ---- 25.40N 25.00- ---- 45 4 UNCH 36.00B 8.60A.497 ----1320---- ---- ---- 27.90N 27.40- ---- 15 5 UNCH 38.20B 9.70A.530 ----1325---- ---- ---- 43.00N 42.30- ---- 1 7 UNCH 40.60B 16.70A.691 ----1350---- ---- ---- 50.30N 49.50- ---- 5 8 UNCH 45.30B 20.50A.749 ----1360

TOTAL 153 568 + 56EURO FX P (EU) (FUTURES SETT. 1.31980 + 10.0 )SEP13---- ---- ---- 10.40N 10.40 ---- 1 UNCH UNCH 15.60 6.50A.187 ----1240---- ---- ---- 24.40N 24.20- ---- 12 2 UNCH 32.00B 10.90A.376 ----1295---- ---- ---- 39.80N 39.10- ---- 1 7 UNCH 47.70B 19.40A.535 ----1330---- ---- ---- 42.50N 41.90- ---- 29 6 UNCH 50.60B 20.90A.558 ----1335---- ---- ---- 45.30N 44.70- ---- 30 6 UNCH 48.00B 22.50A.582 ----1340

TOTAL 0 73 EURO FX P (EU) (FUTURES SETT. 1.32080 + 13.0 )DEC13---- ---- ---- 31.40N 30.90- ---- 14 5 UNCH 40.00B 15.00A.388 ----1295

TOTAL 0 14 EURO FX PUT

EURO FX PUT (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- ---- CAB ---- 707 ---- UNCH 4.30 .05.000 ----1000---- ---- ---- ---- CAB ---- 68 ---- UNCH 7.10B .10.001 ----1050---- ---- ---- ---- CAB ---- 1 ---- UNCH 11.60B .05A.001 ----1090---- ---- ---- ---- CAB ---- 158 ---- UNCH 13.10B .05.001 ----1100---- ---- ---- ---- CAB ---- 77 ---- UNCH 14.40B .35A.001 ----1105---- ---- ---- ---- CAB ---- 105 ---- UNCH 15.10B .10.001 ----1110---- ---- ---- ---- CAB ---- 110 ---- UNCH 19.50B .05.001 ----1120---- ---- ---- ---- CAB ---- 15 ---- UNCH 18.40B .20.001 ----1125---- ---- ---- ---- CAB ---- 88 ---- UNCH 21.10B .10.001 ----1130---- ---- ---- ---- CAB ---- 13 ---- UNCH 20.20B .50A.001 ----1135---- ---- ---- ---- CAB ---- 33 ---- UNCH 23.00B .20.001 ----1140---- ---- ---- ---- CAB ---- 30 ---- UNCH 22.60B .10.001 ----1145---- ---- ---- ---- CAB ---- 645 ---- UNCH 27.50B .05.001 ----1150---- ---- ---- ---- CAB ---- 25 ---- UNCH 25.20B .10.001 ----1155---- ---- ---- ---- CAB ---- 43 ---- UNCH 26.70B .05A.002 ----1160---- ---- ---- ---- CAB ---- 37 ---- UNCH 28.20B .05A.002 ----1165---- ---- ---- ---- CAB ---- 124 ---- UNCH 29.80B .05A.002 ----1170---- ---- ---- ---- CAB ---- 42 ---- UNCH 31.40B .05.002 ----1175---- ---- ---- ---- CAB ---- 374 ---- UNCH 33.20B .05.002 ----1180---- ---- ---- ---- CAB ---- 176 ---- UNCH 35.00B .05.002 ----1185---- ---- ---- ---- CAB ---- 643 ---- UNCH 36.90B .05A.002 ----1190---- ---- ---- ---- CAB ---- 374 ---- UNCH 38.90B .05.002 ----1195---- ---- ---- ---- CAB ---- 2823 ---- UNCH 41.50 .05.002 ----1200---- ---- ---- ---- CAB ---- 129 ---- UNCH 43.20B .05.002 ----1205---- ---- ---- ---- CAB ---- 500 ---- UNCH 45.50B .05.002 ----1210---- ---- ---- ---- CAB ---- 177 ---- UNCH 47.90B .05.002 ----1215---- ---- ---- 0.05N .05 ---- 462 UNCH UNCH 50.40B .05.003 ----1220---- ---- ---- 0.05N .05 ---- 244 UNCH UNCH 52.90B .05.003 ----1225---- ---- ---- 0.10N .10 3 925 +UNCH 3 55.50B .05.006 ----1230---- ---- ---- 0.10N .10 ---- 594 UNCH UNCH 58.20B .05.006 ----1235---- ---- ---- 0.15N .15 20 2953 +UNCH 20 61.10B .05.009 ----1240---- ---- ---- 0.20N .15- 10 620 0 UNCH 64.00B .05.010 ----1245---- ---- ---- 0.25N .25 31 4822 UNCH UNCH 67.00B .05.016 ----1250---- ---- ---- 0.35N .30- ---- 912 0 UNCH 70.20B .10.020 ----1255---- ---- ---- 0.45N .40- 39 1707 -0 2 73.40B .10.027 ----1260---- ---- ---- 0.60N .50- ---- 727 1 UNCH 76.70B .10.034 ----1265---- .70 .70 0.70 .70- 16 1860 -1 2 80.10B .10.047 ----1270---- ---- ---- 1.00N 1.00 63 1151 -UNCH 45 83.60B .15.066 ----1275---- ---- ---- 1.40N 1.40 1340 3335 +UNCH 672 87.20B .20A.090 ----1280---- ---- ---- 1.90N 1.90 351 1636 -UNCH 54 76.80B .25A.119 ----1285---- ---- ---- 2.60N 2.50- 177 2256 +1 57 79.80B .30A.153 ----1290---- ---- ---- 3.50N 3.40- 649 2296 -1 112 78.80B .40.198 ----1295---- ---- ---- 4.50N 4.50 1454 5488 +UNCH 554 74.00B .45.251 ----1300---- ---- ---- 5.80N 5.80 222 1701 +UNCH 17 76.80B .60A.310 ----1305---- ---- ---- 7.50N 7.40- 1832 3944 -1 382 79.70B .70.376 ----1310---- ---- ---- 9.60N 9.30- 240 2680 +3 132 82.60B .90A.448 ----1315---- ---- ---- 12.00N 11.60- 600 3714 +4 126 85.70B 1.10.525 ----1320---- ---- ---- 14.80N 14.40- 281 1469 -4 108 72.60B 1.50.602 ----1325---- ---- ---- 18.00N 17.50- 1109 3115 -5 345 75.50B 1.90A.676 ----1330---- ---- ---- 21.50N 21.00- 125 1295 5 UNCH 78.40B 2.60A.744 ----1335---- ---- ---- 25.40N 24.80- 10 2183 -6 3 81.40B 3.20.805 ----1340---- ---- ---- 29.60N 28.90- 13 1056 -7 12 84.50B 4.10A.856 ----1345---- ---- ---- 34.00N 33.20- 2 3752 8 UNCH 81.50B 5.30A.900 ----1350---- ---- ---- 38.60N 37.80- 10 741 8 UNCH 84.30B 6.70A.928 ----1355---- ---- ---- 43.30N 42.50- 8 876 +8 1 89.00B 8.40A.950 ----1360---- ---- ---- 48.10N 47.20- ---- 196 9 UNCH 93.70B 10.40A.969 ----1365---- ---- ---- 53.00N 52.10- ---- 477 9 UNCH 98.50B 12.60A.978 ----1370---- ---- ---- 57.90N 57.00- ---- 80 9 UNCH 103.30B 15.30A.986 ----1375---- ---- ---- 62.90N 62.00- ---- 521 9 UNCH 108.20B 18.40A.991 ----1380---- ---- ---- 67.90N 67.00- ---- 1 9 UNCH 113.10B 21.70A.991 ----1385---- ---- ---- 72.90N 71.90- ---- 137 10 UNCH 117.90B 25.10A.995 ----1390---- ---- ---- 77.80N 76.90- ---- 1 9 UNCH 122.90B 29.30A.995 ----1395---- ---- ---- 82.80N 81.90- ---- 1 9 UNCH 127.80B 33.30A.996 ----1400---- ---- ---- 102.80N 101.90- ---- 1 9 UNCH 147.60B 55.10A.996 ----1420

