Generated: Sat, 04 Feb 2012 09:27:36
 
 

Strip Trades

ContractDescriptionBid VolBidAskAsk VolOpenHighLowTradeTVolVol
STH35 Strip          
STM36 Strip          
STU37 Strip          
STZ38 Strip          
STH49 Strip          
STM410 Strip          
STU411 Strip          
STZ412 Strip          
STH513 Strip          
STM514 Strip          
STU515 Strip          
STZ516 Strip          
STH617 Strip          
STM618 Strip          
STU619 Strip          
STZ620 Strip          

 

Please note that prices shown above represent an average price of each SFE 90 Day Bank Bill strip against the spot Three Year Bond contract.

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