BRITISH POUND CALL OPTIONS 27

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Side 01 XJkX

2016 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc.

20 South Wacker Drive, Chicago, Illinois 60606-7499.

Customer Service: (312) 930-1000

PRELIMINARY

PG27 BULLETIN #174@ BRITISH POUND CALL OPTIONS Fri, Sep 09, 2016 PG27

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.

BRITISH POUND CONTRACTS LAST TRADE DATES

EXPIRATION:	SEP16	OCT16	NOV16
BRIT PND OPT	09/09	10/07	11/04
WKBP-1B-C	09/02
BRIT PND OPT (EUR)	09/09	10/07	11/04
B PND WK 1 (EUR)	09/02
B PND WK 2 (EUR) B PND WK 3 (EUR)	09/16	10/14
B PND WK 4 (EUR)	09/23
B PND WK 5 (EUR)	09/30

DEC16

12/09

JAN17

MAR17

03/03

JUN17

06/09

SEP17

12/09

01/06

03/03

06/09

09/08

EXPIRATION:

BRITISH POUND OPTIONS ON FUTURES ELIGIBLE OPTIONS SERIES (CALLS & PUTS) FOR TRADING: FRI, SEP 09

1B	SEP16	WEEK 1 104.0-180.0	WEEK 2	WEEK 3	WEEK	4	WEEK 5
1E	SEP16	645.0-932.5		667.5-930.0	667.	5-930.0	667.5-930.0
	OCT16		667.5-930.0
1P	SEP16	104.0-180.0		104.5-510.0	104.	5-510.0	104.5-510.0
	OCT16		104.5-510.0

SEP16

OCT16

NOV16

DEC16

JAN17

MAR17

JUN17

SEP17

104.0-180.0

104.5-510.0

104.5-177.0

105.5-510.0

105.5-172.5

^-1^-0^-4.0-180.0

104.5-510.0

^-1^-0^-4.5-510.0

105.5-510.0

^-1^-0^-5.5-510.0

105.5-172.5

^-1^-1^-0.0-158.0

BRITISH POUND FUTURES

					SETT.PRICE	: &	PT. CHGE		RTH	GLOBEX®	OPEN		----CONTRACT----
		GLOBEX OPEN	GLOBEX HIGH	GLOBEX LOW	RECIPROCAL				VOLUME	VOLUME	INTEREST		HIGH	LOW
BRIT PND FUT
SEP16		1.3301	1.3337	1.3239	1.3273	(	.7534) -	29	2	107079	194564 -	27443	1.6180B	1.2806
DEC16		1.3321	1.3358	1.3262	1.3295	(	.7522) -	29	----	34071	52032 +	17142	1.5850B	1.2827A
MAR17		----	1.3375B	1.3294A	1.3322	(	.7506) -	29	----	----	660	UNCH	1.5552B	1.2915A
JUN17		----	----	1.3336A	1.3353	(	.7489) -	28	----	----	411	UNCH	1.5213B	1.2945A
SEP17		----	----	1.3372A	1.3381	(	.7473) -	29	----	----	94	UNCH	1.4883B	1.2970A
DEC17		----	----	1.3415A	1.3413	(	.7455) -	28	----	----	7	UNCH	1.4810B	1.3002A
TOTAL BRIT	PND	FUT							2	141150	247768 -	10301
EC/BP CROSS	RT
SEP16		0.8472	.8486	.8441A	.8461	(	1.1818) -	50	----	1651	22899 -	143	.8731B	.7591A
DEC16		0.8493	.8503B	.8459A	.8479	(	1.1794) -	45	----	895	5875 +	518	.8737B	.7702A
									0	2546	28774 +	375
BRIT POUND	(EU)	FIXING PRICE:	Mar17 1.3248