TOTAL 8605 67446 + 517EURO FX PUT (FUTURES SETT. .00)APR13---- ---- ---- 0.05N .05 ---- 3 UNCH UNCH .40 .40.002 ----1190---- ---- ---- 0.10N .10 ---- 20 UNCH UNCH .70B .40A.005 ----1200---- ---- ---- 0.15N .20+ ---- 48 0 UNCH 1.10B .05.010 ----1210---- ---- ---- 0.30N .35+ 2 30 +0 2 1.40B .10A.017 ----1220---- ---- ---- 0.40N .45+ 235 241 +0 230 1.70B .45A.022 ----1225---- ---- ---- 0.50N .60+ ---- 48 1 UNCH 2.00B .10A.029 ----1230---- ---- ---- 0.70N .70 ---- 183 UNCH UNCH 2.30B .15A.034 ----1235---- ---- ---- 0.90N .90 41 1426 +UNCH 23 2.70B .30A.042 ----1240---- ---- ---- 1.10N 1.10 106 164 +UNCH 25 3.30B .25A.051 ----1245---- ---- ---- 1.40N 1.30- 41 2275 +1 24 3.90B .30.060 ----1250---- ---- ---- 1.70N 1.60- 57 177 +1 46 4.50B .30.073 ----1255---- ---- ---- 2.00N 2.00 47 377 -UNCH 11 5.30B .40.089 ----1260---- ---- ---- 2.50N 2.40- 219 387 +1 38 6.20B .40.105 ----1265---- #3.10B ---- 3.10B 2.90- 270 2040 +1 151 7.30B .45.125 ----1270---- ---- ---- 3.60N 3.50- 215 393 -1 129 8.40B .60A.148 ----1275---- ---- ---- 4.30N 4.20- 1053 1395 +1 347 9.70B .70.173 ----1280---- ---- ---- 5.20N 5.10- 66 990 -1 27 11.20B .90A.204 ----1285---- ---- ---- 6.30N 6.10- 193 905 -2 11 12.90B 1.00A.237 ----1290---- ---- ---- 7.50N 7.20- 80 588 -3 16 14.80B 1.20A.273 ----1295---- ---- ---- 8.90N 8.60- 267 1649 +3 150 16.90B 1.40.314 ----1300---- ---- ---- 10.50N 10.10- 156 726 +4 29 19.20B 1.80A.357 ----1305---- ---- ---- 12.40N 11.90- 149 2423 -5 5 21.80B 2.10.404 ----1310---- ---- ---- 14.50N 13.90- 713 1307 -6 19 24.60B 2.60A.453 ----1315---- ---- ---- 16.80N 16.20- 191 700 -6 33 26.00B 3.00.504 ----1320---- ---- ---- 19.40N 18.80- 9 393 -6 2 29.20B 3.80A.555 ----1325---- ---- ---- 22.20N 21.60- 137 779 -6 54 30.40B 4.40.607 ----1330---- ---- ---- 25.40N 24.70- ---- 307 7 UNCH 26.90B 5.40A.657 ----1335







