Market Data
Last updated 5pm (ET) Wednesday, August 27, 2008
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MOST ACTIVELY TRADED LOCATIONS
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|
includes swaps and options for all terms
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|
Las Vegas [LAS]
|
6
|
|
Tucson [TUS]
|
6
|
|
Detroit [DTW]
|
5
|
|
Des Moines [DSM]
|
4
|
|
New York [LGA]
|
3
|
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MOST ACTIVELY TRADED SWAPS
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|
Detroit [DTW]
|
SEP08 CDD
|
5
|
|
Las Vegas [LAS]
|
AUG08 CDD
|
4
|
|
Tucson [TUS]
|
AUG08 CDD
|
4
|
|
Des Moines [DSM]
|
AUG08 CDD
|
3
|
|
New York [LGA]
|
AUG08 CDD
|
3
|
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MOST ACTIVELY TRADED OPTIONS
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|
-
|
-
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-
|
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TIGHTEST INTRA-DAY MARKETS - SWAPS
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|
tightest active spread at any point throughout day
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|
New York [LGA]
|
AUG08 CDD
|
2
|
304
|
306
|
|
Las Vegas [LAS]
|
AUG08 CDD
|
2
|
858
|
860
|
|
Tucson [TUS]
|
SEP08 CDD
|
5
|
505
|
510
|
|
Dallas / Fort Worth [DFW]
|
AUG08 CDD
|
7
|
666
|
673
|
|
Tucson [TUS]
|
AUG08 CDD
|
8
|
627
|
635
|
| ▼
TIGHTEST INTRA-DAY MARKETS - OPTIONS
|
|
tightest active spread at any point throughout day
|
| ▼
TRADING VOLUME BY LOCATION VERSUS 10-DAY MOVING AVERAGE
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if no volume is reported by the broker, YJ assumes swap size of 50 lots
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Atlanta
|
ATL
|
2.6
|
130.0
|
2
|
100
|
|
Baltimore-Washington
|
BWI
|
1.4
|
70.0
|
2
|
100
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|
Boston
|
BOS
|
3.1
|
155.0
|
2
|
100
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|
Chicago
|
ORD
|
1.7
|
85.0
|
2
|
100
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Covington
|
CVG
|
4.6
|
230.0
|
1
|
50
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Dallas / Fort Worth
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DFW
|
3.5
|
175.0
|
1
|
50
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Des Moines
|
DSM
|
1.9
|
95.0
|
4
|
200
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Detroit
|
DTW
|
1.9
|
95.0
|
5
|
250
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|
Houston
|
IAH
|
1.7
|
85.0
|
2
|
100
|
|
Kansas City
|
MCI
|
1.9
|
95.0
|
2
|
100
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Las Vegas
|
LAS
|
2.8
|
140.0
|
6
|
300
|
|
Minneapolis-St. Paul
|
MSP
|
1.8
|
90.0
|
2
|
100
|
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New York
|
LGA
|
5.4
|
270.0
|
3
|
150
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|
Philadelphia
|
PHL
|
1.8
|
90.0
|
3
|
150
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Portland
|
PDX
|
1.5
|
75.0
|
2
|
100
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Sacramento
|
SAC
|
1.7
|
85.0
|
1
|
50
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|
Salt Lake City
|
SLC
|
1.3
|
65.0
|
2
|
100
|
|
Tucson
|
TUS
|
2.0
|
100.0
|
6
|
300
|
