CBOT-FIN - Daily Futures - Friday, 20 November |
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| 30-YEAR T-BOND (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| USZ09 | 120-28 | +0-02 | 120-31 | 121-03 | 120-20 | 301307 | 718959 |
| USH10 | 120-08 | +0-03 | 120-08 | 120-08 | 120-08 | 57198 | 62196 |
| USM10 | 118-22 | +0-03 | 0-00 | 118-22 | 118-19 | 0 | 39 |
| USU10 | 117-04 | +0-03 | 0-00 | 117-04 | 117-01 | 0 | 0 |
| Daily Volume and Open Interest | 358505 | 781194 |
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| 30-YEAR T-BOND |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZBZ09 | 120-28 | +0-02 | 120-29 | 121-07 | 120-13 | 301307 | 718959 |
| ZBH10 | 120-08 | +0-03 | 120-08 | 120-18 | 119-25 | 57198 | 62196 |
| ZBM10 | 118-22 | +0-03 | 0-00 | 118-22 | 118-22 | 0 | 39 |
| ZBU10 | 117-04 | +0-03 | 0-00 | 117-04 | 117-04 | 0 | 0 |
| Daily Volume and Open Interest | 358505 | 781194 |
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| 10-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| TYZ09 | 119-180 | -0-030 | 119-265 | 119-265 | 119-155 | 798621 | 1283295 |
| TYH10 | 118-085 | -0-015 | 0-000 | 118-100 | 118-085 | 45909 | 89852 |
| TYM10 | 116-310 | unch | 0-000 | 116-310 | 116-310 | 0 | 0 |
| TYU10 | 115-215 | +0-015 | 0-000 | 115-215 | 115-200 | 0 | 0 |
| TYZ10 | 114-120 | +0-030 | 0-000 | 114-120 | 114-090 | 0 | 0 |
| Daily Volume and Open Interest | 844530 | 1373147 |
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| 10-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZNZ09 | 119-180 | -0-030 | 119-235 | 119-315 | 119-145 | 798621 | 1283295 |
| ZNH10 | 118-085 | -0-015 | 118-125 | 118-215 | 118-050 | 45909 | 89852 |
| ZNM10 | 116-310 | unch | 0-000 | 116-310 | 116-310 | 0 | 0 |
| ZNU10 | 115-215 | +0-015 | 0-000 | 115-215 | 115-215 | 0 | 0 |
| ZNZ10 | 114-120 | +0-030 | 0-000 | 114-120 | 114-120 | 0 | 0 |
| Daily Volume and Open Interest | 844530 | 1373147 |
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| 5-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FVZ09 | 117-162 | -0-017 | 117-200 | 117-212 | 117-152 | 560050 | 801221 |
| FVH10 | 116-070 | -0-010 | 0-000 | 116-080 | 116-070 | 100084 | 92809 |
| FVM10 | 114-297 | -0-002 | 0-000 | 114-300 | 114-297 | 0 | 0 |
| FVU10 | 113-205 | +0-005 | 0-000 | 113-205 | 113-200 | 0 | 0 |
| FVZ10 | 112-112 | +0-012 | 0-000 | 112-112 | 112-100 | 0 | 0 |
| Daily Volume and Open Interest | 660134 | 894030 |
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| 5-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZFZ09 | 117-162 | -0-017 | 117-192 | 117-265 | 117-145 | 560050 | 801221 |
| ZFH10 | 116-070 | -0-010 | 116-087 | 116-162 | 116-060 | 100084 | 92809 |
| ZFM10 | 114-297 | -0-002 | 0-000 | 114-297 | 114-297 | 0 | 0 |
| ZFU10 | 113-205 | +0-005 | 0-000 | 113-205 | 113-205 | 0 | 0 |
| ZFZ10 | 112-112 | +0-012 | 0-000 | 112-112 | 112-112 | 0 | 0 |