39Side 05

39Side 05

BULLETIN # 36@

PRELIMINARY

EURO FX PUTEURO FX PUT (FUTURES SETT. .00)APR13---- ---- ---- 28.80N 28.10- 34 571 +7 14 30.30B 6.40A.704 ----1340---- ---- ---- 32.40N 31.70- 1 1129 -7 1 34.00B 7.70A.748 ----1345---- ---- ---- 36.30N 35.50- 3 302 8 UNCH 38.00B 9.10A.790 ----1350---- ---- ---- 40.40N 39.50- ---- 179 9 UNCH 42.10B 10.70A.827 ----1355---- ---- ---- 44.70N 43.80- ---- 96 9 UNCH 46.30B 12.60A.857 ----1360---- ---- ---- 49.10N 48.10- ---- 4 10 UNCH 50.80B 14.50A.886 ----1365---- ---- ---- 53.50N 52.50- ---- 29 10 UNCH 65.00B 16.80A.909 ----1370---- ---- ---- 58.10N 57.10- ---- 7 10 UNCH 60.00B 19.40A.929 ----1375---- ---- ---- 62.80N 61.80- ---- 1 10 UNCH 64.70B 22.20A.945 ----1380---- ---- ---- 67.60N 66.60- ---- 6 10 UNCH 69.50B 25.30A.956 ----1385---- ---- ---- 72.40N 71.40- ---- 1 10 UNCH 70.80B 28.50A.967 ----1390---- ---- ---- 77.30N 76.30- ---- 1 10 UNCH 75.60B 32.00A.976 ----1395---- ---- ---- 82.20N 81.20- ---- 1 10 UNCH 80.50B 35.60A.982 ----1400

TOTAL 4285 22301 + 771EURO FX PUT (FUTURES SETT. .00)MAY13---- ---- ---- 0.35N .35 84 84 +UNCH 84 .40 .35A.013 ----1175---- ---- ---- 0.40N .40 84 202 +UNCH 84 .40B .40.015 ----1180---- ---- ---- 0.50N .50 ---- 10 UNCH UNCH .50 .35A.019 ----1190---- ---- ---- 0.70N .70 ---- 10 UNCH UNCH .70B .40.026 ----1200---- ---- ---- 0.80N .80 ---- 28 UNCH UNCH .80B .40.030 ----1205---- ---- ---- 1.00N 1.10+ ---- 1 1 UNCH 1.10B .60A.040 ----1215---- ---- ---- 1.20N 1.30+ ---- 1 1 UNCH 1.30B .60A.047 ----1220---- ---- ---- 1.40N 1.50+ 1 19 1 UNCH 1.50B .80A.054 ----1225---- ---- ---- 1.60N 1.70+ 85 92 +1 85 1.90B .90A.061 ----1230---- ---- ---- 1.90N 2.00+ 2 98 +1 2 2.10 1.00A.071 ----1235---- ---- ---- 2.30N 2.40+ ---- 677 1 UNCH 2.50B .80A.083 ----1240---- ---- ---- 2.70N 2.80+ ---- 4 1 UNCH 2.90B 1.10A.095 ----1245---- ---- ---- 3.10N 3.20+ 16 145 +1 16 3.40B 1.30A.108 ----1250---- ---- ---- 3.70N 3.70 ---- 59 UNCH UNCH 3.90B 1.40A.123 ----1255---- ---- ---- 4.20N 4.30+ 25 54 +1 25 4.50B 1.50A.141 ----1260---- ---- ---- 4.90N 5.00+ 25 83 +1 25 5.20B 1.90A.160 ----1265---- ---- ---- 5.70N 5.70 15 181 +UNCH 11 6.00 2.20A.180 ----1270---- ---- ---- 6.50N 6.50 ---- 38 UNCH UNCH 6.90B 2.60A.202 ----1275---- ---- ---- 7.50N 7.50 ---- 22 UNCH UNCH 7.90B 3.00A.228 ----1280---- ---- ---- 8.60N 8.50- ---- 7 1 UNCH 9.10B 3.50A.254 ----1285---- ---- ---- 9.90N 9.70- 2 212 +2 1 10.50B 4.00A.283 ----1290---- ---- ---- 11.30N 11.10- 1 16 +2 1 11.90B 4.70A.315 ----1295---- ---- ---- 12.90N 12.60- ---- 76 3 UNCH 13.60B 5.30A.349 ----1300---- ---- ---- 14.60N 14.30- ---- 43 3 UNCH 15.40B 6.10A.384 ----1305---- ---- ---- 16.60N 16.20- 1 53 +4 1 17.40B 7.00A.422 ----1310---- ---- ---- 18.70N 18.30- ---- 32 4 UNCH 19.70B 8.00A.460 ----1315---- ---- ---- 21.10N 20.60- 40 61 +5 37 22.10B 9.10A.500 ----1320---- ---- ---- 23.60N 23.10- ---- 29 5 UNCH 24.70B 10.40A.540 ----1325---- ---- ---- 26.40N 25.90- 46 46 +5 45 27.60B 11.90A.580 ----1330---- ---- ---- 29.40N 28.80- ---- 23 6 UNCH 30.60B 13.50A.620 ----1335---- ---- ---- 32.50N 31.90- ---- 42 6 UNCH 33.80B 15.30A.659 ----1340---- ---- ---- 35.90N 35.30- ---- 23 6 UNCH 37.30B 17.30A.696 ----1345---- ---- ---- 39.40N 38.70- 46 33 -7 13 40.90B 19.40A.732 ----1350---- ---- ---- 43.20N 42.50- ---- 10 7 UNCH 44.80B 22.00A.764 ----1355

