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

08Jun

Date           Com    Mth     Price      Time       Type           Volume
----------    -----  -------- ------    ---------   ------------   -----------
05/16/2008      FV    08Jun    111140     7:31:34 AM                  
05/16/2008      FV    08Jun    111225     8:57:20 AM                  
05/16/2008      FV    08Jun    111310     9:23:48 AM                  
05/16/2008      FV    08Jun    111300     9:33:21 AM                  
05/16/2008      FV    08Jun    111300     9:53:41 AM                  
05/16/2008      FV    08Jun    112000     9:59:00 AM                  
05/16/2008      FV    08Jun    111317     10:06:43 AM                  
05/16/2008      FV    08Jun    112005     10:32:29 AM                  
05/16/2008      FV    08Jun    111312     10:34:32 AM                  
05/16/2008      FV    08Jun    111307     10:37:37 AM                  
05/16/2008      FV    08Jun    111305     10:39:04 AM                  
05/16/2008      FV    08Jun    111290     10:56:33 AM                  
05/16/2008      FV    08Jun    111307     11:03:08 AM                  
05/16/2008      FV    08Jun    111305     12:23:34 PM                  
05/16/2008      FV    08Jun    111245     1:33:15 PM                  
05/16/2008      FV    08Jun    111232     2:00:46 PM                  
05/16/2008      FV    08Jun    111235     2:10:29 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