ADDITIONAL BRITISH POUND FUTURES

GLOBEX

OPEN

GLOBEX

HIGH

GLOBEX

LOW

SETT.PRICE & PT. CHGE

RECIPROCAL

RTH

VOLUME

GLOBEX®

VOLUME

OPEN

INTEREST

----CONTRACT----

HIGH LOW

BDI FUT

SEP16

1182.000

1183.400B

1173.000A

1180.90 ( .0008) + 6.500

----

5 +

1206.200E1161.200A

TOTAL BDI FUT

CNH FUT SEP16	6.6900	6.7068B	6.6834A	6.7025	(	.1492)	+	0.0190	----	28	135	_-	16	6.9102B	6.3689A
OCT16	6.7090	6.7255	6.6955A	6.7216	(	.1488)	+	0.0256	----	7	13	+	5	6.7600B	6.6399A
NOV16	----	#6.7370B	6.7070A	6.7358	(	.1485)	+	0.0279	----	----	3		UNCH	6.7370B	6.6890A
DEC16	6.7275	6.7553	6.7248A	6.7508	(	.1481)	+	0.0297	----	92	1866	-	35	6.9745	6.4911
MAR17	6.7765	6.7950B	6.7765	6.7840	(	.1474)	+	0.0310	----	17	184	-	11	6.9888B	6.5982
JUN17	6.8330	6.8330	6.8315A	6.8282	(	.1465)	+	0.0391	----	14	106	+	14	6.9808B	6.6351A
SEP17	----	6.8676B	----	6.8636	(	.1457)	+	0.0389	----	----	22		UNCH	7.1200B	6.7638A
DEC17	----	6.8700B	----	6.8991	(	.1449)	+	0.0388	----	----	3		UNCH	7.0700B	6.8001
TOTAL CNH FUT									0	158	2332	-	43
INR/USD FUT SEP16	149.910	150.060	149.100	149.140	(	.0067)		0.680		448	102 5		20	150.600	145.000A
OCT16	149.410	149.480B	148.520A	148.560	(	.0067)	-	0.720	----	57	653	+	55	150.000B147.720A
TOTAL INR/USD	FUT								0	505	1678	+	35
MICRO INR/USD F SEP16	149.600	150.060B	149.100	149.140	(	.0067)		0.680		58	212		9	150.610	147.650A
OCT16	149.420	149.470B	148.440	148.560	(	.0067)	-	0.720	----	16	503	+	8	149.990B147.720A
TOTAL MICRO INR/USD F									0	74	715	-	1

BRITISH POUND CALLS **SETT.PRICE**

VOLUME

					SETT.PRICE			EXER	TRADES	OPEN		--CONTRACT--
STRIKE	OPEN RANGE	HIGH	LOW	CLOSING RANGE	& PT.CHGE.		DELTA	CISES	CLEARED	INTEREST		HIGH	LOW
BRIT PND SEP16	CALL	(FUTURES	SETT.	1.3273 - 29.0 )
1300	----			3.020N	2.730-	29	1.000	1165	23	----	1168	17.650B	.730B
1310	----	----	----	2.030N	1.730-	30	1.000	1383	2	----	1384	16.740B	.450B
1315	----	----	----	1.540N	1.230-	31	1.000	432	4	----	433	16.290B	.3 50B
1320	----	----	----	1.060N	.730-	33	1.000	1567	1	----	1567	15.840B	.270B
1325	----	----	----	0.610N	.230-	38	1.000	775	538	----	881	15.380B	.050B
1330	----	----	----	0.260N	CAB -	---	----	----	201	----	2955	14.940B	.010B
1335	----	----	----	0.090N	CAB -	---	----	----	204	----	1195	14.500B	.010B
1340	----	----	----	0.030N	CAB -	---	----	----	59	----	2127	15.560B	.010B
1345	----	----	----	0.010N	CAB -	---	----	----	24	----	810	13.290B	.010B
1355	----	----	----	0.010N	CAB -	---	----	----	3	----	911	12.410B	.010B
1360	----	----	----	----	CAB -	---	----	----	3	----	790	13.790B	.010B
TOTAL OCT16		(FUTURES	SETT.	.00)					1062	0-	32613
1150	----			18.240N	17.950-	29	1.000	----	----	10	UNCH	31.990B	14.970B
1155	----	----	----	17.740N	17.450-	29	1.000	----	----	10	UNCH	31.500B	14.470B
1185	----	----	----	14.740N	14.450-	29	.999	----	----	10	UNCH	28.560B	11.510B
1210	----	----	----	12.240N	11.950-	29	.998	----	----	26	UNCH	26.130B	8.170B
1215	----	----	----	11.740N	11.450-	29	.998	----	----	11	UNCH	25.640B	7.700B
12 5 5	----	----	----	7.770N	7.480-	29	.975	----	----	70	UNCH	21.810B	4.220B
1265	----	----	----	6.780N	6.500-	28	.968	----	----	10	UNCH	20.870B	3.480B
1270	----	----	----	6.300N	6.010-	29	.961	----	----	41	UNCH	20.400B	3.130B
1275	----	----	----	5.810N	5.530-	28	.949	----	----	2	UNCH	19.930B	2.800B
1280	----	----	----	5.340N	5.050-	29	.936	----	----	4	UNCH	19.460B	2.490B
1285	----	----	----	4.870N	4.580-	29	.915	----	----	36	UNCH	19.000B	2.200B
1290	----	----	----	4.410N	4.130-	28	.892	----	----	90	UNCH	18.530B	1.930B
1295	----	----	----	3.960N	3.690-	27	.862	----	----	298	UNCH	18.070B	1.690B
1300	----	----	----	3.530N	3.260-	27	.825	----	48	230 +	22	17.610B	1.470B
1305	----	----	----	3.120N	2.860-	26	.785	----	3	223 +	1	17.150B	1.270B
1310	----	----	----	2.720N	2.470-	25	.738	----	----	911	UNCH	16.690B	1.090B
1315	----	----	----	2.350N	2.110-	24	.684	----	----	1019	UNCH	16.240B	.930B
1320	----	----	----	2.010N	1.780-	23	.625	----	68	1220 +	67	15.780B	.790B
1325	----	----	----	1.690N	1.480-	21	.563	----	30	606 +	9	15.330B	.670B
1330	----	----	----	1.410N	1.220-	19	.498	----	158	902 +	88	14.890B	.560B
1335	----	----	----	1.160N	.990-	17	.433	----	217	871 +	177	14.440B	.480B
1340	----	----	----	0.940N	.790-	15	.370	----	305	1721 +	59	14.000B	.400B
1345	----	----	----	0.750N	.630-	12	.312	----	207	2353 +	140	13.560B	.330B
1350	----	----	----	0.590N	.490-	10	.257	----	341	1115 +	224	13.120B	.280B
1355	----	----	----	0.460N	.380-	8	.210	----	56	1031 +	53	12.690B	.230B
1360	----	----	----	0.350N	.290-	6	.168	----	98	1530 +	2	12.700B	.190B
1365	----	----	----	0.270N	.220-	5	.133	----	25	987	UNCH	11.830B	.160B