TOTAL 473 2514 + 404EURO FX PUT (FUTURES SETT. 1.31900 + 10.0 )JUN13---- ---- ---- 0.05N .05 ---- 596 UNCH UNCH 5.60 .05.001 ----1050---- ---- ---- 0.05N .05 ---- 150 UNCH UNCH 5.00 .05.001 ----1060---- ---- ---- 0.10N .10 ---- 1163 UNCH UNCH 4.20 .10.003 ----1080---- ---- ---- 0.15N .15 ---- 1 UNCH UNCH 13.30B .10.004 ----1095---- ---- ---- 0.15N .15 ---- 645 UNCH UNCH 13.50B .10.004 ----1100---- ---- ---- 0.20N .20 ---- 687 UNCH UNCH 2.30 .15A.006 ----1105---- ---- ---- 0.20N .20 ---- 375 UNCH UNCH 20.00 .10.006 ----1110---- ---- ---- 0.20N .20 ---- 5 UNCH UNCH 21.90 .60A.006 ----1115---- ---- ---- 0.25N .25 ---- 99 UNCH UNCH 17.40B .60A.007 ----1120---- ---- ---- 0.30N .30 ---- 94 UNCH UNCH 2.10 .50.009 ----1125---- ---- ---- 0.35N .35 ---- 25 UNCH UNCH 1.70B .70A.011 ----1135---- ---- ---- 0.40N .40 ---- 33 UNCH UNCH .80B .50A.012 ----1140---- ---- ---- 0.45N .45 ---- 5 UNCH UNCH 16.50B .20.014 ----1145---- ---- ---- 0.50N .50 42 1068 UNCH UNCH 17.40B .35.015 ----1150---- ---- ---- 0.60N .60 ---- 6 UNCH UNCH 18.30B .40A.018 ----1155---- ---- ---- 0.70N .70 ---- 36 UNCH UNCH 19.30B .30.021 ----1160---- ---- ---- 0.80N .80 ---- 1 UNCH UNCH 5.50B .80A.024 ----1165---- ---- ---- 0.90N .90 ---- 162 UNCH UNCH 9.80B .35.026 ----1170---- ---- ---- 1.10N 1.00- ---- 77 1 UNCH 7.80 .60.029 ----1175---- ---- ---- 1.20N 1.10- ---- 719 1 UNCH 11.10B .30.032 ----1180---- ---- ---- 1.40N 1.30- ---- 34 1 UNCH 9.00B .70.038 ----1185---- ---- ---- 1.50N 1.40- ---- 45 1 UNCH 12.60B .60.041 ----1190---- ---- ---- 1.70N 1.60- ---- 60 1 UNCH 10.50B .80A.046 ----1195---- ---- ---- 1.90N 1.80- 17 1763 -1 14 14.30B .50A.052 ----1200---- ---- ---- 2.10N 2.00- ---- 38 1 UNCH 12.80 .60A.057 ----1205---- ---- ---- 2.30N 2.20- 15 110 +1 5 16.20B .60.063 ----1210---- ---- ---- 2.60N 2.50- ---- 192 1 UNCH 14.30B .70A.071 ----1215---- ---- ---- 2.90N 2.80- 2 717 +1 1 18.30B .80A.079 ----1220---- ---- ---- 3.30N 3.20- 6 59 1 UNCH 16.70B .90A.089 ----1225---- ---- ---- 3.70N 3.60- 54 2199 1 UNCH 20.70B 1.00A.099 ----1230---- ---- ---- 4.10N 4.10 15 122 +UNCH 5 41.00B 1.20A.111 ----1235---- ---- ---- 4.60N 4.60 286 1156 -UNCH 82 43.00B 1.30A.123 ----1240---- ---- ---- 5.10N 5.10 ---- 154 UNCH UNCH 45.10B 1.50A.136 ----1245---- ---- ---- 5.70N 5.70 42 2064 +UNCH 5 48.30 1.60A.150 ----1250---- ---- ---- 6.40N 6.40 30 235 -UNCH 18 49.50B 1.90A.166 ----1255---- ---- ---- 7.20N 7.20 157 1172 +UNCH 27 52.60B 2.10.184 ----1260---- ---- ---- 8.10N 8.00- 12 456 +1 2 55.20B 2.30A.202 ----1265---- ---- ---- 9.10N 8.90- 419 758 +2 48 56.90B 2.60A.221 ----1270---- ---- ---- 10.10N 9.90- ---- 1195 2 UNCH 59.50B 2.90A.242 ----1275---- ---- ---- 11.20N 11.00- 14 1235 +2 9 42.20 3.20.265 ----1280---- ---- ---- 12.50N 12.20- 53 261 +3 6 40.70B 3.80A.289 ----1285---- ---- ---- 13.90N 13.60- 21 1220 -3 4 43.50B 4.20.315 ----1290---- ---- ---- 15.40N 15.20- 5 430 2 UNCH 46.40B 4.80A.343 ----1295---- ---- ---- 17.10N 16.90- 13 2176 +2 5 49.50B 5.30.372 ----1300---- ---- ---- 18.90N 18.70- 39 356 -2 24 52.00B 6.10A.402 ----1305---- ---- ---- 20.90N 20.60- 98 1323 +3 25 53.10B 6.80.432 ----1310---- ---- ---- 23.10N 22.70- ---- 324 4 UNCH 56.40B 7.70A.464 ----1315---- ---- ---- 25.40N 25.00- 47 476 +4 27 58.20B 8.60A.497 ----1320---- ---- ---- 27.90N 27.40- ---- 540 5 UNCH 61.70B 9.70A.530 ----1325---- ---- ---- 30.60N 30.10- 4 383 5 UNCH 63.30B 10.80A.563 ----1330---- ---- ---- 33.50N 32.90- ---- 659 6 UNCH 67.10B 12.10A.596 ----1335---- ---- ---- 36.40N 35.80- ---- 363 6 UNCH 71.00B 13.50A.628 ----1340---- ---- ---- 39.60N 39.00- ---- 78 6 UNCH 75.00B 15.00.660 ----1345---- ---- ---- 43.00N 42.30- 83 409 -7 3 79.10B 16.70A.691 ----1350---- ---- ---- 46.60N 45.80- ---- 188 8 UNCH 83.30B 18.60A.721 ----1355---- ---- ---- 50.30N 49.50- ---- 205 8 UNCH 66.60B 20.50A.749 ----1360---- ---- ---- 54.10N 53.30- ---- 11 8 UNCH 65.80B 22.60A.776 ----1365---- ---- ---- 58.10N 57.30- 1 809 8 UNCH 70.00B 24.90A.800 ----1370---- ---- ---- 62.20N 61.40- ---- 1 8 UNCH 74.30B 27.50A.822 ----1375---- ---- ---- 66.30N 65.60- ---- 6 7 UNCH 78.60B 30.20A.843 ----1380---- ---- ---- 70.60N 69.80- ---- 9 8 UNCH 83.10B 33.00A.862 ----1385---- ---- ---- 75.00N 74.20- ---- 740 8 UNCH 87.60B 36.00A.880 ----1390

