| CBOT-FIN - Daily Futures - Tuesday, 9 February |
| |
| 30-YEAR T-BOND (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| USH10 | 118-10 | -0-20 | 118-24 | 118-30 | 118-10 | 171818 | 660932 |
| USM10 | 116-26 | -0-20 | 0-00 | 117-14 | 116-26 | 571 | 15335 |
| USU10 | 115-17 | -0-20 | 0-00 | 116-05 | 115-17 | 0 | 15 |
| Daily Volume and Open Interest | 172389 | 676282 |
|
| |
| 30-YEAR T-BOND |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZBH10 | 118-10 | -0-20 | 119-09 | 119-11 | 118-05 | 171818 | 660932 |
| ZBM10 | 116-26 | -0-20 | 117-26 | 117-26 | 116-21 | 571 | 15335 |
| ZBU10 | 115-17 | -0-20 | 0-00 | 115-17 | 115-17 | 0 | 15 |
| Daily Volume and Open Interest | 172389 | 676282 |
|
| |
| 10-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| TYH10 | 118-075 | -0-080 | 118-120 | 118-200 | 118-060 | 677849 | 1397765 |
| TYM10 | 116-250 | -0-085 | 0-000 | 117-015 | 116-250 | 1823 | 20187 |
| TYU10 | 115-105 | -0-090 | 0-000 | 115-195 | 115-105 | 0 | 4 |
| TYZ10 | 113-280 | -0-095 | 0-000 | 114-055 | 113-280 | 0 | 0 |
| TYH11 | 112-135 | -0-100 | 0-000 | 112-235 | 112-135 | 0 | 0 |
| Daily Volume and Open Interest | 679672 | 1417956 |
|
| |
| 10-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZNH10 | 118-075 | -0-080 | 118-230 | 118-235 | 118-040 | 677849 | 1397765 |
| ZNM10 | 116-250 | -0-085 | 117-020 | 117-020 | 116-225 | 1823 | 20187 |
| ZNU10 | 115-105 | -0-090 | 0-000 | 115-105 | 115-105 | 0 | 4 |
| ZNZ10 | 113-280 | -0-095 | 0-000 | 113-280 | 113-280 | 0 | 0 |
| ZNH11 | 112-135 | -0-100 | 0-000 | 112-135 | 112-135 | 0 | 0 |
| Daily Volume and Open Interest | 679672 | 1417956 |
|
| |
| 5-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FVH10 | 116-220 | -0-057 | 116-242 | 116-242 | 116-220 | 321474 | 920804 |
| FVM10 | 115-160 | -0-057 | 0-000 | 115-217 | 115-160 | 252 | 9680 |
| FVU10 | 114-100 | -0-057 | 0-000 | 114-157 | 114-100 | 0 | 0 |
| FVZ10 | 113-040 | -0-057 | 0-000 | 113-097 | 113-040 | 0 | 0 |
| FVH11 | 111-300 | -0-057 | 0-000 | 112-037 | 111-300 | 0 | 0 |
| Daily Volume and Open Interest | 321726 | 930484 |
|
| |
| 5-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZFH10 | 116-220 | -0-057 | 117-012 | 117-015 | 116-195 | 321474 | 920804 |
| ZFM10 | 115-160 | -0-057 | 115-230 | 115-232 | 115-160 | 252 | 9680 |
| ZFU10 | 114-100 | -0-057 | 0-000 | 114-100 | 114-100 | 0 | 0 |
| ZFZ10 | 113-040 | -0-057 | 0-000 | 113-040 | 113-040 | 0 | 0 |
| ZFH11 | 111-300 | -0-057 | 0-000 | 111-300 | 111-300 | 0 | 0 |
| Daily Volume and Open Interest | 321726 | 930484 |
|
| |
| 3-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| TFH10 | 112-295 | -0-040 | 0-000 | 113-015 | 112-295 | 5 | 2273 |
| TFM10 | 112-057 | -0-040 | 0-000 | 112-097 | 112-057 | 0 | 0 |
| TFU10 | 111-140 | -0-040 | 0-000 | 111-180 | 111-140 | 0 | 0 |
| TFZ10 | 110-222 | -0-040 | 0-000 | 110-262 | 110-222 | 0 | 0 |
