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IMM-FIN - Daily Futures - Friday, 20 November
FlipCharts
 
EURODOLLAR (P)
SymbolLastChangeOpenHighLowVolOI
EDZ0999.7350unch99.740099.740099.7350113999996476
EDF1099.7200unch0.000099.720099.7200159516799
EDG1099.7000unch0.000099.700099.70004487254
EDH1099.6650unch99.665099.670099.66501436781093671
EDJ1099.6200unch0.000099.620099.62002227
EDK1099.5550unch0.000099.555099.555000
EDM1099.5050unch99.510099.520099.50001847601030238
EDU1099.2050-0.005099.225099.245099.2000211226754944
EDZ1098.8200-0.010098.845098.885098.8200246337833730
EDH1198.4400-0.020098.480098.520098.4400158891565295
EDM1198.0700-0.025098.110098.155098.0700145235554301
EDU1197.7450-0.030097.820097.835097.7400102257468692
EDZ1197.4400-0.035097.485097.535097.440060444267568
EDH1297.1850-0.040097.235097.285097.185062592195763
EDM1296.9350-0.040096.980097.030096.935049729176386
EDU1296.7150-0.040096.755096.805096.715037257112736
EDZ1296.5000-0.040096.520096.570096.50001159763115
EDH1396.3450-0.03500.000096.410096.3400885855678
EDM1396.1900-0.03000.000096.250096.18001057852565
EDU1396.0400-0.03000.000096.100096.0300896754414
EDZ1395.8900-0.02500.000095.925095.8750535628918
EDH1495.7800-0.02500.000095.815095.7650514828547
EDM1495.6650-0.02500.000095.700095.6450415726779
EDU1495.5650-0.02000.000095.595095.5400423515920
EDZ1495.4500-0.01500.000095.450095.435013087882
EDH1595.3850-0.01500.000095.390095.37007166744
EDM1595.3050-0.01500.000095.310095.290010545322
EDU1595.2300-0.01500.000095.235095.200012336125
EDZ1595.1350-0.015095.130095.135095.12005898773
EDH1695.0900-0.01500.000095.095095.0750458882
EDM1695.0300-0.01500.000095.035095.0150292558
EDU1694.9800-0.01500.000094.985094.9650642108
EDZ1694.9050-0.01500.000094.910094.890025611152
EDH1794.8700-0.02000.000094.880094.860013074
EDM1794.8250-0.02000.000094.835094.815011369
EDU1794.7900-0.02000.000094.800094.78001791
EDZ1794.7300-0.02000.000094.740094.72002622109
EDH1894.7150-0.02500.000094.730094.710011646
EDM1894.6850-0.02500.000094.700094.68001285
EDU1894.6600-0.02500.000094.675094.65501381
EDZ1894.6100-0.02500.000094.625094.60501892
EDH1994.6150-0.02500.000094.630094.61001414
EDM1994.6000-0.02500.000094.615094.59504188
EDU1994.5850-0.02500.000094.600094.580010513
Daily Volume and Open Interest15829257471228
 