TOTAL 1475 30678 + 20EURO FX PUT (FUTURES SETT. 1.31980 + 10.0 )SEP13---- ---- ---- 0.60N .60 ---- 151 UNCH UNCH 4.80 1.20.012 ----1050---- ---- ---- 0.90N .90 ---- 250 UNCH UNCH 4.90 .60.018 ----1080---- ---- ---- 1.40N 1.30- ---- 12 1 UNCH 3.00 1.10A.026 ----1110---- ---- ---- 1.60N 1.50- ---- 7 1 UNCH 9.50 9.50.030 ----1120---- ---- ---- 2.10N 1.90- ---- 10 2 UNCH 6.00 6.00.039 ----1140---- ---- ---- 2.40N 2.20- ---- 29 2 UNCH 10.40 1.50.046 ----1150---- ---- ---- 2.90N 2.70- ---- 12 2 UNCH 12.00 1.70.055 ----1160---- ---- ---- 3.40N 3.30- ---- 57 1 UNCH 3.00B 1.40A.066 ----1170---- ---- ---- 4.00N 4.00 ---- 30 UNCH UNCH 9.10 2.40A.078 ----1180---- ---- ---- 4.70N 4.70 ---- 5 UNCH UNCH 4.30B 3.40A.091 ----1190---- ---- ---- 5.50N 5.50 2 142 +UNCH 2 13.60 2.60A.105 ----1200---- ---- ---- 6.90N 7.00+ ---- 4 1 UNCH 26.00 4.70.131 ----1215---- ---- ---- 7.50N 7.60+ ---- 7 1 UNCH 14.50B 5.00.141 ----1220---- ---- ---- 8.80N 8.90+ ---- 11 1 UNCH 21.50B 4.60A.163 ----1230---- ---- ---- 10.40N 10.50+ 20 36 +1 20 24.40B 5.00A.188 ----1240---- ---- ---- 12.20N 12.30+ 2 151 1 UNCH 27.60B 5.20A.216 ----1250---- ---- ---- 13.20N 13.30+ 1 3 +1 1 28.50B 6.60A.230 ----1255---- ---- ---- 15.40N 15.50+ ---- 5 1 UNCH 31.80B 7.70A.262 ----1265---- ---- ---- 16.70N 16.70 ---- 113 UNCH UNCH 33.60B 8.30A.279 ----1270---- ---- ---- 18.00N 18.00 ---- 21 UNCH UNCH 35.60B 8.90A.297 ----1275---- ---- ---- 19.50N 19.40- ---- 135 1 UNCH 38.50B 8.40A.316 ----1280---- ---- ---- 21.00N 20.90- ---- 1 1 UNCH 40.70B 9.70A.335 ----1285---- ---- ---- 22.70N 22.50- ---- 273 2 UNCH 42.80B 10.50A.355 ----1290---- ---- ---- 26.30N 26.00- ---- 228 3 UNCH 47.60B 12.20A.397 ----1300---- ---- ---- 30.40N 29.90- ---- 15 5 UNCH 53.10B 14.30A.441 ----1310---- ---- ---- 34.90N 34.20- ---- 104 7 UNCH 58.30B 16.60A.488 ----1320---- ---- ---- 37.40N 36.70- ---- 54 7 UNCH 61.20B 17.90A.511 ----1325---- ---- ---- 39.90N 39.30- ---- 16 6 UNCH 62.10B 19.40A.535 ----1330