2016 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc.

Side 02

20 South Wacker Drive, Chicago, Illinois 60606-7499.

Customer Service: (312) 930-1000

PRELIMINARY

PG27	BULLETIN # 174@			BRITISH		POUND CALL	OPTIONS				Fri	, Sep	09, 2016	PG27
BRIT PND CALL
		(FUTURES	SETT.	.00)
1370	—			0.200N		.160-	4	.102	----	24	1021 +	4	11.850B	.140B
1375	—	—	—	0.150N		.120-	3	.079	----	6	691 +	6	11.080B	.110B
1380	—	—	—	0.110N		.090-	2	.061	----	37	236 +	17	11.010B	.080B
1385	—	—	—	0.090N		.060-	3	.043	----	15	74 +	15	10.820B	.060B
1390	—	—	—	0.060N		.050-	1	.035	----	----	82	UNCH	10.650B	.0 50B
1395	—	—	—	0.050N		.030-	2	.022	----	----	309	UNCH	10.500B	.040B
1400	—	—	—	0.040N		.030-	1	.021	----	----	43	UNCH	10.280B	.030B
1405	—	—	—	0.030N		.020-	1	.014	----	----	49	UNCH	9.880B	.030B
1410	—	—	—	0.020N		.010-	1	.008	----	----	31	UNCH	9.490B	.020B
1415	—	—	—	0.020N		.010-	1	.005	----	----	30	UNCH	9.100B	.020B
1420	—	—	—	0.010N		CAB	----	.003	----	1	24	UNCH	8.720B	.010B
142 5	—	—	—	0.010N		CAB	----	.002	----	8	510 +	8	8.340B	.010B
1430	—	—	—	0.010N		CAB	----	.001	----	----	11	UNCH	7.970B	.010B
143 5	—	—	—	—		CAB	----	.000	----	----	1	UNCH	7.600B	.010B
1445	—	—	—	—		CAB	----	.000	----	----	5	UNCH	6.890B	.0 50B
1460	—	—	—	—		CAB	----	.000	----	----	2	UNCH	5.870B	.010B
1470	—	—	—	—		CAB	----	.000	----	----	10	UNCH	5.170B	.030B
1475	—	—	—	—		CAB	----	.000	----	----	21	UNCH	4.860B	.030B
1480	—	—	—	—		CAB	----	.000	----	----	73	UNCH	4.350B	.030B
1485	—	—	—	—		CAB	----	----	----	----	62	UNCH	4.050B	.020B
1500	—	—	—	—		CAB	----	----	----	----	5	UNCH	3.230B	.040B
1510	—	—	—	—		CAB	----	----	----	----	1	UNCH	2.730B	.110B
1550	—	—	—	—		CAB	----	----	----	----	19	UNCH	1.050B	.070B
1555	—	—	—	—		CAB	----	----	----	----	22	UNCH	.920B	.210B
1560	—	—	—	—		CAB	----	----	----	----	21	UNCH	.820B	.060B
1605	—	—	—	—		CAB	----	----	----	----	22	UNCH	.260B	.160B
1610	—	—	—	—		CAB	----	----	----	----	58	UNCH	.280	.160
TOTAL NOV16		(FUTURES	SETT.	.00)						1647	18770 +	892
1235	—	—	—	9.810N		9.520-	29	.965	----	----	15	UNCH	10.730B	6.250B
1265	—	—	—	6.970N		6.680-	29	.907	----	----	15	UNCH	8.430B	4.000B
1275	—	—	—	6.060N		5.780-	28	.870	----	----	13	UNCH	8.090B	3.360B
1285	—	—	—	5.180N		4.920-	26	.827	----	----	5	UNCH	7.480B	2.760B
1290	—	—	—	4.760N		4.500-	26	.800	----	----	13	UNCH	7.390B	2.500B
1295	—	—	—	4.360N		4.100-	26	.773	----	----	69	UNCH	7.010B	2.250B
1300	—	—	—	3.970N		3.710-	26	.742	----	----	226	UNCH	6.640B	2.010B
1305	—	—	—	3.590N		3.330-	26	.707	----	----	170	UNCH	6.270B	1.800B
1310	—	—	—	3.230N		2.980-	25	.671	----	----	75	UNCH	5.920B	1.600B
1315	—	—	—	2.890N		2.650-	24	.631	----	----	52	UNCH	5.570B	1.420B
1320	—	—	—	2.560N		2.340-	22	.589	----	----	705	UNCH	5.230B	1.260B
1325	—	—	—	2.260N		2.050-	21	.546	----	----	169	UNCH	4.900B	1.110B
1330	—	—	—	1.980N		1.790-	19	.502	----	----	346	UNCH	4.590B	.980B
1335	—	—	—	1.720N		1.550-	17	.458	----	26	391 +	5	4.280B	.860B
1340	—	—	—	1.490N		1.330-	16	.414	----	106	316 +	106	3.990B	.7 50B
1345	—	—	—	1.280N		1.130-	15	.370	----	145	351 +	133	3.710B	.660B
1350	—	—	—	1.100N		.960-	14	.329	----	7	151 -	5	3.450B	.570B
1355	—	—	—	0.930N		.800-	13	.289	----	50	153 +	45	3.200B	.500B
