CBOT - Treasury 2 Yr Note Time & Sales Open Auction Spread Futures

2 Year U.S. Treasury Notes Futures Time & Sales Spreads (TU)

Click to see 2 Year U.S. Treasury Notes Product Calendar Dates

   Date       Time       Leg 1   Price   Leg 2
----------  --------   --------- ----- --------
05/15/2008  07:56:10    TU 08Jun   140-   TU 08Sep SP
05/15/2008  08:28:41    TU 08Jun   140-   TU 08Sep SP
05/15/2008  09:49:46    TU 08Jun   142-   TU 08Sep SP
05/15/2008  09:50:30    TU 08Jun   142-   TU 08Sep SP
05/15/2008  10:40:17    TU 08Jun   140-   TU 08Sep SP
05/15/2008  10:40:17    TU 08Jun   140-   TU 08Sep SP
05/15/2008  10:40:17    TU 08Jun   140-   TU 08Sep SP
05/15/2008  11:47:11    TU 08Jun   140-   TU 08Sep SP
05/15/2008  11:48:27    TU 08Jun   140-   TU 08Sep SP
05/15/2008  12:39:46    TU 08Jun   140-   TU 08Sep SP
05/15/2008  12:41:53    TU 08Jun   140-   TU 08Sep SP
05/15/2008  13:04:21    TU 08Jun   140-   TU 08Sep SP
05/15/2008  13:33:29    TU 08Jun   140-   TU 08Sep SP
05/15/2008  14:07:00    TU 08Jun   140-   TU 08Sep SP

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