| TFH11 | 109-305 | -0-040 | 0-000 | 110-025 | 109-305 | 0 | 0 |
| Daily Volume and Open Interest | 5 | 2273 |
|
| |
| 3-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZEH10 | 112-295 | -0-040 | 112-312 | 112-312 | 112-295 | 5 | 2273 |
| ZEM10 | 112-057 | -0-040 | 0-000 | 112-057 | 112-057 | 0 | 0 |
| ZEU10 | 111-140 | -0-040 | 0-000 | 111-140 | 111-140 | 0 | 0 |
| ZEZ10 | 110-222 | -0-040 | 0-000 | 110-222 | 110-222 | 0 | 0 |
| ZEH11 | 109-305 | -0-040 | 0-000 | 109-305 | 109-305 | 0 | 0 |
| Daily Volume and Open Interest | 5 | 2273 |
|
| |
| 2-YEAR T-NOTE (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| TUH10 | 109-007 | -0-022 | 109-025 | 109-025 | 109-007 | 171011 | 957830 |
| TUM10 | 108-160 | -0-025 | 0-000 | 108-185 | 108-160 | 5666 | 31581 |
| TUU10 | 107-312 | -0-027 | 0-000 | 108-020 | 107-312 | 0 | 0 |
| TUZ10 | 107-145 | -0-030 | 0-000 | 107-175 | 107-145 | 0 | 100 |
| TUH11 | 106-297 | -0-032 | 0-000 | 107-010 | 106-297 | 0 | 0 |
| Daily Volume and Open Interest | 176677 | 989512 |
|
| |
| 2-YEAR T-NOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZTH10 | 109-007 | -0-022 | 109-040 | 109-045 | 108-315 | 171011 | 957830 |
| ZTM10 | 108-160 | -0-025 | 108-175 | 108-180 | 108-155 | 5666 | 31581 |
| ZTU10 | 107-312 | -0-027 | 0-000 | 107-312 | 107-312 | 0 | 0 |
| ZTZ10 | 107-145 | -0-030 | 0-000 | 107-145 | 107-145 | 0 | 100 |
| ZTH11 | 106-297 | -0-032 | 0-000 | 106-297 | 106-297 | 0 | 0 |
| Daily Volume and Open Interest | 176677 | 989512 |
|
| |
| 30-YEAR SWAPS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NZH10 | 92-195 | -0-245 | 0-000 | 93-120 | 92-195 | 1 | 981 |
| NZM10 | 91-205 | -0-245 | 0-000 | 92-130 | 91-205 | 0 | 100 |
| NZU10 | 91-205 | -0-245 | 0-000 | 92-130 | 91-205 | 0 | 0 |
| NZZ10 | 91-205 | -0-245 | 0-000 | 92-130 | 91-205 | 0 | 0 |
| Daily Volume and Open Interest | 1 | 1081 |
|
| |
| 30-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| QSH10 | 92-195 | -0-245 | 0-000 | 92-195 | 92-195 | 1 | 981 |
| QSM10 | 91-205 | -0-245 | 0-000 | 91-205 | 91-205 | 0 | 100 |
| QSU10 | 91-205 | -0-245 | 0-000 | 91-205 | 91-205 | 0 | 0 |
| QSZ10 | 91-205 | -0-245 | 0-000 | 91-205 | 91-205 | 0 | 0 |
| Daily Volume and Open Interest | 1 | 1081 |
|
| |
| 10-YEAR SWAPS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NIH10 | 101-245 | -0-115 | 102-045 | 102-045 | 101-245 | 465 | 9836 |
| NIM10 | 100-215 | -0-115 | 0-000 | 101-010 | 100-215 | 0 | 100 |
| NIU10 | 100-215 | -0-115 | 0-000 | 101-010 | 100-215 | 0 | 0 |
| NIZ10 | 100-215 | -0-115 | 0-000 | 101-010 | 100-215 | 0 | 0 |
| Daily Volume and Open Interest | 465 | 9936 |
|
| |
| 10-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SRH10 | 101-245 | -0-115 | 102-050 | 102-075 | 101-235 | 465 | 9836 |
| SRM10 | 100-215 | -0-115 | 100-215 | 100-215 | 100-215 | 0 | 0 |
