The information contained in this publication is taken from sources believed to be reliable, but is not guaranteed by ELX Futures, L.P. as to its accuracy or completeness, nor any trading result, and is intended for purposes of information and education only.
Coupon
Maturity
CUSIP
Futures
Co.Factor
Short-Term (2-Year) U.S. Treasury Note Futures
4.875
6/30/2012
912828GW4
2 year ELX Sep2010
0.9815
1.875
6/15/2012
912828KX7
0.9324
4.625
7/31/2012
912828GZ7
0.9764
1.5
7/15/2012
912828LB4
0.9229
4.125
8/31/2012
912828HC7
0.9665
1.75
8/15/2012
912828LH1
0.9241
4.25
9/30/2012
912828HE3
0.9675
1.375
9/15/2012
912828LM0
0.9140
0.625
912828NS5
0.9119
912828NQ9
0.9080
Medium-Term (5-Year) U.S. Treasury Note Futures
2.125
11/30/2014
912828LZ1
5 year ELX Sep2010
0.8590
2.625
12/31/2014
912828ME7
0.8750
2.25
1/31/2015
912828MH0
0.8587
2.375
2/28/2015
912828MR8
0.8611
2.5
3/31/2015
912828MW7
0.8637
4/30/2015
912828MZ0
0.8615
5/31/2015
912828NF3
0.8443
6/30/2015
912828NL0
0.8316
7/31/2015
912828NP1
0.8239
Long-Term (6 ½ to 10-Year) U.S. Treasury Note Futures
3.25
3/31/2017
912828MV9
10 year ELX Sep2010
0.8538
3.125
4/30/2017
912828NA4
0.8471
4.5
5/15/2017
912828GS3
0.9202
4.75
8/15/2017
912828HA1
0.9314
11/15/2017
912828HH6
0.9012
3.5
2/15/2018
912828HR4
0.8547
3.875
5/15/2018
912828HZ6
0.8732
2.75
5/31/2017
912828NG1
0.8272
6/30/2017
912828NK2
0.8080
4
8/15/2018
912828JH4
0.8774
3.75
11/15/2018
912828JR2
2/15/2019
912828KD1
0.7909
5/15/2019
912828KQ2
0.8107
3.625
8/15/2019
912828LJ7
0.8401
3.375
11/15/2019
912828LY4
0.8195
2/15/2020
912828MP2
0.8332
5/15/2020
912828ND8
0.8210
U.S. Treasury Bond Futures
6
2/15/2026
912810EW4
30 year ELX Sep2010
0.9999
6.75
8/15/2026
912810EX2
1.0756
6.5
11/15/2026
912810EY0
1.0510
6.625
2/15/2027
912810EZ7
1.0642
6.375
8/15/2027
912810FA1
1.0392
6.125
11/15/2027
912810FB9
1.0132
5.5
8/15/2028
912810FE3
0.9457
5.25
11/15/2028
912810FF0
0.9181
2/15/2029
912810FG8
0.9174
8/15/2029
912810FJ2
1.0138
6.25
5/15/2030
912810FM5
1.0285
5.375
2/15/2031
912810FP8
0.9272
2/15/2036
912810FT0
0.8061
2/15/2037
912810PT9
0.8357
5
5/15/2037
912810PU6
0.8681
4.375
2/15/2038
912810PW2
0.7832
5/15/2038
912810PX0
0.7992
2/15/2039
912810QA9
0.6617
5/15/2039
912810QB7
0.7624
8/15/2039
912810QC5
0.7956
11/15/2039
912810QD3
0.7779
2/15/2040
912810QE1
0.8114
5/15/2040
912810QH4
0.7765
Ultra Long-Term U.S. Treasury Bond Futures
Ultra Long ELX Sep2010
2 year ELX Dec2010
0.9713
0.9242
10/31/2012
912828HG8
0.9636
10/15/2012
912828LR9
0.9208
11/15/2012
912828LX6
11/30/2012
912828HK9
0.9531
12/31/2012
912828HM5
0.9559
1.125
12/15/2012
912828MB3
0.9094
5 year ELX Dec2010
0.8704
0.8516
0.8394
0.8319
10 year ELX Dec2010
0.9335
0.8139
7/31/2017
912828NR7
0.8072
0.9040
0.8588
0.8765
0.8806
0.8621
0.8437
0.8150
0.8232
0.7959
0.8367
0.8244
30 year ELX Dec2010
1.0000
1.0750
1.0504
1.0637
1.0389
1.0130
0.9463
1.0139
0.9187
1.0282
0.9278
0.8070
0.8686
0.8365
0.7998
0.7841
0.7964
0.8121
0.7632
0.7786
0.7771
0.6629
Ultra Long ELX Dec2010