CBOT - Treasury 5 Yr Note Time & Sales Open Auction Spread Calls

5 Year U.S. Treasury Notes Calls Options Time & Sales Spreads (FL)

Click to see 5 Year U.S. Treasury Notes Product Calendar Dates

Date     Time     Leg 1            Price Leg 2            Type    Cabinet
-------- -------- ---------------- ----- ---------------- ------- ------
12/02/08 07:48:35 FL 09Jan 118000 580-  FV 09Mar         DN     
12/02/08 07:50:16 FL 09Jan 118000 570-  FV 09Mar         DN     
12/02/08 07:50:35 FL 09Mar 119000  75-  FL 09Mar 121000 XT     
12/02/08 07:50:35 FL 09Mar 119000  75-  FL 09Mar 121000 XT     
12/02/08 07:56:05 FL 09Mar 119000  80-  FL 09Mar 121000 XT     
12/02/08 09:19:49 FL 09Mar 1180001390-  FL 09Mar 120500 GN     
12/02/08 10:59:02 FL 09Mar 119000  90-  FL 09Mar 121000 XT     
12/02/08 11:36:24 FL 09Mar 122000  55-  FL 09Mar 122500 VT     
12/02/08 12:29:29 FL 09Feb 1175001070-  FL 09Feb 120500 VT     
12/02/08 12:36:20 FL 09Mar 118000  30-  FL 09Mar 120000 XT     
12/02/08 12:46:27 FL 09Mar 1180003320-  FP 09Mar 118000 ST     
12/02/08 13:03:30 FL 09Mar 1180003300-  FP 09Mar 118000 ST     
12/02/08 13:29:26 FL 09Mar 1180003300-  FP 09Mar 118000 ST

Product News

Revised U.S. Treasury Conversion Factors – March 26-27, 2008 - 04.06.2008
CBOT 2-Yr T-Note Futures Set Daily Vol Record, Surpasses 1 Million - 05.31.2007
Reminder-Position Limits in Treasury Futs/Last 10 Trdg Days for June 2007 - 05.29.2007
Half-Point Strikes in CBOT 10-Year Treasury Note Options - 05.21.2007

Product Strategies

A Simple Treasury Long Hedge - 09.25.2006
A Simple Treasury Short Hedge - 09.25.2006
Simple Treasury Duration Adjustment - 09.25.2006
The CBOT TUT Spread - 09.21.2005
The CME/CBOT Common Clearing Link - 09.04.2003
Trading the TUT Spread: Capitalizing on Changes in Yield Curve - 08.29.2003
Yield Curve Shift Makes Trading Opportunities - 05.28.2003
Creating Spreads for Asset Allocation - 08.23.2000