| Daily Volume and Open Interest | 660134 | 894030 |
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| 3-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| TFZ09 | 113-072 | +0-002 | 0-000 | 113-072 | 113-070 | 43 | 3479 |
| TFH10 | 112-172 | +0-002 | 0-000 | 112-172 | 112-170 | 2 | 343 |
| TFM10 | 111-272 | +0-002 | 0-000 | 111-272 | 111-270 | 0 | 0 |
| TFU10 | 111-052 | +0-002 | 0-000 | 111-052 | 111-050 | 0 | 0 |
| TFZ10 | 110-152 | +0-002 | 0-000 | 110-152 | 110-150 | 0 | 0 |
| Daily Volume and Open Interest | 45 | 3822 |
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| 3-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZEZ09 | 113-072 | +0-002 | 113-077 | 113-120 | 113-072 | 43 | 3479 |
| ZEH10 | 112-172 | +0-002 | 0-000 | 112-172 | 112-172 | 2 | 343 |
| ZEM10 | 111-272 | +0-002 | 0-000 | 111-272 | 111-272 | 0 | 0 |
| ZEU10 | 111-052 | +0-002 | 0-000 | 111-052 | 111-052 | 0 | 0 |
| ZEZ10 | 110-152 | +0-002 | 0-000 | 110-152 | 110-152 | 0 | 0 |
| Daily Volume and Open Interest | 45 | 3822 |
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| 2-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| TUZ09 | 109-062 | -0-005 | 109-072 | 109-072 | 109-062 | 367414 | 947712 |
| TUH10 | 108-210 | -0-002 | 108-212 | 108-227 | 108-210 | 59776 | 125778 |
| TUM10 | 108-035 | -0-002 | 0-000 | 108-037 | 108-035 | 0 | 6915 |
| TUU10 | 107-180 | -0-002 | 0-000 | 107-182 | 107-180 | 0 | 0 |
| TUZ10 | 107-005 | -0-002 | 0-000 | 107-007 | 107-005 | 0 | 0 |
| Daily Volume and Open Interest | 427190 | 1080405 |
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| 2-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZTZ09 | 109-062 | -0-005 | 109-072 | 109-097 | 109-057 | 367414 | 947712 |
| ZTH10 | 108-210 | -0-002 | 108-220 | 108-250 | 108-205 | 59776 | 125778 |
| ZTM10 | 108-035 | -0-002 | 108-030 | 108-035 | 108-030 | 0 | 6915 |
| ZTU10 | 107-180 | -0-002 | 0-000 | 107-180 | 107-180 | 0 | 0 |
| ZTZ10 | 107-005 | -0-002 | 0-000 | 107-005 | 107-005 | 0 | 0 |
| Daily Volume and Open Interest | 427190 | 1080405 |
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| 30-YEAR SWAPS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NZZ09 | 96-185 | -0-060 | 0-000 | 96-245 | 96-185 | 33 | 2735 |
| NZH10 | 95-195 | -0-065 | 0-000 | 95-260 | 95-195 | 56 | 56 |
| NZM10 | 95-195 | -0-065 | 0-000 | 95-260 | 95-195 | 0 | 0 |
| NZU10 | 95-195 | -0-065 | 0-000 | 95-260 | 95-195 | 0 | 0 |
| Daily Volume and Open Interest | 89 | 2791 |
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| 30-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| QSZ09 | 96-185 | -0-060 | 0-000 | 96-185 | 96-185 | 33 | 2735 |
| QSH10 | 95-195 | -0-065 | 0-000 | 95-195 | 95-195 | 56 | 56 |
| QSM10 | 95-195 | -0-065 | 0-000 | 95-195 | 95-195 | 0 | 0 |
| QSU10 | 95-195 | -0-065 | 0-000 | 95-195 | 95-195 | 0 | 0 |
| Daily Volume and Open Interest | 89 | 2791 |
