Market Data
Last updated 5pm (ET) Monday, January 05, 2009
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MOST ACTIVELY TRADED LOCATIONS
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includes swaps and options for all terms
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|
Chicago [ORD]
|
7
|
|
Minneapolis-St. Paul [MSP]
|
4
|
|
Dallas / Fort Worth [DFW]
|
3
|
|
Des Moines [DSM]
|
3
|
|
New York [LGA]
|
3
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MOST ACTIVELY TRADED SWAPS
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|
Chicago [ORD]
|
JAN09 HDD
|
7
|
|
Minneapolis-St. Paul [MSP]
|
JAN09 HDD
|
4
|
|
Dallas / Fort Worth [DFW]
|
JAN09 HDD
|
3
|
|
Des Moines [DSM]
|
JAN09 HDD
|
3
|
|
New York [LGA]
|
JAN09 HDD
|
3
|
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MOST ACTIVELY TRADED OPTIONS
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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]
|
JAN09 HDD
|
3
|
1,034
|
1,037
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|
Dallas / Fort Worth [DFW]
|
JAN09 HDD
|
6
|
525
|
531
|
|
Boston [BOS]
|
JAN09 HDD
|
20
|
1,174
|
1,194
|
|
Houston [IAH]
|
JAN09 HDD
|
31
|
320
|
351
|
|
Chicago [ORD]
|
JAN09 HDD
|
33
|
1,317
|
1,350
|
| ▼
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
|
1.8
|
90.0
|
1
|
50
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|
Baltimore-Washington
|
BWI
|
1.3
|
65.0
|
-
|
-
|
|
Boston
|
BOS
|
2.8
|
140.0
|
2
|
100
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|
Chicago
|
ORD
|
3.9
|
195.0
|
7
|
350
|
|
Covington
|
CVG
|
1.6
|
80.0
|
1
|
50
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Dallas / Fort Worth
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DFW
|
2.5
|
125.0
|
3
|
150
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|
Des Moines
|
DSM
|
1.8
|
90.0
|
3
|
150
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Detroit
|
DTW
|
1.6
|
80.0
|
2
|
100
|
|
Houston
|
IAH
|
2.3
|
115.0
|
-
|
-
|
|
Kansas City
|
MCI
|
1.7
|
85.0
|
3
|
150
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|
Las Vegas
|
LAS
|
2.3
|
115.0
|
-
|
-
|
|
Minneapolis-St. Paul
|
MSP
|
3.2
|
160.0
|
4
|
200
|
|
New York
|
LGA
|
4.9
|
245.0
|
3
|
150
|
|
Philadelphia
|
PHL
|
2.6
|
130.0
|
-
|
-
|
|
Portland
|
PDX
|
1.5
|
75.0
|
1
|
50
|
|
Sacramento
|
SAC
|
1.3
|
65.0
|
-
|
-
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|
Salt Lake City
|
SLC
|
1.2
|
60.0
|
-
|
-
|
|
Tucson
|
TUS
|
1.5
|
75.0
|
1
|
50
|
