|
|
|
|
|
Date: 03/09/2010
|
|
*** HIGH
*** |
|
Board
Price |
Bid
Period |
Basis |
|
Protection |
Cash Bid |
+/- |
|
Time |
|
3.7500 |
MAR |
-0.28 |
K |
0.00 |
3.47 |
|
0.00 |
06:50 |
|
3.7500 |
APRIL |
-0.28 |
K |
0.00 |
3.47 |
|
0.00 |
06:50 |
|
3.7500 |
MAY |
-0.29 |
K |
0.00 |
3.46 |
|
0.00 |
06:50 |
|
3.8600 |
JUNE |
-0.36 |
N |
0.00 |
3.50 |
|
0.00 |
06:50 |
|
3.8600 |
JULY |
-0.35 |
N |
0.00 |
3.51 |
|
0.00 |
06:50 |
|
4.0300 |
O/N10 |
-0.50 |
Z |
0.00 |
3.53 |
|
0.00 |
06:50 |
|
4.1375 |
JAN11 |
-0.52 |
C |
0.00 |
3.62 |
|
0.00 |
06:50 |
|
|
|
|
*** LOW *** |
|
Board
Price |
Bid
Period |
Basis |
|
Protection |
Cash Bid |
+/- |
|
Time |
|
3.6850 |
MAR |
-0.28 |
K |
0.00 |
3.40 |
- |
-0.07 |
12:50 |
|
3.6850 |
APRIL |
-0.28 |
K |
0.00 |
3.40 |
- |
-0.07 |
12:50 |
|
3.6850 |
MAY |
-0.29 |
K |
0.00 |
3.39 |
- |
-0.07 |
12:50 |
|
3.7950 |
JUNE |
-0.36 |
N |
0.00 |
3.43 |
- |
-0.07 |
12:50 |
|
3.7950 |
JULY |
-0.35 |
N |
0.00 |
3.44 |
- |
-0.07 |
12:50 |
|
3.9600 |
O/N10 |
-0.50 |
Z |
0.00 |
3.46 |
- |
-0.07 |
09:41 |
|
4.0725 |
JAN11 |
-0.52 |
C |
0.00 |
3.55 |
- |
-0.07 |
09:41 |
|
|
|
|
***
CLOSE *** |
|
Board
Price |
Bid
Period |
Basis |
|
Protection |
Cash Bid |
+/- |
|
Time |
|
3.6900 |
MAR |
-0.28 |
K |
0.00 |
3.41 |
- |
-0.06 |
16:07 |
|
3.6900 |
APRIL |
-0.28 |
K |
0.00 |
3.41 |
- |
-0.06 |
16:07 |
|
3.6900 |
MAY |
-0.26 |
K |
0.00 |
3.43 |
- |
-0.03 |
16:07 |
|
3.8000 |
JUNE |
-0.36 |
N |
0.00 |
3.44 |
- |
-0.06 |
16:07 |
|
3.8000 |
JULY |
-0.35 |
N |
0.00 |
3.45 |
- |
-0.06 |
16:07 |
|
3.9700 |
O/N10 |
-0.50 |
Z |
0.00 |
3.47 |
- |
-0.06 |
16:07 |
|
4.0775 |
JAN11 |
-0.52 |
C |
0.00 |
3.56 |
- |
-0.06 |
16:07 |
|