Wednesday, November 15, 2000 Municipal Bond Index Del. Month High Low Settle Change Dec 00 100-08 99-26 100-04 +7 Mar 01 99-12 99-10 99-12 +7 Estimated number of contracts traded: 500 Number of contracts traded on 11/14: 938 Open interest on 11/14: 20,245 up 74 U.S. Treasury Bonds Del. Month High Low Settle Change Dec 00 100-19 99-29 100-15 +16 Mar 01 100-19 99-30 100-15 +15 Jun 01 100-12 +15 Estimated number of contracts traded: 202,000 Number of contracts traded on 11/14: 187,640 Open interest on 11/14: 429,568 up 8,530 U.S. Treasury Notes Del. Month High Low Settle Change Dec 00 101-10.0 100-31.5 101-08.0 +8.0 Mar 01 101-11.5 101-01.0 101-09.5 +8.5 Jun 01 101-09.5 +8.5 Estimated number of contracts traded: 181,000 Number of contracts traded on 11/14: 170,318 Open interest on 11/14: 560,183 up 7,134 Options on Municipal Futures
Strike Call Settlement Put Settlement
Price Nov Dec Jan Feb Nov Dec Jan Feb
98 - - - - 0-01 - - -
99 - - - - - - - -
100 - - - - - - - -
101 - - - - - - - -
102 - - - - - - - -
103 - - - - - - - -
104 - - - - - - - -
105 - - - - - - - -
106 - 0-01 - - - - - -
107 - - - - - - - -
108 - - - - - - - -
109 - - - - - - - -
110 - - - - - - - -
111 - - - - - - - -
112 - - - - - - - -
113 - - - - - - - -
114 - - - - - - - -
115 - - - - - - - -
Date Volume Open Int Chg in O.I. Calls 11/14 0 2 unch Puts 11/14 0 1,000 unch The futures contracts, quoted in points and 32ds of principal value, and the options, quoted in points and 64ths, trade on the Chicago Board of Trade. The unit value of each contract is $100,000, and a one-32d change in price represents $31.25.
