Interest Rates Futures Volume and Block Trade Information

Interest Rates Futures Volume and Block Trade Data

Volume as of 5/20/2013 5:00PM ET**

U.S. Treasury DTCC GCF Repo Index®

5,206

Agency DTCC GCF Repo Index®

0

MBS DTCC GCF Repo Index®

64
Eurodollar Futures

11,930

Two-Year Treasury Futures

217

Five-Year Treasury Futures

1,600

Ten-Year Treasury Futures

1,428

U.S. Bond Futures

851

Ultra Bond Futures

0
   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Block Trade and EFRP Data as of 5/20/2013 5:00PM ET**

 






CONTRACT EXPIRY MONTH PRICE QUANTITY TIME
         

         

 

 

 

 

 

 

 

*Trading date does not match last update; may reflect previous day volume.

** TOTAL VOLUME INCLUDES BLOCK TRADES (WHEN APPLICABLE). THERE MAY BE DELAYS, OMISSIONS, ERRORS, OR INACCURACIES IN THE CONTENT, AND THE CONTENT IS PROVIDED TO YOU ON AN "AS IS" BASIS WITHOUT WARRANTIES OF ANY KIND. NYSE LIFFE U.S., THE THIRD PARTY PROVIDERS, AND THEIR RESPECTIVE AFFILIATES, OFFICERS, DIRECTORS, EMPLOYEES, AGENTS AND LICENSORS CANNOT AND DO NOT MAKE ANY REPRESENTATIONS AND, TO THE FULLEST EXTENT PERMITTED BY APPLICABLE LAW, HEREBY DISCLAIM WITH RESPECT TO THE CONTENT ALL EXPRESS, IMPLIED AND STATUTORY WARRANTIES OF ANY KIND TO YOU OR ANY THIRD PARTY, INCLUDING, BUT NOT LIMITED TO, REPRESENTATIONS AND WARRANTIES REGARDING ACCURACY, TIMELINESS, COMPLETENESS, CURRENTNESS, RELIABILITY, STABILITY, READINESS, NON-INFRINGEMENT, MERCHANTABILITY, OR FITNESS FOR ANY PARTICULAR PURPOSE, OR ANY REPRESENTATIONS OR WARRANTIES ARISING FROM USAGE OR CUSTOM OR TRADE OR BY OPERATION OF LAW. NYSE LIFFE U.S., THE THIRD PARTY PROVIDERS, AND THEIR RESPECTIVE AFFILIATES, OFFICERS, DIRECTORS, EMPLOYEES, AGENTS AND LICENSORS ASSUME NO RESPONSIBILITY FOR THE CONSEQUENCES OF ANY ERRORS OR OMISSIONS.  ANY MATERIAL, INFORMATION OR CONTENT DOWNLOADED OR OTHERWISE OBTAINED THROUGH THE USE OF THE NYSE WEB-SITE IS ACCESSED AT YOUR OWN RISK AND DISCRETION AND YOU ALONE WILL BE RESPONSIBLE FOR ANY DAMAGE OR LOSS TO YOU, INCLUDING AND NOT LIMITED TO YOUR COMPUTER SYSTEM, LOSS OF DATA OR LOSS OR DAMAGE TO ANY PROPERTY OR LOSS OF DATA OR LOSS OF REVENUE THAT RESULTS FROM THE DOWNLOAD OR USE OF SUCH MATERIAL.