| SRU10 | 100-215 | -0-115 | 0-000 | 100-215 | 100-215 | 0 | 0 |
| SRZ10 | 100-215 | -0-115 | 0-000 | 100-215 | 100-215 | 0 | 0 |
| Daily Volume and Open Interest | 465 | 9836 |
|
| |
| 5-YEAR SWAPS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NJH10 | 105-295 | -0-055 | 106-035 | 106-035 | 105-295 | 5198 | 20540 |
| NJM10 | 104-280 | -0-060 | 0-000 | 105-020 | 104-280 | 0 | 0 |
| NJU10 | 104-280 | -0-060 | 0-000 | 105-020 | 104-280 | 0 | 0 |
| NJZ10 | 104-280 | -0-060 | 0-000 | 105-020 | 104-280 | 0 | 0 |
| Daily Volume and Open Interest | 5198 | 20540 |
|
| |
| 5-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SAH10 | 105-295 | -0-055 | 106-040 | 106-050 | 105-280 | 5198 | 20540 |
| SAM10 | 104-280 | -0-060 | 0-000 | 104-280 | 104-280 | 0 | 0 |
| SAU10 | 104-280 | -0-060 | 0-000 | 104-280 | 104-280 | 0 | 0 |
| SAZ10 | 104-280 | -0-060 | 0-000 | 104-280 | 104-280 | 0 | 0 |
| Daily Volume and Open Interest | 5198 | 20540 |
|
| |
| 7-YEAR SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| J8H10 | 104-120 | -0-075 | 0-000 | 104-120 | 104-120 | 0 | 3297 |
| J8M10 | 103-095 | -0-075 | 0-000 | 103-095 | 103-095 | 0 | 0 |
| J8U10 | 103-095 | -0-075 | 0-000 | 103-095 | 103-095 | 0 | 0 |
| J8Z10 | 103-095 | -0-075 | 0-000 | 103-095 | 103-095 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 3297 |
|
| |
| ULTRA T-BOND (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ULH10 | 123-16 | -0-30 | 0-00 | 124-14 | 123-16 | 5608 | 44629 |
| ULM10 | 121-31 | -0-30 | 0-00 | 122-29 | 121-31 | 2 | 5113 |
| ULU10 | 120-14 | -0-30 | 0-00 | 121-12 | 120-14 | 0 | 0 |
| Daily Volume and Open Interest | 5610 | 49742 |
|
| |
| ULTRA T-BOND |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| UDH10 | 123-16 | -0-30 | 124-19 | 124-27 | 123-08 | 5608 | 44629 |
| UDM10 | 121-31 | -0-30 | 0-00 | 121-31 | 121-31 | 2 | 5113 |
| UDU10 | 120-14 | -0-30 | 0-00 | 120-14 | 120-14 | 0 | 0 |
| Daily Volume and Open Interest | 5610 | 49742 |
|
| |
| 30-DAY FED FUNDS (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FFG10 | 99.8650 | unch | 0.0000 | 99.8650 | 99.8650 | 5607 | 87677 |
| FFH10 | 99.8500 | unch | 0.0000 | 99.8500 | 99.8500 | 4944 | 55881 |
| FFJ10 | 99.8400 | unch | 0.0000 | 99.8400 | 99.8400 | 4062 | 68061 |
| FFK10 | 99.8150 | -0.0050 | 0.0000 | 99.8200 | 99.8150 | 3747 | 64643 |
| FFM10 | 99.7950 | -0.0100 | 0.0000 | 99.8050 | 99.7950 | 5897 | 55123 |
| FFN10 | 99.7600 | -0.0100 | 0.0000 | 99.7700 | 99.7600 | 10462 | 52796 |
| FFQ10 | 99.7200 | -0.0100 | 0.0000 | 99.7300 | 99.7200 | 8103 | 34928 |
| FFU10 | 99.6750 | -0.0150 | 0.0000 | 99.6900 | 99.6750 | 6664 | 22505 |
| FFV10 | 99.6100 | -0.0150 | 99.6150 | 99.6150 | 99.6100 | 3825 | 30859 |
| FFX10 | 99.4950 | -0.0200 | 0.0000 | 99.5150 | 99.4950 | 1820 | 27829 |
| FFZ10 | 99.4200 | -0.0200 | 0.0000 | 99.4400 | 99.4200 | 1204 | 11511 |