39Side 06

39Side 06

BULLETIN # 36@

PRELIMINARY

EURO FX PUTEURO FX PUT (FUTURES SETT. 1.31980 + 10.0 )SEP13---- ---- ---- 42.50N 41.90- ---- 101 6 UNCH 50.80B 20.80A.558 ----1335---- ---- ---- 45.40N 44.70- ---- 2 7 UNCH 49.30B 22.40A.582 ----1340---- ---- ---- 51.30N 50.70- ---- 128 6 UNCH 68.00 26.00A.628 ----1350---- ---- ---- 57.80N 57.10- ---- 100 7 UNCH 55.50B 30.10A.673 ----1360---- ---- ---- 64.90N 64.00- ---- 6 9 UNCH 56.40B 34.40A.716 ----1370---- ---- ---- 68.40N 67.50- ---- 24 9 UNCH 57.80B 37.00A.737 ----1375

TOTAL 25 2243 + 23EURO FX PUT (FUTURES SETT. 1.32080 + 13.0 )DEC13---- ---- ---- 5.90N 5.70- ---- 112 2 UNCH 4.70B 4.30.088 ----1160---- ---- ---- 6.80N 6.60- ---- 200 2 UNCH 5.50B 5.50.101 ----1170---- ---- ---- 7.80N 7.50- 1 111 +3 1 12.50B 3.50A.114 ----1180---- ---- ---- 8.90N 8.60- ---- 10 3 UNCH 14.10B 5.00A.128 ----1190---- ---- ---- 10.10N 9.80- ---- 205 3 UNCH 15.80B 4.80A.145 ----1200---- ---- ---- 11.50N 11.20- ---- 5 3 UNCH 17.80B 6.50A.163 ----1210---- ---- ---- 13.00N 12.60- ---- 203 4 UNCH 20.00B 7.40A.181 ----1220---- ---- ---- 14.60N 14.30- ---- 6 3 UNCH 22.40B 9.20A.203 ----1230---- ---- ---- 18.60N 18.10- ---- 11 5 UNCH 28.00B 10.00A.250 ----1250---- ---- ---- 26.30N 25.80- ---- 8 5 UNCH 38.80B 17.60A.337 ----1280---- ---- ---- 33.40N 32.80- ---- 3 6 UNCH 47.80B 22.60A.406 ----1300---- ---- ---- 57.70N 56.80- ---- 3 9 UNCH 48.10B 40.70A.597 ----1350

TOTAL 1 877 + 1WKEC-1X-C

WKEC-1X-C (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 9.70N 10.00+ 20 20 +NEW 20 26.30B 8.50A.565 ----1315---- ---- ---- 7.10N 7.30+ 407 621 +2 152 22.70B 6.10A.463 ----1320---- ---- ---- 5.00N 5.10+ 170 159 +1 101 19.00B 4.30A.360 ----1325---- ---- ---- 3.40N 3.50+ 57 106 +1 5 15.80B 2.90A.267 ----1330---- ---- ---- 2.30N 2.20- 106 210 +1 70 20.20B 1.90A.184 ----1335---- ---- ---- 1.50N 1.40- 231 306 +1 125 20.50B 1.20A.123 ----1340---- ---- ---- 0.90N .80- 49 88 +1 33 20.90B .70.074 ----1345---- ---- ---- 0.50N .45- 161 282 +0 139 19.20B .45A.043 ----1350---- ---- ---- 0.30N .25- 11 174 +0 2 19.10B .20A.024 ----1355---- ---- ---- 0.20N .15- 63 116 +0 63 18.00B .15A.014 ----1360---- ---- ---- 0.10N .10 14 74 UNCH UNCH 14.90B .15A.009 ----1365---- ---- ---- 0.10N .05- ---- 6 0 UNCH 12.10B .10A.004 ----1370---- ---- ---- 0.05N .05 10 42 UNCH UNCH 9.80B .05.004 ----1375---- ---- ---- 0.05N CAB ---- 10 ---- UNCH 7.80B .10A.003 ----1380

