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CBOT-FIN - Daily Futures - Friday, 20 November
FlipCharts
 
30-YEAR T-BOND (P)
SymbolLastChangeOpenHighLowVolOI
USZ09120-28+0-02120-31121-03120-20301307718959
USH10120-08+0-03120-08120-08120-085719862196
USM10118-22+0-030-00118-22118-19039
USU10117-04+0-030-00117-04117-0100
Daily Volume and Open Interest358505781194
 
 
30-YEAR T-BOND
SymbolLastChangeOpenHighLowVolOI
ZBZ09120-28+0-02120-29121-07120-13301307718959
ZBH10120-08+0-03120-08120-18119-255719862196
ZBM10118-22+0-030-00118-22118-22039
ZBU10117-04+0-030-00117-04117-0400
Daily Volume and Open Interest358505781194
 
 
10-YEAR T-NOTE (P)
SymbolLastChangeOpenHighLowVolOI
TYZ09119-180-0-030119-265119-265119-1557986211283295
TYH10118-085-0-0150-000118-100118-0854590989852
TYM10116-310unch0-000116-310116-31000
TYU10115-215+0-0150-000115-215115-20000
TYZ10114-120+0-0300-000114-120114-09000
Daily Volume and Open Interest8445301373147
 
 
10-YEAR T-NOTE
SymbolLastChangeOpenHighLowVolOI
ZNZ09119-180-0-030119-235119-315119-1457986211283295
ZNH10118-085-0-015118-125118-215118-0504590989852
ZNM10116-310unch0-000116-310116-31000
ZNU10115-215+0-0150-000115-215115-21500
ZNZ10114-120+0-0300-000114-120114-12000
Daily Volume and Open Interest8445301373147
 
 
5-YEAR T-NOTE (P)
SymbolLastChangeOpenHighLowVolOI
FVZ09117-162-0-017117-200117-212117-152560050801221
FVH10116-070-0-0100-000116-080116-07010008492809
FVM10114-297-0-0020-000114-300114-29700
FVU10113-205+0-0050-000113-205113-20000
FVZ10112-112+0-0120-000112-112112-10000
Daily Volume and Open Interest660134894030
 
 
5-YEAR T-NOTE
SymbolLastChangeOpenHighLowVolOI
ZFZ09117-162-0-017117-192117-265117-145560050801221
ZFH10116-070-0-010116-087116-162116-06010008492809
ZFM10114-297-0-0020-000114-297114-29700
ZFU10113-205+0-0050-000113-205113-20500
ZFZ10112-112+0-0120-000112-112112-11200
Daily Volume and Open Interest660134894030
 
 
3-YEAR T-NOTE (P)
SymbolLastChangeOpenHighLowVolOI
TFZ09113-072+0-0020-000113-072113-070433479
TFH10112-172+0-0020-000112-172112-1702343
TFM10111-272+0-0020-000111-272111-27000
TFU10111-052+0-0020-000111-052111-05000
TFZ10110-152+0-0020-000110-152110-15000
Daily Volume and Open Interest453822
 
 
3-YEAR T-NOTE
SymbolLastChangeOpenHighLowVolOI
ZEZ09113-072+0-002113-077113-120113-072433479
ZEH10112-172+0-0020-000112-172112-1722343
ZEM10111-272+0-0020-000111-272111-27200
ZEU10111-052+0-0020-000111-052111-05200
ZEZ10110-152+0-0020-000110-152110-15200
Daily Volume and Open Interest453822
 
 
2-YEAR T-NOTE (P)
SymbolLastChangeOpenHighLowVolOI
TUZ09109-062-0-005109-072109-072109-062367414947712
TUH10108-210-0-002108-212108-227108-21059776125778
TUM10108-035-0-0020-000108-037108-03506915
TUU10107-180-0-0020-000107-182107-18000
TUZ10107-005-0-0020-000107-007107-00500
Daily Volume and Open Interest4271901080405
 
 
2-YEAR T-NOTE
SymbolLastChangeOpenHighLowVolOI
ZTZ09109-062-0-005109-072109-097109-057367414947712
ZTH10108-210-0-002108-220108-250108-20559776125778
ZTM10108-035-0-002108-030108-035108-03006915
ZTU10107-180-0-0020-000107-180107-18000
ZTZ10107-005-0-0020-000107-005107-00500
Daily Volume and Open Interest4271901080405
 
 
30-YEAR SWAPS (P)
SymbolLastChangeOpenHighLowVolOI
NZZ0996-185-0-0600-00096-24596-185332735
NZH1095-195-0-0650-00095-26095-1955656
NZM1095-195-0-0650-00095-26095-19500
NZU1095-195-0-0650-00095-26095-19500
Daily Volume and Open Interest892791
 
 
30-YEAR SWAPS
SymbolLastChangeOpenHighLowVolOI
QSZ0996-185-0-0600-00096-18596-185332735
QSH1095-195-0-0650-00095-19595-1955656
QSM1095-195-0-0650-00095-19595-19500
QSU1095-195-0-0650-00095-19595-19500
Daily Volume and Open Interest892791
 