1360	—	—	—	0.790N		.670-	12	.252	----	109	131 +	99	2.960B	.440B
1365	—	—	—	0.670N		.560-	11	.219	----	28	134 +	12	2.730B	.380B
1370	—	—	—	0.560N		.460-	10	.188	----	3	200	UNCH	2.520B	.340B
1375	—	—	—	0.470N		.380-	9	.160	----	3	129	UNCH	2.320B	.290B
1380	—	—	—	0.390N		.320-	7	.138	----	6	44 +	6	2.130B	.260B
1385	—	—	—	0.320N		.260-	6	.116	----	----	123	UNCH	1.950B	.220B
1390	—	—	—	0.270N		.220-	5	.100	----	----	69	UNCH	1.780B	.200B
1395	—	—	—	0.220N		.180-	4	.084	----	28	41 -	2	1.620B	.170B
1400	—	—	—	0.180N		.150-	3	.071	----	----	150	UNCH	1.480B	.140B
1405	—	—	—	0.150N		.120-	3	.058	----	15	28 -	15	1.340B	.120B
1410	—	—	—	0.120N		.100-	2	.049	----	----	18	UNCH	1.220B	.100B
1415	—	—	—	0.100N		.080-	2	.040	----	----	23	UNCH	1.100B	.080B
1430	—	—	—	0.050N		.040-	1	.021	----	----	11	UNCH	.800B	.060B
143 5	—	—	—	0.040N		.030-	1	.016	----	----	11	UNCH	.720B	.0 50B
1440	—	—	—	0.040N		.030-	1	.016	----	----	18	UNCH	.650B	.030B
1445	—	—	—	0.030N		.020-	1	.011	----	----	15	UNCH	.580B	.0 50B
1450	—	—	—	0.020N		.020	UNCH	.011	----	----	15	UNCH	.520B	.040B
1455	—	—	—	0.020N		.010-	1	.006	----	----	11	UNCH	.460B	.040B
1460	—	—	—	0.020N		.010-	1	.004	----	----	26	UNCH	.410B	.030B
1465	—	—	—	0.010N		CAB	----	.003	----	----	11	UNCH	.370B	.030B
1490	—	—	—	—		CAB	----	.000	----	----	15	UNCH	.200B	.030B
1570	—	—	—	—		CAB	----	----	----	----	20	UNCH	.010	.010
TOTAL DEC16		(FUTURES	SETT.	1.3295 - 29.0	)					526	4478 +	384
1150	—			18.250N		17.960-	29	.990	----	----	10	UNCH	32.060B	15.120B
1155	—	—	—	17.760N		17.470-	29	.989	----	----	14	UNCH	31.570B	14.640B
1165	—	—	—	16.770N		16.480-	29	.984	----	----	5	UNCH	30.600B	13.690B
1170	—	—	—	16.270N		15.980-	29	.983	----	----	61	UNCH	30.110B	12.310B
1180	—	—	—	15.290N		15.000-	29	.977	----	----	10	UNCH	29.140B	11.380B
1185	—	—	—	14.800N		14.510-	29	.974	----	----	5	UNCH	28.660B	10.920B
1200	—	—	—	13.330N		13.040-	29	.965	----	----	16	UNCH	27.220B	9.580B
1205	—	—	—	12.840N		12.560-	28	.961	----	----	5	UNCH	26.740B	9.140B
1260	—	—	—	7.710N		7.440-	27	.860	----	----	7	UNCH	21.520B	4.870B
1280	—	—	—	6.010N		5.760-	25	.787	----	----	6	UNCH	19.680B	3.600B
1290	—	—	—	5.210N		4.970-	24	.742	----	----	27	UNCH	18.760B	3.050B
1295	—	—	—	4.830N		4.600-	23	.716	----	----	23	UNCH	18.310B	2.800B
1300	—	—	—	4.460N		4.240-	22	.690	----	----	111	UNCH	17.860B	2.560B
1305	—	—	—	4.110N		3.890-	22	.662	----	----	207	UNCH	17.410B	2.340B
1310	—	—	—	3.760N		3.550-	21	.633	----	----	96	UNCH	16.960B	2.130B
1315	—	—	—	3.440N		3.230-	21	.603	----	----	58	UNCH	16.520B	1.940B
1320	—	—	—	3.130N		2.930-	20	.571	----	----	272	UNCH	16.080B	1.760B
1325	—	—	—	2.830N		2.640-	19	.538	----	----	81	UNCH	15.640B	1.600B
1330	—	—	—	2.550N		2.370-	18	.505	----	----	603	UNCH	15.200B	1.440B
1335	—	—	—	2.290N		2.120-	17	.472	----	70	208 +	69	14.770B	1.300B
1340	—	—	—	2.050N		1.890-	16	.438	----	50	299 +	17	14.330B	1.170B
1345	—	—	—	1.830N		1.670-	16	.404	----	----	203	UNCH	13.900B	1.060B
1350	—	—	—	1.620N		1.480-	14	.372	----	2	484 +	2	13.470B	.950B
1355	—	—	—	1.440N		1.300-	14	.340	----	----	288	UNCH	13.050B	.840B
1360	—	—	—	1.270N		1.140-	13	.309	----	20	221 +	20	12.720B	.760B