| FFF11 | 99.3450 | -0.0200 | 0.0000 | 99.3650 | 99.3450 | 571 | 5539 |
| FFG11 | 99.2100 | -0.0300 | 0.0000 | 99.2400 | 99.2100 | 531 | 13067 |
| FFH11 | 99.1200 | -0.0300 | 0.0000 | 99.1500 | 99.1200 | 80 | 1040 |
| FFJ11 | 99.0200 | -0.0300 | 0.0000 | 99.0500 | 99.0200 | 13 | 2032 |
| FFK11 | 98.8700 | -0.0350 | 0.0000 | 98.9050 | 98.8700 | 3 | 4052 |
| FFM11 | 98.8150 | -0.0350 | 0.0000 | 98.8500 | 98.8150 | 42 | 837 |
| FFN11 | 98.6800 | -0.0400 | 0.0000 | 98.7200 | 98.6800 | 162 | 2166 |
| FFQ11 | 98.5500 | -0.0400 | 0.0000 | 98.5900 | 98.5500 | 37 | 1737 |
| FFU11 | 98.4400 | -0.0400 | 0.0000 | 98.4800 | 98.4400 | 4 | 985 |
| FFV11 | 98.3400 | -0.0450 | 0.0000 | 98.3850 | 98.3400 | 81 | 91 |
| FFX11 | 98.2000 | -0.0500 | 0.0000 | 98.2500 | 98.2000 | 81 | 2685 |
| FFZ11 | 98.1200 | -0.0600 | 0.0000 | 98.1800 | 98.1200 | 0 | 194 |
| FFF12 | 98.0200 | -0.0650 | 0.0000 | 98.0850 | 98.0200 | 0 | 0 |
| Daily Volume and Open Interest | 57942 | 546240 |
|
| |
| 30-DAY FED FUNDS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ZQG10 | 99.8650 | unch | 99.8650 | 99.8675 | 99.8625 | 5607 | 87677 |
| ZQH10 | 99.8500 | unch | 99.8500 | 99.8550 | 99.8500 | 4944 | 55881 |
| ZQJ10 | 99.8400 | unch | 99.8350 | 99.8400 | 99.8350 | 4062 | 68061 |
| ZQK10 | 99.8150 | -0.0050 | 99.8100 | 99.8150 | 99.8100 | 3747 | 64643 |
| ZQM10 | 99.7950 | -0.0100 | 99.8050 | 99.8050 | 99.7900 | 5897 | 55123 |
| ZQN10 | 99.7600 | -0.0100 | 99.7650 | 99.7700 | 99.7550 | 10462 | 52796 |
| ZQQ10 | 99.7200 | -0.0100 | 99.7200 | 99.7300 | 99.7100 | 8103 | 34928 |
| ZQU10 | 99.6750 | -0.0150 | 99.6800 | 99.6900 | 99.6700 | 6664 | 22505 |
| ZQV10 | 99.6100 | -0.0150 | 99.6200 | 99.6250 | 99.6000 | 3825 | 30859 |
| ZQX10 | 99.4950 | -0.0200 | 99.5050 | 99.5200 | 99.4900 | 1820 | 27829 |
| ZQZ10 | 99.4200 | -0.0200 | 99.4300 | 99.4400 | 99.4150 | 1204 | 11511 |
| ZQF11 | 99.3450 | -0.0200 | 99.3600 | 99.3700 | 99.3300 | 571 | 5539 |
| ZQG11 | 99.2100 | -0.0300 | 99.2100 | 99.2350 | 99.1950 | 531 | 13067 |
| ZQH11 | 99.1200 | -0.0300 | 99.1150 | 99.1200 | 99.1050 | 80 | 1040 |
| ZQJ11 | 99.0200 | -0.0300 | 0.0000 | 99.0200 | 99.0200 | 13 | 2032 |
| ZQK11 | 98.8700 | -0.0350 | 98.9000 | 98.9000 | 98.8700 | 3 | 4052 |
| ZQM11 | 98.8150 | -0.0350 | 98.8500 | 98.8500 | 98.8150 | 42 | 837 |
| ZQN11 | 98.6800 | -0.0400 | 98.7100 | 98.7100 | 98.6800 | 162 | 2166 |
| ZQQ11 | 98.5500 | -0.0400 | 0.0000 | 98.5500 | 98.5500 | 37 | 1737 |
| ZQU11 | 98.4400 | -0.0400 | 0.0000 | 98.4400 | 98.4400 | 4 | 985 |
| ZQV11 | 98.3400 | -0.0450 | 0.0000 | 98.3400 | 98.3400 | 81 | 91 |
| ZQX11 | 98.2000 | -0.0500 | 0.0000 | 98.2000 | 98.2000 | 81 | 2685 |
| ZQZ11 | 98.1200 | -0.0600 | 0.0000 | 98.1200 | 98.1200 | 0 | 194 |
| ZQF12 | 98.0200 | -0.0650 | 0.0000 | 98.0200 | 98.0200 | 0 | 0 |
| Daily Volume and Open Interest | 57942 | 546240 |