Treasury Derivative Qn 1 (1)

Treasury Derivative - 30-YEAR U.S TREASURY BOND Trade Date 2009125'185-0'085125'270125'260126'010124'315107 Jun

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Unformatted text preview: 30-YEAR U.S. TREASURY BOND Trade Date: 2/9/2009 FuturesMonthLastChangePriorSettleOpenHighLowVolumeUpdatedMar 2009125'185-0'085125'270125'260126'010124'3151077342/9/2009 Jun 2009124'095-0'075124'170124'110124'165123'22549272/9/2009 Sep 2009122'230 -123'110----2/9/2009 Dec 2009121'215 -0'265122'070121'125-121'12532/9/2009 30-YEAR U.S. TREASURY BOND Trade Date: 2/9/2009 OptionsMonthLastChangePriorSettleHighLowVolumeUpdatedJun 2009124'200 +0'005124'170124'210123'22550332/9/2009 Strike PriceTypeLastChangePriorSettleHighLowVolumeUpdated125CALL5'15 -5'24---2/9/2009 125PUT5'43 +0'185'546'08-12/9/2009 126CALL4'48 -4'57---2/9/2009 126PUT6'12 +0'106'236'43-12/9/2009 127CALL4'19 -0'084'28-4'2012/9/2009 127PUT6'57 -6'58---2/9/2009 30-YEAR U.S. TREASURY BOND Trade Date: 5/22/2009 FuturesMonthLastChangePriorSettleOpenHighLowVolumeUpdatedJun 2009120'17+0'065120'105120'080120'210120'050172085/22/2009...
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This note was uploaded on 02/22/2012 for the course MANEC 453 taught by Professor Jerrynelson during the Winter '10 term at BYU.

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Treasury Derivative - 30-YEAR U.S TREASURY BOND Trade Date 2009125'185-0'085125'270125'260126'010124'315107 Jun

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