1365	—	—	—	1.110N		1.000-	11	.280	----	----	987	UNCH	12.390B	.680B
1370	—	—	—	0.970N		.870-	10	.252	----	27	519 +	27	12.150B	.610B
1375	—	—	—	0.850N		.760-	9	.227	----	----	109	UNCH	12.370B	.5 50B
1380	—	—	—	0.730N		.660-	7	.203	----	----	547	UNCH	11.960B	.490B
1385	—	—	—	0.640N		.570-	7	.181	----	----	123	UNCH	11.560B	.440B
1390	—	—	—	0.550N		.500-	5	.162	----	----	67	UNCH	11.170B	.390B
1395	—	—	—	0.480N		.430-	5	.143	----	----	109	UNCH	11.020B	.3 50B
1400	—	—	—	0.410N		.370-	4	.126	----	8	1410 +	8	10.480B	.320B
1405	—	—	—	0.360N		.320-	4	.111	----	----	74	UNCH	10.070B	.280B
1410	—	—	—	0.310N		.270-	4	.096	----	----	87	UNCH	9.680B	.250B
1415	—	—	—	0.270N		.240-	3	.086	----	13	66 +	13	9.270B	.230B
1420	—	—	—	0.230N		.200-	3	.074	----	----	107	UNCH	8.890B	.200B
142 5	—	—	—	0.200N		.170-	3	.064	----	----	73	UNCH	8.530B	.170B
1430	—	—	—	0.180N		.150-	3	.057	----	----	52	UNCH	8.170B	.150B
143 5	—	—	—	0.150N		.130-	2	.050	----	----	18	UNCH	7.820B	.130B
1440	—	—	—	0.130N		.110-	2	.043	----	----	16	UNCH	7.480B	.120B
1445	—	—	—	0.120N		.090-	3	.036	----	----	155	UNCH	7.140B	.100B
1450	—	—	—	0.100N		.080-	2	.032	----	----	100	UNCH	6.810B	.090B
1455	—	—	—	0.090N		.070-	2	.028	----	----	31	UNCH	6.480B	.080B
1460	—	—	—	0.080N		.060-	2	.024	----	----	130	UNCH	6.160B	.070B
1465	—	—	—	0.070N		.050-	2	.021	----	----	55	UNCH	5.850B	.060B
1470	—	—	—	0.060N		.050-	1	.020	----	----	68	UNCH	5.550B	.060B
1480	—	—	—	0.050N		.040-	1	.016	----	----	98	UNCH	5.000	.040
1485	—	—	—	0.040N		.030-	1	.012	----	----	13	UNCH	4.680B	.050B
1490	—	—	—	0.040N		.030-	1	.012	----	----	47	UNCH	7.480B	.040B
1495	—	—	—	0.030N		.020-	1	.008	----	----	25	UNCH	5.740B	.040B
1500	—	—	—	0.030N		.020-	1	.008	----	----	101	UNCH	6.950B	.050B
1505	—	—	—	0.020N		.020	UNCH	.008	----	----	27	UNCH	6.490B	.040B
1510	—	—	—	0.020N		.020	UNCH	.008	----	----	121	UNCH	6.260B	.030B
1515	—	—	—	0.020N		.020	UNCH	.008	----	----	47	UNCH	6.130B	.040B
1520	—	—	—	0.020N		.010-	1	.004	----	----	83	UNCH	5.850B	.030B
1525	—	—	—	0.010N		.010	UNCH	.003	----	----	46	UNCH	5.570B	.030B
1530	—	—	—	0.010N		.010	UNCH	.003	----	----	2	UNCH	5.300B	.060B
1535	—	—	—	0.010N		.010	UNCH	.002	----	----	45	UNCH	5.110B	.050B
1540	—	—	—	0.010N		.010	UNCH	.002	----	----	124	UNCH	4.850B	.020B
1545	—	—	—	----		CAB	----	.001	----	----	80	UNCH	4.600B	.050B
1550	—	—	—	----		CAB	----	.001	----	----	60	UNCH	4.370B	.020B
1555	—	—	—	----		CAB	----	.001	----	----	29	UNCH	4.130B	.040B
1560	—	—	—	----		CAB	----	.000	----	----	61	UNCH	3.920B	.040B
1565	—	—	—	----		CAB	----	.000	----	----	111	UNCH	3.700B	.140B
1570	—	—	—	----		CAB	----	.000	----	----	265	UNCH	3.490B	.130B
1575	—	—	—	----		CAB	----	.000	----	----	35	UNCH	3.300B	.010B
1580	—	—	—	----		CAB	----	.000	----	----	39	UNCH	3.110B	.120B
1595	—	—	—	----		CAB	----	.000	----	----	30	UNCH	2.600B	.170B
1600	—	—	—	----		CAB	----	.000	----	----	5	UNCH	2.440B	.200B
1620	—	—	—	----		CAB	----	.000	----	----	3	UNCH	1.840B	.160B
1650	—	—	—	----		CAB	----	.000	----	----	10	UNCH	1.170B	.250B
1770	—	—	—	----		CAB	----	----	----	----	2	UNCH	.010B	.010B
TOTAL MAR17		(FUTURES	SETT.	1.3322 - 29.0	)					190	9732 +	156
1210	____			12.950N		12.670-	28	.902	----	----	29	UNCH	26.570B	10.500B

