CBOT - Treasury 5 Yr Note Time & Sales Open Auction Futures

5 Year U.S. Treasury Notes Futures Time & Sales (FV)

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

08Dec

Date           Com    Mth     Price      Time       Type           Volume
----------    -----  -------- ------    ---------   ------------   -----------
10/03/2008      FV    08Dec    113205     7:20:43 AM                  
10/03/2008      FV    08Dec    113150     7:42:17 AM                  
10/03/2008      FV    08Dec    113035     8:44:22 AM                  
10/03/2008      FV    08Dec    113095     8:59:17 AM                  
10/03/2008      FV    08Dec    113070     9:43:17 AM                  
10/03/2008      FV    08Dec    113045     9:47:37 AM                  
10/03/2008      FV    08Dec    113005     9:57:57 AM                  
10/03/2008      FV    08Dec    113040     10:50:20 AM                  
10/03/2008      FV    08Dec    113045     10:57:11 AM                  
10/03/2008      FV    08Dec    113105     12:51:53 PM                  
10/03/2008      FV    08Dec    113197     1:59:12 PM                  
10/03/2008      FV    08Dec    113195     1:59:35 PM                  
10/03/2008      FV    08Dec    113197     2:11:34 PM

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