TOTAL 1299 2214 + 710WKEC-1X-P

WKEC-1X-P (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 0.25N .20+ 25 25 +NEW 25 .15 .15.014 ----1265---- ---- ---- 0.40N .30- ---- 3 1 UNCH .45B .10A.023 ----1275---- ---- ---- 0.60N .50+ 218 210 +NEW 210 .60 .15A.039 ----1280---- ---- ---- 0.90N .70- 26 31 2 UNCH 1.00B .15A.056 ----1285---- ---- ---- 1.30N 1.10- 56 99 +2 27 1.50B .20A.087 ----1290---- ---- ---- 2.00N 1.70- 219 173 +3 84 2.20B .25A.130 ----1295---- ---- ---- 2.80N 2.50- 168 168 +3 63 3.20B .30A.185 ----1300---- ---- ---- 4.00N 3.60- 140 220 +4 9 4.50B .40A.255 ----1305---- ---- ---- 5.50N 5.00- 250 376 +5 160 6.30B .45A.338 ----1310---- ---- ---- 7.50N 6.90- 53 54 +6 36 8.40B .60A.434 ----1315---- ---- ---- 9.90N 9.20- 81 484 +7 13 11.20B .80A.536 ----1320---- ---- ---- 12.80N 12.00- 2 543 8 UNCH 14.20B 1.00A.639 ----1325---- ---- ---- 16.20N 15.40- 17 94 +8 10 17.40B 1.30A.732 ----1330---- ---- ---- 20.10N 19.10- ---- 199 10 UNCH 21.10B 1.80A.815 ----1335---- ---- ---- 24.30N 23.30- 3 32 10 UNCH 25.40B 2.30A.876 ----1340---- ---- ---- 28.70N 27.70- ---- 47 10 UNCH 29.80B 3.10A.925 ----1345---- ---- ---- 33.30N 32.30- ---- 3 10 UNCH 34.40B 4.10.956 ----1350---- ---- ---- 43.00N 42.00- ---- 1 10 UNCH 44.00B 6.90A.985 ----1360---- ---- ---- 52.90N 51.90- ---- 5 10 UNCH 24.60B 11.10A.995 ----1370

TOTAL 1258 2767 + 637WKEC-3X-C

WKEC-3X-C (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 8.50N 9.30+ 10 1 -8 10 12.30B 8.20A.423 ----1325---- ---- ---- 5.00N 5.60+ 40 61 6 UNCH 23.50B 4.90A.295 ----1335---- ---- ---- 3.70N 4.20+ ---- 32 5 UNCH 20.00B 3.80A.237 ----1340---- ---- ---- 2.70N 3.10+ 1 11 +4 1 22.90B 2.80A.187 ----1345---- ---- ---- 1.00N 1.10+ 15 16 +1 15 15.40B 1.10A.078 ----1360---- ---- ---- 0.50N .60+ 15 15 +NEW 15 11.80B .60A.044 ----1370---- ---- ---- 0.35N .35 ---- ----UNCH UNCH 9.80B .40A.027 ----1375---- ---- ---- 0.20N .20 ---- 42 UNCH UNCH 6.70B .25A.015 ----1385

TOTAL 81 178 + 21WKEC-3X-P

WKEC-3X-P (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 1.00N 1.00 15 15 +UNCH 15 ---- ----.062 ----1270---- ---- ---- 1.90N 1.90 15 15 +UNCH 15 ---- ----.109 ----1280---- ---- ---- 3.30N 3.30 2 12 +UNCH 1 4.00B .80A.176 ----1290---- ---- ---- 4.20N 4.30+ 80 107 +1 80 5.00B 1.00A.219 ----1295---- ---- ---- 5.30N 5.50+ ---- 1 2 UNCH 6.30B 1.20A.268 ----1300---- ---- ---- 6.70N 6.90+ 1 15 2 UNCH 7.90B 1.50A.321 ----1305---- ---- ---- 8.40N 8.50+ 1 4 +1 1 9.70B 1.90A.379 ----1310---- ---- ---- 10.50N 10.50 16 20 +UNCH 6 11.90B 2.40A.442 ----1315---- ---- ---- 12.80N 12.70- 5 32 +1 5 14.30B 3.00A.508 ----1320---- ---- ---- 15.50N 15.30- ---- 15 2 UNCH 17.20B 3.00A.576 ----1325---- ---- ---- 18.60N 18.30- ---- 43 3 UNCH 17.70B 4.80A.641 ----1330---- ---- ---- 22.00N 21.60- 40 55 +4 40 21.00B 6.00A.704 ----1335---- ---- ---- 25.70N 25.20- ---- 30 5 UNCH 24.50B 7.60A.762 ----1340---- ---- ---- 29.70N 29.10- ---- 10 6 UNCH 28.40B 9.20A.812 ----1345---- ---- ---- 38.40N 37.60- ---- 40 8 UNCH 24.10B 13.00A.891 ----1355

TOTAL 175 414 + 163WKEC-4X-C

WKEC-4X-C (FUTURES SETT. .00)FEB13---- ---- ---- 4.40N 3.10- 10 ----13 11 46.10B 1.60A1.000 51315---- ---- ---- 1.90N CAB 590 -------- 390 41.40B .05A---- ----1320---- ---- ---- 0.60N CAB 331 -------- 239 36.90B .05---- ----1325---- ---- ---- 0.15N CAB 1 -------- 286 32.50B .05A---- ----1330---- ---- ---- 0.10N CAB ---- -------- 132 28.30B .05A---- ----1335---- ---- ---- 0.10N CAB 99 -------- 334 31.80B .05---- ----1340---- ---- ---- 0.05N CAB ---- -------- 561 27.60B .05---- ----1345---- ---- ---- 0.05N CAB 4 -------- 244 23.60B .05---- ----1350---- ---- ---- 0.05N CAB ---- -------- 213 19.80B .10---- ----1355---- ---- ---- ---- CAB ---- -------- 153 16.20B .05A---- ----1360---- ---- ---- ---- CAB ---- -------- 144 13.40B .05---- ----1365---- ---- ---- ---- CAB ---- -------- 125 10.70B .05A---- ----1370---- ---- ---- ---- CAB 161 -------- 254 8.30B .05---- ----1375---- ---- ---- ---- CAB ---- -------- 225 6.30B .05---- ----1380---- ---- ---- ---- CAB ---- -------- 13 4.80B .15A---- ----1385---- ---- ---- ---- CAB ---- -------- 22 3.50B .10---- ----1390

