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SPDR Portfolio Short Term Treasury ETF T.SST.U


Primary Symbol: SPTS

The investment seeks to provide investment results that correspond generally to the price and yield performance of the Bloomberg Barclays 1-3 Year U. The fund invests at least 80%, of its total assets in the securities comprising the index and in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The index is designed to measure the performance of short term (1-3 years) public obligations of the U.S. Treasury.


ARCA:SPTS - Post by User

Post by boomboom2on Mar 06, 2009 1:53pm
217 Views
Post# 15826427

L2

L2
Market Maker Shares Bid Price Ask Price Shares Market Maker
-- 10,000 1.150 1.160 4,000 --
-- 300 1.120 1.170 1,200 --
-- 5,000 1.120 1.170 500 --
-- 2,000 1.120 1.170 1,000 --
-- 7,000 1.110 1.180 8,000 --
-- 2,000 1.110 1.180 5,000 --
-- 5,000 1.100 1.180 2,000 --
-- 10,000 1.100 1.190 20,000 --
-- 5,000 1.090 1.190 5,000 --
-- 1,000 1.090 1.200 5,000 --
-- 5,000 1.080 1.200 100 --
-- 2,500 1.070 1.200 3,000 --
-- 1,500 1.060 1.210 2,000 --
-- 10,000 1.030 1.210 2,000 --
-- 2,000 1.020 1.230 3,000 --
-- 2,000 1.010 1.230 10,000 --
-- 5,000 1.010 1.230 2,000 --
-- 2,000 1.010 1.250 1,800 --
-- 15,000 1.000 1.250 5,000 --
-- 4,500 1.000 1.250 1,000 --
-- 1,000 0.990 1.280 1,200 --
-- 2,000 0.980 1.280 6,000 --
-- 2,000 0.970 1.280 2,000 --
-- 500 0.970 1.290 100 --
-- 2,000 0.960 1.290 10,000 --
-- 10,000 0.950 1.290 7,700 --
-- 1,000 0.950 1.300 14,000 --
-- 5,000 0.940 1.300 10,000 --
-- 5,000 0.940 1.300 2,500 --
-- 2,000 0.940 1.300 900 --
-- 5,000 0.930 1.340 5,000 --
-- 5,000 0.930 1.340 200 --
-- 100 0.930 1.350 700 --
-- 5,000 0.910 1.390 100 --
-- 1,000 0.900 1.390 7,500 --
-- 1,000 0.900 1.400 2,000 --
-- 1,000 0.880 1.400 500 --
-- 5,000 0.850 1.450 9,000 --
-- 500 0.830 1.500 10,000 --
-- 500 0.810 1.550 4,500 --
-- 500 0.750 1.850 4,000 --
-- 500 0.710 1.900 5,000 --
-- 1,500 0.680 1.950 3,800 --
-- 10,000 0.660 1.980 600 --
-- 200 0.660 1.990 500 --
-- 3,400 0.650 1.990 1,000 --
-- 10,000 0.650 1.990 500 --
-- 500 0.630 2.000 12,500 --
-- 500 0.630 2.000 1,000 --
-- 1,000 0.630 2.020 600 --
-- 3,000 0.610 2.220 1,000 --
-- 5,000 0.600 2.230 1,200 --
-- -- -- 2.250 1,200 --
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