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| 10-YEAR SWAPS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NIZ09 | 104-060 | -0-020 | 0-000 | 104-080 | 104-060 | 1182 | 15730 |
| NIH10 | 103-040 | -0-020 | 0-000 | 103-060 | 103-040 | 256 | 383 |
| NIM10 | 103-040 | -0-020 | 0-000 | 103-060 | 103-040 | 0 | 0 |
| NIU10 | 103-040 | -0-020 | 0-000 | 103-060 | 103-040 | 0 | 0 |
| Daily Volume and Open Interest | 1438 | 16113 |
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| 10-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SRZ09 | 104-060 | -0-020 | 104-135 | 104-135 | 104-010 | 1182 | 15730 |
| SRH10 | 103-040 | -0-020 | 102-315 | 103-040 | 102-315 | 256 | 383 |
| SRM10 | 103-040 | -0-020 | 0-000 | 103-040 | 103-040 | 0 | 0 |
| SRU10 | 103-040 | -0-020 | 0-000 | 103-040 | 103-040 | 0 | 0 |
| Daily Volume and Open Interest | 1438 | 16113 |
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| 5-YEAR SWAPS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NJZ09 | 106-265 | -0-030 | 0-000 | 106-295 | 106-265 | 1710 | 36488 |
| NJH10 | 105-275 | -0-030 | 0-000 | 105-305 | 105-275 | 13 | 271 |
| NJM10 | 105-275 | -0-030 | 0-000 | 105-305 | 105-275 | 0 | 0 |
| NJU10 | 105-275 | -0-030 | 0-000 | 105-305 | 105-275 | 0 | 0 |
| Daily Volume and Open Interest | 1723 | 36759 |
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| 5-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SAZ09 | 106-265 | -0-030 | 107-020 | 107-045 | 106-250 | 1710 | 36488 |
| SAH10 | 105-275 | -0-030 | 106-025 | 106-045 | 105-250 | 13 | 271 |
| SAM10 | 105-275 | -0-030 | 0-000 | 105-275 | 105-275 | 0 | 0 |
| SAU10 | 105-275 | -0-030 | 0-000 | 105-275 | 105-275 | 0 | 0 |
| Daily Volume and Open Interest | 1723 | 36759 |
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| 7-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| J8Z09 | 105-285 | -0-025 | 105-285 | 105-305 | 105-260 | 34 | 2877 |
| J8H10 | 104-280 | -0-025 | 0-000 | 104-280 | 104-280 | 0 | 240 |
| J8M10 | 104-280 | -0-025 | 0-000 | 104-280 | 104-280 | 0 | 0 |
| J8U10 | 104-280 | -0-025 | 0-000 | 104-280 | 104-280 | 0 | 0 |
| Daily Volume and Open Interest | 34 | 3117 |
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| 30-DAY FED FUNDS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FFX09 | 99.8800 | unch | 99.8800 | 99.8800 | 99.8800 | 7111 | 72709 |
| FFZ09 | 99.8800 | unch | 0.0000 | 99.8800 | 99.8800 | 8722 | 67827 |
| FFF10 | 99.8700 | unch | 0.0000 | 99.8700 | 99.8700 | 9104 | 61178 |
| FFG10 | 99.8500 | +0.0050 | 0.0000 | 99.8500 | 99.8450 | 5973 | 71528 |
| FFH10 | 99.8400 | +0.0050 | 0.0000 | 99.8400 | 99.8300 | 4166 | 47842 |
| FFJ10 | 99.8250 | +0.0050 | 0.0000 | 99.8250 | 99.8200 | 4727 | 60713 |
| FFK10 | 99.7850 | unch | 0.0000 | 99.7850 | 99.7850 | 2547 | 63106 |
| FFM10 | 99.7650 | unch | 0.0000 | 99.7650 | 99.7650 | 4118 | 18337 |
| FFN10 | 99.7100 | unch | 0.0000 | 99.7100 | 99.7100 | 3621 | 17176 |
| FFQ10 | 99.6450 | unch | 0.0000 | 99.6450 | 99.6450 | 1169 | 12763 |