 
10-YEAR SWAPS (P)
SymbolLastChangeOpenHighLowVolOI
NIZ09104-060-0-0200-000104-080104-060118215730
NIH10103-040-0-0200-000103-060103-040256383
NIM10103-040-0-0200-000103-060103-04000
NIU10103-040-0-0200-000103-060103-04000
Daily Volume and Open Interest143816113
 
 
10-YEAR SWAPS
SymbolLastChangeOpenHighLowVolOI
SRZ09104-060-0-020104-135104-135104-010118215730
SRH10103-040-0-020102-315103-040102-315256383
SRM10103-040-0-0200-000103-040103-04000
SRU10103-040-0-0200-000103-040103-04000
Daily Volume and Open Interest143816113
 
 
5-YEAR SWAPS (P)
SymbolLastChangeOpenHighLowVolOI
NJZ09106-265-0-0300-000106-295106-265171036488
NJH10105-275-0-0300-000105-305105-27513271
NJM10105-275-0-0300-000105-305105-27500
NJU10105-275-0-0300-000105-305105-27500
Daily Volume and Open Interest172336759
 
 
5-YEAR SWAPS
SymbolLastChangeOpenHighLowVolOI
SAZ09106-265-0-030107-020107-045106-250171036488
SAH10105-275-0-030106-025106-045105-25013271
SAM10105-275-0-0300-000105-275105-27500
SAU10105-275-0-0300-000105-275105-27500
Daily Volume and Open Interest172336759
 
 
7-YEAR SWAPS
SymbolLastChangeOpenHighLowVolOI
J8Z09105-285-0-025105-285105-305105-260342877
J8H10104-280-0-0250-000104-280104-2800240
J8M10104-280-0-0250-000104-280104-28000
J8U10104-280-0-0250-000104-280104-28000
Daily Volume and Open Interest343117
 
 
30-DAY FED FUNDS (P)
SymbolLastChangeOpenHighLowVolOI
FFX0999.8800unch99.880099.880099.8800711172709
FFZ0999.8800unch0.000099.880099.8800872267827
FFF1099.8700unch0.000099.870099.8700910461178
FFG1099.8500+0.00500.000099.850099.8450597371528
FFH1099.8400+0.00500.000099.840099.8300416647842
FFJ1099.8250+0.00500.000099.825099.8200472760713
FFK1099.7850unch0.000099.785099.7850254763106
FFM1099.7650unch0.000099.765099.7650411818337
FFN1099.7100unch0.000099.710099.7100362117176
FFQ1099.6450unch0.000099.645099.6450116912763
FFU1099.5700unch0.000099.570099.57004305085
FFV1099.4750+0.00500.000099.475099.47005209707
FFX1099.3250+0.00500.000099.325099.32001469578
FFZ1099.2250+0.00500.000099.225099.22001437247
FFF1199.1400+0.00500.000099.140099.1350814153
FFG1198.9600+0.00500.000098.960098.955006057
FFH1198.8700+0.00500.000098.870098.86500303
FFJ1198.7600+0.00500.000098.760098.75500787
FFK1198.5800+0.00500.000098.580098.575011868
FFM1198.5250+0.00500.000098.525098.52000248
FFN1198.3750+0.00500.000098.375098.37000872
FFQ1198.2400+0.00500.000098.240098.23500773
FFU1198.1400+0.00500.000098.140098.13501381
FFV1198.0600+0.00500.000098.060098.055000
Daily Volume and Open Interest52580540239
 
 
30-DAY FED FUNDS
SymbolLastChangeOpenHighLowVolOI
ZQX0999.8800unch99.880099.882599.8775711172709
ZQZ0999.8800unch99.880099.885099.8750872267827
ZQF1099.8700unch99.875099.880099.8700910461178
ZQG1099.8500+0.005099.850099.855099.8500597371528
ZQH1099.8400+0.005099.840099.845099.8400416647842
ZQJ1099.8250+0.005099.825099.835099.8250472760713
ZQK1099.7850unch99.785099.800099.7800254763106
ZQM1099.7650unch99.775099.785099.7600411818337
ZQN1099.7100unch99.725099.730099.7050362117176
ZQQ1099.6450unch99.665099.665099.6400116912763
ZQU1099.5700unch99.590099.600099.56504305085
ZQV1099.4750+0.005099.500099.510099.47505209707
ZQX1099.3250+0.005099.350099.365099.32501469578
ZQZ1099.2250+0.005099.255099.270099.22501437247
ZQF1199.1400+0.005099.165099.165099.1400814153
ZQG1198.9600+0.00500.000098.960098.960006057
ZQH1198.8700+0.00500.000098.870098.87000303
ZQJ1198.7600+0.00500.000098.760098.76000787
ZQK1198.5800+0.00500.000098.580098.580011868
ZQM1198.5250+0.00500.000098.525098.52500248
ZQN1198.3750+0.00500.000098.375098.37500872
ZQQ1198.2400+0.00500.000098.240098.24000773
ZQU1198.1400+0.00500.000098.140098.14001381
ZQV1198.0600+0.00500.000098.060098.060000
Daily Volume and Open Interest52580540239

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