2016 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc.

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PRELIMINARY

PG27 BULLETIN # 174@				BRITISH	POUND CALL	OPTIONS				Fri,	Sep	09, 2016	PG27
BRIT PND CALL
		(FUTURES	SETT.	1.3322 - 29.0 )
1215	----			12.500N	12.220-	28	.893	----	----	1	UNCH	26.090B	10.130B
1230	----	----	----	11.160N	10.890-	27	.866	----	----	11	UNCH	24.690B	8.150B
1235	----	----	----	10.720N	10.460-	26	.854	----	----	3	UNCH	24.220B	7.770B
1240	----	----	----	10.290N	10.020-	27	.843	----	----	3	UNCH	23.760B	7.390B
1260	----	----	----	8.610N	8.350-	26	.792	----	----	12	UNCH	21.910B	5.990B
1265	----	----	----	8.210N	7.950-	26	.778	----	----	4	UNCH	20.880B	5.660B
1280	----	----	----	7.030N	6.780-	25	.730	----	----	14	UNCH	19.530B	4.680B
1285	----	----	----	6.650N	6.400-	25	.713	----	----	52	UNCH	19.090B	4.390B
1295	----	----	----	5.920N	5.670-	25	.675	----	----	4	UNCH	18.210B	3.850B
1300	----	----	----	5.570N	5.330-	24	.656	----	----	1	UNCH	17.770B	3.610B
1305	----	----	----	5.230N	4.990-	24	.635	----	----	1	UNCH	17.330B	3.370B
1310	----	----	----	4.900N	4.670-	23	.614	----	----	66	UNCH	16.900B	3.140B
1315	----	----	----	4.580N	4.350-	23	.592	----	----	111	UNCH	16.470B	2.920B
1320	----	----	----	4.270N	4.060-	21	.569	----	----	66	UNCH	16.050B	2.720B
1325	----	----	----	3.980N	3.770-	21	.546	----	----	27	UNCH	15.630B	2.530B
1330	----	----	----	3.700N	3.500-	20	.523	----	----	25	UNCH	15.210B	2.350B
1335	----	----	----	3.430N	3.240-	19	.499	----	----	20	UNCH	14.790B	2.180B
1340	----	----	----	3.170N	3.000-	17	.475	----	----	8	UNCH	14.370B	2.020B
1345	----	----	----	2.930N	2.770-	16	.452	----	----	35	UNCH	13.960B	1.870B
1350	----	----	----	2.700N	2.550-	15	.428	----	----	50	UNCH	13.550B	1.730B
1355	----	----	----	2.480N	2.340-	14	.405	----	----	76	UNCH	13.140B	1.600B
1360	----	----	----	2.280N	2.150-	13	.382	----	----	85	UNCH	13.250B	1.470B
1365	----	----	----	2.090N	1.970-	12	.359	----	----	22	UNCH	12.820B	1.360B
1370	----	----	----	1.910N	1.800-	11	.337	----	----	34	UNCH	13.080B	1.250B
1375	----	----	----	1.750N	1.640-	11	.315	----	----	20	UNCH	12.690B	1.150B
1400	----	----	----	1.090N	1.000-	9	.218	----	----	56	UNCH	10.840B	.730B
1405	----	----	----	0.990N	.900-	9	.201	----	----	26	UNCH	10.460B	.700B
1420	----	----	----	0.730N	.660-	7	.156	----	----	4	UNCH	9.320B	.5 50B
1430	----	----	----	0.600N	.540-	6	.132	----	----	11	UNCH	8.570B	.470B
143 5	----	----	----	0.540N	.480-	6	.120	----	----	20	UNCH	8.220B	.430B
1450	----	----	----	0.400N	.360-	4	.093	----	----	20	UNCH	7.200B	.330B
1460	----	----	----	0.330N	.300-	3	.079	----	----	2	UNCH	6.550B	.300B
1475	----	----	----	0.250N	.230-	2	.062	----	----	30	UNCH	5.620B	.280B
1480	----	----	----	0.230N	.220-	1	.059	----	----	2	UNCH	5.320B	.260B
1500	----	----	----	0.170N	.160-	1	.043	----	----	34	UNCH	4.230B	.160B
1520	----	----	----	0.130N	.120-	1	.032	----	----	22	UNCH	3.320B	.160B
1530	----	----	----	0.110N	.100-	1	.027	----	----	10	UNCH	2.910B	.140B
