|
Contracts
|
|
Del
|
S
|
CV
|
OI
|
|
Mar 10
|
99.350
|
37,204
|
653,589
|
|
Jun 10
|
99.250
|
95,323
|
721,187
|
|
Sep 10
|
99.040
|
131,795
|
771,714
|
|
Dec 10
|
98.825
|
136,098
|
456,485
|
|
Mar 11
|
98.620
|
102,508
|
339,993
|
|
Jun 11
|
98.405
|
98,668
|
332,660
|
|
Sep 11
|
98.190
|
68,934
|
203,112
|
|
Dec 11
|
97.970
|
54,000
|
217,944
|
|
Mar 12
|
97.805
|
22,838
|
160,339
|
|
Jun 12
|
97.630
|
18,421
|
99,639
|
|
Sep 12
|
97.465
|
12,486
|
60,888
|
|
Dec 12
|
97.295
|
7,359
|
31,874
|
|
Mar 13
|
97.170
|
626
|
13,235
|
|
Jun 13
|
97.045
|
136
|
3,088
|
|
Sep 13
|
96.925
|
107
|
5,618
|
|
Dec 13
|
96.795
|
55
|
2,544
|
|
Mar 14
|
96.695
|
30
|
684
|
|
Jun 14
|
96.585
|
30
|
259
|
|
Sep 14
|
96.475
|
30
|
503
|
|
Dec 14
|
96.350
|
-
|
765
|
|
Total Volume
|
786648
|
|
|
|
|
Bundles
|
|
|
| |
| |
| |
| |
| 2-year Bundle (Traded Volume 3,432) |
| Bid | Ask | | TB | TA |
| -0.155 | -0.130 | | -0.165 | -0.115 |
| (65) | (50) | | (38) | (306) |
| 3-year Bundle (Traded Volume 1,344) |
| Bid | Ask | | TB | TA |
| -0.210 | -0.125 | | -0.225 | -0.115 |
| (10) | (53) | | (38) | (4) |
| 4-year Bundle (Traded Volume -) |
| Bid | Ask | | TB | TA |
| - | - | | - | - |
| (-) | (-) | | (-) | (-) |
| 5-year Bundle (Traded Volume -) |
| Bid | Ask | | TB | TA |
| - | - | | - | - |
| (-) | (-) | | (-) | (-) |
|
|
|