 
EURODOLLAR
SymbolLastChangeOpenHighLowVolOI
GEZ0999.7350unch99.735099.742599.7325113999996476
GEF1099.7200unch99.720099.725099.7200159516799
GEG1099.7000unch99.700099.700099.69504487254
GEH1099.6650unch99.660099.680099.65501436781093671
GEJ1099.6200unch0.000099.620099.62002227
GEK1099.5550unch0.000099.555099.555000
GEM1099.5050unch99.505099.535099.50001847601030238
GEU1099.2050-0.005099.215099.260099.2000211226754944
GEZ1098.8200-0.010098.835098.895098.8100246337833730
GEH1198.4400-0.020098.465098.530098.4350158891565295
GEM1198.0700-0.025098.100098.170098.0650145235554301
GEU1197.7450-0.030097.780097.850097.7400102257468692
GEZ1197.4400-0.035097.480097.545097.430060444267568
GEH1297.1850-0.040097.225097.295097.175062592195763
GEM1296.9350-0.040096.980097.045096.925049729176386
GEU1296.7150-0.040096.760096.815096.705037257112736
GEZ1296.5000-0.040096.550096.595096.49001159763115
GEH1396.3450-0.035096.400096.425096.3300885855678
GEM1396.1900-0.030096.235096.260096.17001057852565
GEU1396.0400-0.030096.090096.100096.0200896754414
GEZ1395.8900-0.025095.925095.940095.8600535628918
GEH1495.7800-0.025095.815095.825095.7550514828547
GEM1495.6650-0.025095.695095.700095.6400415726779
GEU1495.5650-0.020095.585095.595095.5250423515920
GEZ1495.4500-0.015095.430095.450095.430013087882
GEH1595.3850-0.01500.000095.405095.35007166744
GEM1595.3050-0.01500.000095.325095.270010545322
GEU1595.2300-0.01500.000095.250095.195012336125
GEZ1595.1350-0.01500.000095.135095.12005898773
GEH1695.0900-0.01500.000095.095095.0750458882
GEM1695.0300-0.01500.000095.035095.0150292558
GEU1694.9800-0.01500.000094.985094.9650642108
GEZ1694.9050-0.01500.000094.910094.890025611152
GEH1794.8700-0.02000.000094.880094.860013074
GEM1794.8250-0.02000.000094.835094.815011369
GEU1794.7900-0.02000.000094.800094.78001791
GEZ1794.7300-0.02000.000094.740094.72002622109
GEH1894.7150-0.02500.000094.730094.710011646
GEM1894.6850-0.02500.000094.700094.68001285
GEU1894.6600-0.02500.000094.675094.65501381
GEZ1894.6100-0.02500.000094.625094.60501892
GEH1994.6150-0.02500.000094.630094.61001414
GEM1994.6000-0.02500.000094.615094.59504188
GEU1994.5850-0.02500.000094.600094.580010513
Daily Volume and Open Interest15829257471228
 
 
EUROYEN TIBOR (P)
SymbolLastChangeOpenHighLowVolOI
EYZ0999.4950+0.00500.000099.495099.495030004442
EYH1099.5200unch0.000099.520099.52000423
EYM1099.5350unch0.000099.535099.5350080
EYU1099.5350unch0.000099.535099.53500180
EYZ1099.4750unch0.000099.475099.4750090
EYH1199.3900unch0.000099.390099.390000
EYM1199.3300unch0.000099.330099.330000
EYU1199.3300unch0.000099.330099.330000
EYZ1199.1350unch0.000099.135099.135000
EYH1299.1000unch0.000099.100099.100000
EYM1299.1500unch0.000099.150099.150000
EYU1299.2100unch0.000099.210099.210000
EYZ1299.0000unch0.000099.000099.000000
EYH1399.0000unch0.000099.000099.000000
EYM1398.9550unch0.000098.955098.955000
EYU1398.8150unch0.000098.815098.815000
EYZ1398.6750unch0.000098.675098.675000
EYH1498.5350unch0.000098.535098.535000
EYM1498.3950unch0.000098.395098.395000
EYU1498.2550unch0.000098.255098.255000
Daily Volume and Open Interest30005215
 
