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Strategies & Market Trends : Value of Perfect Information

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From: Q811/17/2008 11:26:40 PM
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Trades today for CME



CME - CME GROUP INC CL A CLASS A

Action Qty Price Timing Time & Date(ET)

Buy 500 Limit 215.22 Day Only 10:25 am 11/14/2008 ----- -----

Bought 11 215.14 Settles on 11/19/2008 10:25 am 11/14/2008 ----- -----

Bought 489 215.22 Settles on 11/19/2008 10:25 am 11/14/2008 ----- -----


Status: CLOSED - Filled Div. Reinv: No Order #: 12844754

Sell 500 Limit 216.40 Day Only 10:28 am 11/14/2008 ----- -----

Sold 500 216.40 Settles on 11/19/2008 10:37 am 11/14/2008 ----- -----


Status: CLOSED - Filled Order #: 12850448

Buy 500 Limit 213.57 Day Only 10:40 am 11/14/2008

Canceled 500 ----- 10:40 am 11/14/2008 ----- -----


Status: CLOSED - Canceled Div. Reinv: No Order #: 12863253

Buy 500 Limit 212.30 Day Only 1:16 pm 11/14/2008 ----- -----

Bought 500 212.30 Settles on 11/19/2008 1:17 pm 11/14/2008 ----- -----


Status: CLOSED - Filled Div. Reinv: No Order #: 13006448

Sell 500 Limit 213 Day Only 1:20 pm 11/14/2008

Canceled 500 ----- 1:21 pm 11/14/2008 ----- -----


Status: CLOSED - Canceled Order #: 13009290

Sell 500 Limit 213.30 Day Only 1:21 pm 11/14/2008 ----- -----

Sold 500 213.30 Settles on 11/19/2008 1:25 pm 11/14/2008 ----- -----


Status: CLOSED - Filled Order #: 13009828

Buy 1,000 Limit 200.30 Day Only 10:15 am 11/17/2008 ----- -----

Bought 1,000 200.30 Settles on 11/20/2008 10:15 am 11/17/2008 ----- -----


Status: CLOSED - Filled Div. Reinv: No Order #: 13446384

Sell 1,000 Limit 201 Day Only 10:17 am 11/17/2008 ----- -----

Sold 1,000 201 Settles on 11/20/2008 10:43 am 11/17/2008 ----- -----


Status: CLOSED - Filled Order #: 13448420

Buy 1,000 Limit 200 Day Only 10:48 am 11/17/2008

Canceled 1,000 ----- 10:48 am 11/17/2008 ----- -----


Status: CLOSED - Canceled Div. Reinv: No Order #: 13483409

Buy 1,000 Limit 199.72 Day Only 10:49 am 11/17/2008

Canceled 1,000 ----- 10:49 am 11/17/2008 ----- -----


Status: CLOSED - Canceled Div. Reinv: No Order #: 13484050

Buy 1,000 Limit 200.20 Day Only 10:52 am 11/17/2008

Canceled 1,000 ----- 10:53 am 11/17/2008 ----- -----


Status: CLOSED - Canceled Div. Reinv: No Order #: 13486335

Buy 1,000 Limit 200.30 Day Only 10:53 am 11/17/2008

Canceled 1,000 ----- 10:53 am 11/17/2008 ----- -----


Status: CLOSED - Canceled Div. Reinv: No Order #: 13486573

Buy 1,000 Limit 199.60 Day Only 10:54 am 11/17/2008 ----- -----

Bought 1,000 199.60 Settles on 11/20/2008 10:54 am 11/17/2008 ----- -----


Status: CLOSED - Filled Div. Reinv: No Order #: 13487207

Sell 1,000 Limit 201 Day Only 11:55 am 11/17/2008

Sold 100 201 Settles on 11/20/2008 11:58 am 11/17/2008 ----- -----

Canceled 900 ----- 11:58 am 11/17/2008 ----- -----


Status: CLOSED - Canceled Order #: 13540673

Sell 1,000 Limit 202 Day Only 11:58 am 11/17/2008

Sold 550 202 Settles on 11/20/2008 12:09 pm 11/17/2008 ----- -----

Sold 350 202 Settles on 11/20/2008 12:15 pm 11/17/2008 ----- -----

Canceled 100 ----- 11:58 am 11/17/2008 ----- -----


Status: CLOSED - Canceled Order #: 13543865

Buy 500 Limit 195.60 Day Only 3:05 pm 11/17/2008

Canceled 500 ----- 3:07 pm 11/17/2008 ----- -----


Status: CLOSED - Canceled Div. Reinv: No Order #: 13721293
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