TOTAL 1196 0 - 3346WKEC-4X-C (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 12.30N 13.10+ ---- 1 8 UNCH 16.30B 11.70A.493 ----1320---- ---- ---- 8.10N 8.70+ 15 15 +NEW 15 21.30B 7.60A.374 ----1330---- ---- ---- 5.00N 5.40+ 10 10 +NEW 10 15.00B 4.70A.265 ----1340---- ---- ---- 0.50N .60+ ---- 2 1 UNCH 2.60B .70A.042 ----1375

TOTAL 25 28 + 25WKEC-4X-P

WKEC-4X-P (FUTURES SETT. .00)FEB13---- ---- ---- 0.10N CAB ---- -------- 72 2.10B .05A---- ----1290---- ---- ---- 0.10N CAB ---- -------- 80 2.80B .05A---- ----12950.10 #.10 *.10 0.10 CAB 2 -------- 18 3.60B .05A---- ----1300---- ---- ---- 0.35N CAB ---- -------- 105 4.70B .05A---- ----1305---- ---- ---- 0.80N CAB 275 -------- 327 6.00B .05---- ----1310---- ---- *.80A 0.80A CAB 122 -------- 132 7.60B .05A---- ----1315---- ---- ---- 4.70N 1.90- 119 ----28 397 9.40B .25A1.000 3711320---- ---- ---- 8.40N 6.90- 3 ----15 233 11.60B .45A1.000 2351325---- ---- ---- 12.90N 11.90- 5 ----10 228 14.30B .80A1.000 2261330---- ---- ---- 17.90N 16.90- 17 ----10 160 19.00B 1.10A1.000 1491335---- ---- ---- 22.90N 21.90- 15 ----10 146 24.00B 1.60A1.000 1311340---- ---- ---- 27.90N 26.90- ---- ----10 121 29.00B 2.20A1.000 1211345---- ---- ---- 32.80N 31.90- ---- ----9 127 34.00B 3.00A1.000 1271350---- ---- ---- 37.80N 36.90- ---- ----9 108 39.00B 4.10A1.000 1081355---- ---- ---- 42.80N 41.90- ---- ----9 1 44.00B 5.60A1.000 11360---- ---- ---- 47.80N 46.90- ---- ----9 1 49.00B 7.40A1.000 11365

TOTAL 558 0 - 2256WKEC-4X-P (FUTURES SETT. 1.31810 + 9.0 )MAR13---- ---- ---- 3.50N 3.50 ---- 2 UNCH UNCH 4.00B 1.30A.168 ----1285---- ---- ---- 5.40N 5.40 40 40 +UNCH 40 6.10B 1.70A.243 ----1295---- ---- ---- 6.70N 6.60- ---- 15 1 UNCH 7.50B 2.00A.287 ----1300---- ---- ---- 14.30N 14.10- ---- 1 2 UNCH 15.70B 4.80A.506 ----1320---- ---- ---- 17.10N 16.80- ---- 30 3 UNCH 18.50B 6.00A.566 ----1325

TOTAL 40 88 + 40

** Option prices quoted per Daily Information Bulletin convention. For example, an Euro FX option price of 20.30 on this page is equivalent to 20.30 x 0.001 = 0.02030 when the price is quoted in full. The cash price of the option is 0.02030 x 125,000 (contract size) = $2,537.50.**







39Side 07

39Side 07

BULLETIN # 36@

PRELIMINARY

OPTIONS EOO'S, BLOCKS and EXERCISES

PRODUCTBLOCKVOLUME

STRIKE PRICE

EOOVOLUME

OPTIONEXERCISES

D-T-MBLOCKVOLUME

D-T-MOPTION

EXERCISES

EURO FX OPTIONSEURO FX CALLJUN13 CALLZC 1380 ---- -------- 330 ----

0TOTALS 0 0330 0

EURO FX OPTIONSEURO FX PUTAPR13 PUTZC 1370 ---- -------- ---- 3

0TOTALS 0 00 3

JUN13 PUTZC 1290 ---- -------- 250 ----

ZC 1310 ---- -------- 250 ----

ZC 1330 ---- -------- 250 ----

0TOTALS 0 0750 0

EURO FX WK4 OPTIONSWKEC-4X-CFEB13 CALL4X 1315 ---- 5---- ---- 5

0TOTALS 0 50 5

EURO FX WK4 OPTIONSWKEC-4X-PFEB13 PUT4X 1320 ---- 371---- ---- 371

4X 1325 ---- 235---- ---- 235

4X 1330 ---- 226---- ---- 226

4X 1335 ---- 149---- ---- 149

4X 1340 ---- 131---- ---- 131

4X 1345 ---- 121---- ---- 121

4X 1350 ---- 127---- ---- 127

4X 1355 ---- 108---- ---- 108

4X 1360 ---- 1---- ---- 1

4X 1365 ---- 1---- ---- 1

0TOTALS 0 14700 1470



Documents

Section39 Euro FX and Cme$Index Options 2013036