 
EUROYEN TIBOR
SymbolLastChangeOpenHighLowVolOI
GJZ0999.4950+0.00500.000099.495099.495030004442
GJH1099.5200unch0.000099.520099.52000423
GJM1099.5350unch0.000099.535099.5350080
GJU1099.5350unch0.000099.535099.53500180
GJZ1099.4750unch0.000099.475099.4750090
GJH1199.3900unch0.000099.390099.390000
GJM1199.3300unch0.000099.330099.330000
GJU1199.3300unch0.000099.330099.330000
GJZ1199.1350unch0.000099.135099.135000
GJH1299.1000unch0.000099.100099.100000
GJM1299.1500unch0.000099.150099.150000
GJU1299.2100unch0.000099.210099.210000
GJZ1299.0000unch0.000099.000099.000000
GJH1399.0000unch0.000099.000099.000000
GJM1398.9550unch0.000098.955098.955000
GJU1398.8150unch0.000098.815098.815000
GJZ1398.6750unch0.000098.675098.675000
GJH1498.5350unch0.000098.535098.535000
GJM1498.3950unch0.000098.395098.395000
GJU1498.2550unch0.000098.255098.255000
Daily Volume and Open Interest30005215
 
 
1-MONTH LIBOR (P)
SymbolLastChangeOpenHighLowVolOI
EMZ0999.7650unch0.000099.765099.7650300815182
EMF1099.7650+0.01000.000099.765099.7550945986
EMG1099.7625+0.00500.000099.762599.75751528479
EMH1099.7550+0.01250.000099.755099.7425622258
EMJ1099.7125+0.00250.000099.712599.710026406
EMK1099.6850+0.00750.000099.685099.677513618
EMM1099.6375unch0.000099.637599.637501061
EMN1099.5750-0.01000.000099.585099.575001577
EMQ1099.5100+0.00250.000099.510099.507506685
EMU1099.3875-0.00500.000099.392599.387501151
EMV1099.2600-0.01000.000099.270099.26000508
EMX1099.1350-0.01000.000099.145099.135000
Daily Volume and Open Interest331952912
 
 
1-MONTH LIBOR
SymbolLastChangeOpenHighLowVolOI
GHZ0999.7650unch99.765099.765099.7650300815182
GHF1099.7650+0.010099.765099.765099.7550945986
GHG1099.7625+0.005099.760099.762599.75751528479
GHH1099.7550+0.012599.745099.757599.7425622258
GHJ1099.7125+0.002599.710099.715099.710026406
GHK1099.6850+0.007599.695099.695099.677513618
GHM1099.6375unch0.000099.637599.637501061
GHN1099.5750-0.01000.000099.585099.575001577
GHQ1099.5100+0.00250.000099.510099.507506685
GHU1099.3875-0.00500.000099.392599.387501151
GHV1099.2600-0.01000.000099.270099.26000508
GHX1099.1350-0.01000.000099.145099.135000
Daily Volume and Open Interest331952912
 
 
EUROZONE HICP
SymbolLastChangeOpenHighLowVolOI
C7Z0999.7000unch0.000099.700099.700000
C7F1099.4000unch0.000099.400099.400000
C7G1099.0500unch0.000099.050099.050000
C7H1099.2000unch0.000099.200099.200000
C7J1099.0000unch0.000099.000099.000000
C7K1099.0500unch0.000099.050099.050000
C7M1098.9500unch0.000098.950098.950000
C7N1099.1500unch0.000099.150099.150000
C7Q1098.7000unch0.000098.700098.700000
C7U1098.9000unch0.000098.900098.900000
C7V1098.7500unch0.000098.750098.750000
C7X1098.7500unch0.000098.750098.750000
 
 
JAPANESE BOND
SymbolLastChangeOpenHighLowVolOI
JBZ09139.20-0.100.00139.20139.2000
JBH10139.20-0.100.00139.20139.2000
 
 
3-MONTH (OIS) SWAPS
SymbolLastChangeOpenHighLowVolOI
FDZ0999.8775unch0.000099.877599.877501936
FDH1099.8550unch0.000099.860099.855001220
FDM1099.8050+0.00500.000099.815099.800001148
FDU1099.6750unch0.000099.695099.675001
FDZ1099.4200unch0.000099.430099.420000
FDH1199.0450unch0.000099.045099.045000
FDM1198.6500unch0.000098.650098.650000
FDU1198.3850unch0.000098.385098.385000
Daily Volume and Open Interest04305

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