1535	----	----	----	0.100N	.090-	1	.025	----	----	10	UNCH	2.730B	.160B
1550	----	----	----	0.080N	.070-	1	.019	----	----	11	UNCH	2.220B	.070B
1590	----	----	----	0.040N	.040	UNCH	.011	----	----	10	UNCH	1.120B	.100B
1695	----	----	----	0.020N	.020	UNCH	.005	----	----	5	UNCH	.260	.050
1700	----	----	----	0.020N	.020	UNCH	.005	----	----	5	UNCH	.240	.050
1705	----	----	----	0.020N	.020	UNCH	.005	----	----	10	UNCH	.210	.050
TOTAL									0	1068
JUN17		(FUTURES	SETT.	1.3353 - 28.0 )
1280	----			8.010N	7.820-	19	.701	----	----	22	UNCH	10.760B	5.720B
1295	----	----	----	6.940N	6.760-	18	.655	----	----	16	UNCH	9.750B	4.880B
1305	----	----	----	6.270N	6.100-	17	.623	----	----	12	UNCH	9.100B	4.370B
1310	----	----	----	5.950N	5.770-	18	.606	----	----	16	UNCH	8.780B	4.130B
1315	----	----	----	5.630N	5.460-	17	.589	----	----	34	UNCH	8.460B	3.900B
1320	----	----	----	5.330N	5.160-	17	.571	----	----	6	UNCH	8.160B	3.680B
1325	----	----	----	5.040N	4.870-	17	.553	----	----	5	UNCH	7.690B	3.470B
1330	----	----	----	4.760N	4.590-	17	.535	----	----	1	UNCH	7.390B	3.270B
1335	----	----	----	4.490N	4.320-	17	.517	----	----	15	UNCH	7.230B	3.080B
1350	----	----	----	3.740N	3.570-	17	.460	----	----	72	UNCH	6.290B	2.560B
1355	----	----	----	3.510N	3.340-	17	.442	----	----	205	UNCH	6.000B	2.400B
1360	----	----	----	3.290N	3.130-	16	.423	----	----	5	UNCH	5.680B	2.250B
1365	----	----	----	3.080N	2.920-	16	.404	----	----	10	UNCH	5.420B	2.110B
1370	----	----	----	2.880N	2.730+	NEW	.386	----	1	1 +	1	5.170B	1.970B
1375	----	----	----	2.690N	2.540-	15	.368	----	----	10	UNCH	4.940B	1.850B
1380	----	----	----	2.510N	2.370-	14	.350	----	1	52 +	1	4.690B	1.730B
1390	----	----	----	2.170N	2.050-	12	.316	----	----	1	UNCH	4.250B	1.510B
1400	----	----	----	1.870N	1.770-	10	.284	----	----	14	UNCH	3.820B	1.320B
1410	----	----	----	1.610N	1.520-	9	.253	----	----	5	UNCH	3.430B	1.140B
1415	----	----	----	1.490N	1.410-	8	.239	----	----	10	UNCH	3.250B	1.060B
1450	----	----	----	0.860N	.810-	5	.153	----	----	8	UNCH	2.160B	.650B
1465	----	----	----	0.680N	.640-	4	.126	----	----	9	UNCH	5.890B	.540B
1480	----	----	----	0.540N	.520-	2	.105	----	----	2	UNCH	5.140B	.490B
1500	----	----	----	0.410N	.390-	2	.081	----	----	10	UNCH	4.200B	.400B
1530	----	----	----	0.270N	.260-	1	.056	----	----	15	UNCH	.930B	.300B
1540	----	----	----	0.240N	.230-	1	.049	----	----	10	UNCH	.830B	.210B
1700	----	----	----	0.060N	.050-	1	.010	----	----	1	UNCH	.140	.140
TOTAL									2	567 +	2
BRIT PND-C	EU
SEP16		(FUTURES	SETT.	1.3273 - 29.0 )
TOTAL									0	0-	98
OCT16		(FUTURES	SETT.	.00)
1340	----	----	----	0.940N	.790-	15	.370	----	----	1	UNCH	4.460B	.3 50B
1385	----	----	----	0.090N	.060-	3	.043	----	----	19	UNCH	2.200B	.170B
1390	----	----	----	0.060N	.050-	1	.035	----	----	8	UNCH	7.200B	.150B
TOTAL									0	28
NOV16		(FUTURES	SETT.	.00)
1385	----			0.320N	.260-	6	.116	----	----	1	UNCH	1.940B	.260B
TOTAL									0	1
DEC16		(FUTURES	SETT.	1.3295 - 29.0 )
1310	----			3.760N	3.550-	21	.633	----	----	1	UNCH	6.310B	2.710B
