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Wholesale Trades


Product Quantity Month Year Price Spread Date/Time
5 Yr Interest Rate Swap Futures 9607 JUN 2007 101-230 S 06/11/2007
08:24
10 Yr Interest Rate Swap Futures 14067 JUN 2007 101-240 S 06/11/2007
08:24
10 Yr Interest Rate Swap Futures 14067 SEP 2007 101-205 S 06/11/2007
08:24
5 Yr Interest Rate Swap Futures 9607 SEP 2007 101-207 S 06/11/2007
08:24
5 Yr Interest Rate Swap Futures 13926 JUN 2007 104-26+ S 03/15/2007
08:50
10 Yr Interest Rate Swap Futures 14709 MAR 2007 107-07 S 03/15/2007
08:50
10 Yr Interest Rate Swap Futures 14709 JUN 2007 107-082 S 03/15/2007
08:50
5 Yr Interest Rate Swap Futures 13926 MAR 2007 104-23 S 03/15/2007
08:50
5 Yr Interest Rate Swap Futures 10600 DEC 2006 104-200 S 12/13/2006
14:58
5 Yr Interest Rate Swap Futures 10600 MAR 2007 104-235 S 12/13/2006
14:58
10 Yr Interest Rate Swap Futures 7344 MAR 2007 107-155 S 12/13/2006
14:57
10 Yr Interest Rate Swap Futures 7344 DEC 2006 107-175 S 12/13/2006
14:57
10 Yr Interest Rate Swap Futures 1500 DEC 2006 105-00 S 09/18/2006
09:15
10 Yr Interest Rate Swap Futures 1500 SEP 2006 105-00 S 09/18/2006
09:15
10 Yr Interest Rate Swap Futures 1667 SEP 2006 105-055 S 09/14/2006
14:00
10 Yr Interest Rate Swap Futures 1667 DEC 2006 105-06 S 09/14/2006
14:00
10 Yr Interest Rate Swap Futures 5000 SEP 2004 110-05   08/17/2004
11:42
10 Yr Interest Rate Swap Futures 5000 SEP 2004 110-06   08/17/2004
11:40
10 Yr Interest Rate Swap Futures 4000 JUN 2004 110-09   04/06/2004
09:22
10 Yr Interest Rate Swap Futures 3000 JUN 2004 109-24   04/05/2004
13:56
10 Yr Interest Rate Swap Futures 5000 JUN 2004 109-25   04/05/2004
13:20
10 Yr Interest Rate Swap Futures 2000 DEC 2003 109-25   10/10/2003
10:00
10 Yr Interest Rate Swap Futures 2500 DEC 2003 109-25   10/10/2003
09:54
10 Yr Interest Rate Swap Futures 5000 DEC 2003 109-22   10/06/2003
09:42
10 Yr Interest Rate Swap Futures 2000 DEC 2003 111-13   10/02/2003
12:15
10 Yr Interest Rate Swap Futures 2000 DEC 2003 109-14   09/17/2003
08:41
10 Yr Interest Rate Swap Futures 2000 DEC 2003 109-14   09/17/2003
08:36
10 Yr Interest Rate Swap Futures 2000 DEC 2003 109-13   09/17/2003
08:25
10 Yr Interest Rate Swap Futures 4000 DEC 2003 109-13   09/17/2003
08:18



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