| FFU10 | 99.5700 | unch | 0.0000 | 99.5700 | 99.5700 | 430 | 5085 |
| FFV10 | 99.4750 | +0.0050 | 0.0000 | 99.4750 | 99.4700 | 520 | 9707 |
| FFX10 | 99.3250 | +0.0050 | 0.0000 | 99.3250 | 99.3200 | 146 | 9578 |
| FFZ10 | 99.2250 | +0.0050 | 0.0000 | 99.2250 | 99.2200 | 143 | 7247 |
| FFF11 | 99.1400 | +0.0050 | 0.0000 | 99.1400 | 99.1350 | 81 | 4153 |
| FFG11 | 98.9600 | +0.0050 | 0.0000 | 98.9600 | 98.9550 | 0 | 6057 |
| FFH11 | 98.8700 | +0.0050 | 0.0000 | 98.8700 | 98.8650 | 0 | 303 |
| FFJ11 | 98.7600 | +0.0050 | 0.0000 | 98.7600 | 98.7550 | 0 | 787 |
| FFK11 | 98.5800 | +0.0050 | 0.0000 | 98.5800 | 98.5750 | 1 | 1868 |
| FFM11 | 98.5250 | +0.0050 | 0.0000 | 98.5250 | 98.5200 | 0 | 248 |
| FFN11 | 98.3750 | +0.0050 | 0.0000 | 98.3750 | 98.3700 | 0 | 872 |
| FFQ11 | 98.2400 | +0.0050 | 0.0000 | 98.2400 | 98.2350 | 0 | 773 |
| FFU11 | 98.1400 | +0.0050 | 0.0000 | 98.1400 | 98.1350 | 1 | 381 |
| FFV11 | 98.0600 | +0.0050 | 0.0000 | 98.0600 | 98.0550 | 0 | 0 |
| Daily Volume and Open Interest | 52580 | 540239 |
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| 30-DAY FED FUNDS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZQX09 | 99.8800 | unch | 99.8800 | 99.8825 | 99.8775 | 7111 | 72709 |
| ZQZ09 | 99.8800 | unch | 99.8800 | 99.8850 | 99.8750 | 8722 | 67827 |
| ZQF10 | 99.8700 | unch | 99.8750 | 99.8800 | 99.8700 | 9104 | 61178 |
| ZQG10 | 99.8500 | +0.0050 | 99.8500 | 99.8550 | 99.8500 | 5973 | 71528 |
| ZQH10 | 99.8400 | +0.0050 | 99.8400 | 99.8450 | 99.8400 | 4166 | 47842 |
| ZQJ10 | 99.8250 | +0.0050 | 99.8250 | 99.8350 | 99.8250 | 4727 | 60713 |
| ZQK10 | 99.7850 | unch | 99.7850 | 99.8000 | 99.7800 | 2547 | 63106 |
| ZQM10 | 99.7650 | unch | 99.7750 | 99.7850 | 99.7600 | 4118 | 18337 |
| ZQN10 | 99.7100 | unch | 99.7250 | 99.7300 | 99.7050 | 3621 | 17176 |
| ZQQ10 | 99.6450 | unch | 99.6650 | 99.6650 | 99.6400 | 1169 | 12763 |
| ZQU10 | 99.5700 | unch | 99.5900 | 99.6000 | 99.5650 | 430 | 5085 |
| ZQV10 | 99.4750 | +0.0050 | 99.5000 | 99.5100 | 99.4750 | 520 | 9707 |
| ZQX10 | 99.3250 | +0.0050 | 99.3500 | 99.3650 | 99.3250 | 146 | 9578 |
| ZQZ10 | 99.2250 | +0.0050 | 99.2550 | 99.2700 | 99.2250 | 143 | 7247 |
| ZQF11 | 99.1400 | +0.0050 | 99.1650 | 99.1650 | 99.1400 | 81 | 4153 |
| ZQG11 | 98.9600 | +0.0050 | 0.0000 | 98.9600 | 98.9600 | 0 | 6057 |
| ZQH11 | 98.8700 | +0.0050 | 0.0000 | 98.8700 | 98.8700 | 0 | 303 |
| ZQJ11 | 98.7600 | +0.0050 | 0.0000 | 98.7600 | 98.7600 | 0 | 787 |
| ZQK11 | 98.5800 | +0.0050 | 0.0000 | 98.5800 | 98.5800 | 1 | 1868 |
| ZQM11 | 98.5250 | +0.0050 | 0.0000 | 98.5250 | 98.5250 | 0 | 248 |
| ZQN11 | 98.3750 | +0.0050 | 0.0000 | 98.3750 | 98.3750 | 0 | 872 |
| ZQQ11 | 98.2400 | +0.0050 | 0.0000 | 98.2400 | 98.2400 | 0 | 773 |
| ZQU11 | 98.1400 | +0.0050 | 0.0000 | 98.1400 | 98.1400 | 1 | 381 |
| ZQV11 | 98.0600 | +0.0050 | 0.0000 | 98.0600 | 98.0600 | 0 | 0 |
| Daily Volume and Open Interest | 52580 | 540239 |