1330	----	----	----	2.550N	2.370-	18	.505	----	----	1	UNCH	5.880B	1.880B
1350	----	----	----	1.620N	1.480-	14	.372	----	----	1	UNCH	4.750	1.260
1355	----	----	----	1.440N	1.300-	14	.340	----	----	1	UNCH	4.400B	1.130B
1360	----	----	----	1.260N	1.140-	12	.309	----	----	5	UNCH	4.140B	1.010B
1365	----	----	----	1.110N	1.000-	11	.280	----	----	6	UNCH	3.880B	.900B
1370	----	----	----	0.970N	.870-	10	.252	----	----	6	UNCH	3.640B	.800B
1375	----	----	----	0.850N	.760-	9	.227	----	----	6	UNCH	7.910B	.710B
1380	----	----	----	0.730N	.660-	7	.203	----	----	16	UNCH	8.250B	.630B
1385	----	----	----	0.640N	.570-	7	.181	----	----	6	UNCH	7.380B	.560B
1390	----	----	----	0.550N	.500-	5	.162	----	----	7	UNCH	6.970B	.500B
1450	----	----	----	0.100N	.080-	2	.032	----	----	10	UNCH	6.760B	.150B
1470	----	----	----	0.060N	.050-	1	.020	----	----	1	UNCH	5.140B	.110B
1500	----	----	----	0.030N	.020-	1	.008	----	----	5	UNCH	6.940B	.070B
1540	----	----	----	0.010N	.010	UNCH	.002	----	----	1	UNCH	4.850B	.0 50B
1580	----	----	----	----	CAB	----	.000	----	----	1	UNCH	3.110B	.120B
1700	----	----	----	----	CAB	----	----	----	----	1	UNCH	.040	.040
TOTAL									0	75
MAR17		(FUTURES	SETT.	1.3322 - 29.0 )
1330	----	----	----	3.700N	3.500-	20	.523	----	----	1	UNCH	6.590B	2.650B
1365	----	----	----	2.090N	1.970-	12	.359	----	----	5	UNCH	4.600B	1.630B
1370	----	----	----	1.910N	1.800-	11	.337	----	----	10	UNCH	4.350B	1.500B
1375	----	----	----	1.750N	1.640-	11	.315	----	----	5	UNCH	4.110B	1.380B
1380	----	----	----	1.590N	1.490-	10	.294	----	----	5	UNCH	9.050B	1.270B
1385	----	----	----	1.450N	1.350-	10	.274	----	----	5	UNCH	8.730B	1.160B
1390	----	----	----	1.320N	1.220-	10	.254	----	----	18	UNCH	8.420B	1.060B
1395	----	----	----	1.200N	1.110-	9	.236	----	----	6	UNCH	9.220B	.970B
1400	----	----	----	1.090N	1.000-	9	.218	----	----	6	UNCH	8.890B	.890B
1405	----	----	----	0.990N	.900-	9	.201	----	----	6	UNCH	8.570B	.810B
1410	----	----	----	0.890N	.810-	8	.185	----	----	6	UNCH	8.260B	.7 50B
TOTAL									0	73
JUN17		(FUTURES	SETT.	1.3353 - 28.0 )
1350	----			3.730N	3.560-	17	.460	----	----	1	UNCH	5.960B	2.920B
1385	----	----	----	2.330N	2.200-	13	.333	----	----	1	UNCH	4.270B	1.810B
1390	----	----	----	2.170N	2.050-	12	.316	----	----	5	UNCH	4.060B	1.690B
1395	----	----	----	2.020N	1.900-	12	.299	----	----	5	UNCH	3.850B	1.570B
1400	----	----	----	1.870N	1.770-	10	.284	----	----	5	UNCH	3.660B	1.460B
1405	----	----	----	1.740N	1.640-	10	.268	----	----	6	UNCH	3.470B	1.360B
1410	----	----	----	1.610N	1.520-	9	.253	----	----	6	UNCH	3.290B	1.260B
1415	----	----	----	1.490N	1.410-	8	.239	----	----	6	UNCH	3.120B	1.180B
1420	----	----	----	1.380N	1.300-	8	.224	----	----	6	UNCH	2.950B	1.090B
142 5	----	----	----	1.270N	1.200-	7	.211	----	----	6	UNCH	2.790B	1.020B
1430	----	----	----	1.180N	1.110-	7	.198	----	----	18	UNCH	2.640B	.9 50B
1545	----	----	----	0.220N	.210-	1	.046	----	----	1	UNCH	.640B	.280B
TOTAL									0	66
** 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.