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Treasury Derivative Qn 1 (1)

Treasury Derivative Qn 1 (1) - 30-YEAR U.S TREASURY BOND...

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30-YEAR U.S. TREASURY BOND Trade Date: 2/9/2009 Futures Month Last Change Prior Settle Open High Low Volume Updated Mar 2009 125'185 -0'085 125'270 125'260 126'010 124'315 107734 2/9/2009 Jun 2009 124'095 -0'075 124'170 124'110 124'165 123'225 4927 2/9/2009 Sep 2009 122'230 - 123'110 - - - - 2/9/2009 Dec 2009 121'215 -0'265 122'070 121'125 - 121'125 3 2/9/2009 30-YEAR U.S. TREASURY BOND Trade Date: 2/9/2009 Options Month Last Change Prior Settle High Low Volume Updated Jun 2009 124'200 +0'005 124'170 124'210 123'225 5033 2/9/2009 Strike Price Type Last Change Prior Settle High Low Volume Updated 125 CALL 5'15 - 5'24 - - - 2/9/2009 125 PUT 5'43 +0'18 5'54 6'08 - 1 2/9/2009 126 CALL 4'48 - 4'57 - - - 2/9/2009 126 PUT 6'12 +0'10 6'23 6'43 - 1 2/9/2009 127 CALL 4'19 -0'08 4'28 - 4'20 1 2/9/2009 127 PUT 6'57 - 6'58 - - - 2/9/2009 30-YEAR U.S. TREASURY BOND Trade Date: 5/22/2009 Futures Month Last Change Prior Settle Open High Low Volume Updated Jun 2009 120'17 +0'065 120'105 120'080 120'210 120'050 17208 5/22/2009 Sep 2009 119'055 +0'060 118'315 118'310 119'090 118'265 795 5/22/2009 Dec 2009 117'290 +0'015 117'275 119'000 - - 1 5/21/2009 30-YEAR U.S. TREASURY BOND Trade Date: 5/22/2009 Options Month Last Change Prior Settle High Low Volume Updated 120'17 +0'065 120'105 120'210 120'050 17673 5/22/2009 Strike Price Type Last Change Prior Settle High Low
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