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IMM-FIN - Daily Futures - Friday, 20 November |
| | | | EURODOLLAR (P) | | Symbol | Last | Change | Open | High | Low | Vol | OI | | EDZ09 | 99.7350 | unch | 99.7400 | 99.7400 | 99.7350 | 113999 | 996476 | | EDF10 | 99.7200 | unch | 0.0000 | 99.7200 | 99.7200 | 1595 | 16799 | | EDG10 | 99.7000 | unch | 0.0000 | 99.7000 | 99.7000 | 448 | 7254 | | EDH10 | 99.6650 | unch | 99.6650 | 99.6700 | 99.6650 | 143678 | 1093671 | | EDJ10 | 99.6200 | unch | 0.0000 | 99.6200 | 99.6200 | 2 | 227 | | EDK10 | 99.5550 | unch | 0.0000 | 99.5550 | 99.5550 | 0 | 0 | | EDM10 | 99.5050 | unch | 99.5100 | 99.5200 | 99.5000 | 184760 | 1030238 | | EDU10 | 99.2050 | -0.0050 | 99.2250 | 99.2450 | 99.2000 | 211226 | 754944 | | EDZ10 | 98.8200 | -0.0100 | 98.8450 | 98.8850 | 98.8200 | 246337 | 833730 | | EDH11 | 98.4400 | -0.0200 | 98.4800 | 98.5200 | 98.4400 | 158891 | 565295 | | EDM11 | 98.0700 | -0.0250 | 98.1100 | 98.1550 | 98.0700 | 145235 | 554301 | | EDU11 | 97.7450 | -0.0300 | 97.8200 | 97.8350 | 97.7400 | 102257 | 468692 | | EDZ11 | 97.4400 | -0.0350 | 97.4850 | 97.5350 | 97.4400 | 60444 | 267568 | | EDH12 | 97.1850 | -0.0400 | 97.2350 | 97.2850 | 97.1850 | 62592 | 195763 | | EDM12 | 96.9350 | -0.0400 | 96.9800 | 97.0300 | 96.9350 | 49729 | 176386 | | EDU12 | 96.7150 | -0.0400 | 96.7550 | 96.8050 | 96.7150 | 37257 | 112736 | | EDZ12 | 96.5000 | -0.0400 | 96.5200 | 96.5700 | 96.5000 | 11597 | 63115 | | EDH13 | 96.3450 | -0.0350 | 0.0000 | 96.4100 | 96.3400 | 8858 | 55678 | | EDM13 | 96.1900 | -0.0300 | 0.0000 | 96.2500 | 96.1800 | 10578 | 52565 | | EDU13 | 96.0400 | -0.0300 | 0.0000 | 96.1000 | 96.0300 | 8967 | 54414 | | EDZ13 | 95.8900 | -0.0250 | 0.0000 | 95.9250 | 95.8750 | 5356 | 28918 | | EDH14 | 95.7800 | -0.0250 | 0.0000 | 95.8150 | 95.7650 | 5148 | 28547 | | EDM14 | 95.6650 | -0.0250 | 0.0000 | 95.7000 | 95.6450 | 4157 | 26779 | | EDU14 | 95.5650 | -0.0200 | 0.0000 | 95.5950 | 95.5400 | 4235 | 15920 | | EDZ14 | 95.4500 | -0.0150 | 0.0000 | 95.4500 | 95.4350 | 1308 | 7882 | | EDH15 | 95.3850 | -0.0150 | 0.0000 | 95.3900 | 95.3700 | 716 | 6744 | | EDM15 | 95.3050 | -0.0150 | 0.0000 | 95.3100 | 95.2900 | 1054 | 5322 | | EDU15 | 95.2300 | -0.0150 | 0.0000 | 95.2350 | 95.2000 | 1233 | 6125 | | EDZ15 | 95.1350 | -0.0150 | 95.1300 | 95.1350 | 95.1200 | 589 | 8773 | | EDH16 | 95.0900 | -0.0150 | 0.0000 | 95.0950 | 95.0750 | 45 | 8882 | | EDM16 | 95.0300 | -0.0150 | 0.0000 | 95.0350 | 95.0150 | 29 | 2558 | | EDU16 | 94.9800 | -0.0150 | 0.0000 | 94.9850 | 94.9650 | 64 | 2108 | | EDZ16 | 94.9050 | -0.0150 | 0.0000 | 94.9100 | 94.8900 | 256 | 11152 | | EDH17 | 94.8700 | -0.0200 | 0.0000 | 94.8800 | 94.8600 | 1 | 3074 | | EDM17 | 94.8250 | -0.0200 | 0.0000 | 94.8350 | 94.8150 | 1 | 1369 | | EDU17 | 94.7900 | -0.0200 | 0.0000 | 94.8000 | 94.7800 | 1 | 791 | | EDZ17 | 94.7300 | -0.0200 | 0.0000 | 94.7400 | 94.7200 | 262 | 2109 | | EDH18 | 94.7150 | -0.0250 | 0.0000 | 94.7300 | 94.7100 | 1 | 1646 | | EDM18 | 94.6850 | -0.0250 | 0.0000 | 94.7000 | 94.6800 | 1 | 285 | | EDU18 | 94.6600 | -0.0250 | 0.0000 | 94.6750 | 94.6550 | 1 | 381 | | EDZ18 | 94.6100 | -0.0250 | 0.0000 | 94.6250 | 94.6050 | 1 | 892 | | EDH19 | 94.6150 | -0.0250 | 0.0000 | 94.6300 | 94.6100 | 1 | 414 | | EDM19 | 94.6000 | -0.0250 | 0.0000 | 94.6150 | 94.5950 | 4 | 188 | | EDU19 | 94.5850 | -0.0250 | 0.0000 | 94.6000 | 94.5800 | 10 | 513 | | Daily Volume and Open Interest | 1582925 | 7471228 | | | | | EURODOLLAR | | Symbol | Last | Change | Open | High | Low | Vol | OI | | GEZ09 | 99.7350 | unch | 99.7350 | 99.7425 | 99.7325 | 113999 | 996476 | | GEF10 | 99.7200 | unch | 99.7200 | 99.7250 | 99.7200 | 1595 | 16799 | | GEG10 | 99.7000 | unch | 99.7000 | 99.7000 | 99.6950 | 448 | 7254 | | GEH10 | 99.6650 | unch | 99.6600 | 99.6800 | 99.6550 | 143678 | 1093671 | | GEJ10 | 99.6200 | unch | 0.0000 | 99.6200 | 99.6200 | 2 | 227 | | GEK10 | 99.5550 | unch | 0.0000 | 99.5550 | 99.5550 | 0 | 0 | | GEM10 | 99.5050 | unch | 99.5050 | 99.5350 | 99.5000 | 184760 | 1030238 | | GEU10 | 99.2050 | -0.0050 | 99.2150 | 99.2600 | 99.2000 | 211226 | 754944 | | GEZ10 | 98.8200 | -0.0100 | 98.8350 | 98.8950 | 98.8100 | 246337 | 833730 | | GEH11 | 98.4400 | -0.0200 | 98.4650 | 98.5300 | 98.4350 | 158891 | 565295 | | GEM11 | 98.0700 | -0.0250 | 98.1000 | 98.1700 | 98.0650 | 145235 | 554301 | | GEU11 | 97.7450 | -0.0300 | 97.7800 | 97.8500 | 97.7400 | 102257 | 468692 | | GEZ11 | 97.4400 | -0.0350 | 97.4800 | 97.5450 | 97.4300 | 60444 | 267568 | | GEH12 | 97.1850 | -0.0400 | 97.2250 | 97.2950 | 97.1750 | 62592 | 195763 | | GEM12 | 96.9350 | -0.0400 | 96.9800 | 97.0450 | 96.9250 | 49729 | 176386 | | GEU12 | 96.7150 | -0.0400 | 96.7600 | 96.8150 | 96.7050 | 37257 | 112736 | | GEZ12 | 96.5000 | -0.0400 | 96.5500 | 96.5950 | 96.4900 | 11597 | 63115 | | GEH13 | 96.3450 | -0.0350 | 96.4000 | 96.4250 | 96.3300 | 8858 | 55678 | | GEM13 | 96.1900 | -0.0300 | 96.2350 | 96.2600 | 96.1700 | 10578 | 52565 | | GEU13 | 96.0400 | -0.0300 | 96.0900 | 96.1000 | 96.0200 | 8967 | 54414 | | GEZ13 | 95.8900 | -0.0250 | 95.9250 | 95.9400 | 95.8600 | 5356 | 28918 | | GEH14 | 95.7800 | -0.0250 | 95.8150 | 95.8250 | 95.7550 | 5148 | 28547 | | GEM14 | 95.6650 | -0.0250 | 95.6950 | 95.7000 | 95.6400 | 4157 | 26779 | | GEU14 | 95.5650 | -0.0200 | 95.5850 | 95.5950 | 95.5250 | 4235 | 15920 | | GEZ14 | 95.4500 | -0.0150 | 95.4300 | 95.4500 | 95.4300 | 1308 | 7882 | | GEH15 | 95.3850 | -0.0150 | 0.0000 | 95.4050 | 95.3500 | 716 | 6744 | | GEM15 | 95.3050 | -0.0150 | 0.0000 | 95.3250 | 95.2700 | 1054 | 5322 | | GEU15 | 95.2300 | -0.0150 | 0.0000 | 95.2500 | 95.1950 | 1233 | 6125 | | GEZ15 | 95.1350 | -0.0150 | 0.0000 | 95.1350 | 95.1200 | 589 | 8773 | | GEH16 | 95.0900 | -0.0150 | 0.0000 | 95.0950 | 95.0750 | 45 | 8882 | | GEM16 | 95.0300 | -0.0150 | 0.0000 | 95.0350 | 95.0150 | 29 | 2558 | | GEU16 | 94.9800 | -0.0150 | 0.0000 | 94.9850 | 94.9650 | 64 | 2108 | | GEZ16 | 94.9050 | -0.0150 | 0.0000 | 94.9100 | 94.8900 | 256 | 11152 | | GEH17 | 94.8700 | -0.0200 | 0.0000 | 94.8800 | 94.8600 | 1 | 3074 | | GEM17 | 94.8250 | -0.0200 | 0.0000 | 94.8350 | 94.8150 | 1 | 1369 | | GEU17 | 94.7900 | -0.0200 | 0.0000 | 94.8000 | 94.7800 | 1 | 791 | | GEZ17 | 94.7300 | -0.0200 | 0.0000 | 94.7400 | 94.7200 | 262 | 2109 | | GEH18 | 94.7150 | -0.0250 | 0.0000 | 94.7300 | 94.7100 | 1 | 1646 | | GEM18 | 94.6850 | -0.0250 | 0.0000 | 94.7000 | 94.6800 | 1 | 285 | | GEU18 | 94.6600 | -0.0250 | 0.0000 | 94.6750 | 94.6550 | 1 | 381 | | GEZ18 | 94.6100 | -0.0250 | 0.0000 | 94.6250 | 94.6050 | 1 | 892 | | GEH19 | 94.6150 | -0.0250 | 0.0000 | 94.6300 | 94.6100 | 1 | 414 | | GEM19 | 94.6000 | -0.0250 | 0.0000 | 94.6150 | 94.5950 | 4 | 188 | | GEU19 | 94.5850 | -0.0250 | 0.0000 | 94.6000 | 94.5800 | 10 | 513 | | Daily Volume and Open Interest | 1582925 | 7471228 | | | | | EUROYEN TIBOR (P) | | Symbol | Last | Change | Open | High | Low | Vol | OI | | EYZ09 | 99.4950 | +0.0050 | 0.0000 | 99.4950 | 99.4950 | 3000 | 4442 | | EYH10 | 99.5200 | unch | 0.0000 | 99.5200 | 99.5200 | 0 | 423 | | EYM10 | 99.5350 | unch | 0.0000 | 99.5350 | 99.5350 | 0 | 80 | | EYU10 | 99.5350 | unch | 0.0000 | 99.5350 | 99.5350 | 0 | 180 | | EYZ10 | 99.4750 | unch | 0.0000 | 99.4750 | 99.4750 | 0 | 90 | | EYH11 | 99.3900 | unch | 0.0000 | 99.3900 | 99.3900 | 0 | 0 | | EYM11 | 99.3300 | unch | 0.0000 | 99.3300 | 99.3300 | 0 | 0 | | EYU11 | 99.3300 | unch | 0.0000 | 99.3300 | 99.3300 | 0 | 0 | | EYZ11 | 99.1350 | unch | 0.0000 | 99.1350 | 99.1350 | 0 | 0 | | EYH12 | 99.1000 | unch | 0.0000 | 99.1000 | 99.1000 | 0 | 0 | | EYM12 | 99.1500 | unch | 0.0000 | 99.1500 | 99.1500 | 0 | 0 | | EYU12 | 99.2100 | unch | 0.0000 | 99.2100 | 99.2100 | 0 | 0 | | EYZ12 | 99.0000 | unch | 0.0000 | 99.0000 | 99.0000 | 0 | 0 | | EYH13 | 99.0000 | unch | 0.0000 | 99.0000 | 99.0000 | 0 | 0 | | EYM13 | 98.9550 | unch | 0.0000 | 98.9550 | 98.9550 | 0 | 0 | | EYU13 | 98.8150 | unch | 0.0000 | 98.8150 | 98.8150 | 0 | 0 | | EYZ13 | 98.6750 | unch | 0.0000 | 98.6750 | 98.6750 | 0 | 0 | | EYH14 | 98.5350 | unch | 0.0000 | 98.5350 | 98.5350 | 0 | 0 | | EYM14 | 98.3950 | unch | 0.0000 | 98.3950 | 98.3950 | 0 | 0 | | EYU14 | 98.2550 | unch | 0.0000 | 98.2550 | 98.2550 | 0 | 0 | | Daily Volume and Open Interest | 3000 | 5215 | | | | | EUROYEN TIBOR | | Symbol | Last | Change | Open | High | Low | Vol | OI | | GJZ09 | 99.4950 | +0.0050 | 0.0000 | 99.4950 | 99.4950 | 3000 | 4442 | | GJH10 | 99.5200 | unch | 0.0000 | 99.5200 | 99.5200 | 0 | 423 | | GJM10 | 99.5350 | unch | 0.0000 | 99.5350 | 99.5350 | 0 | 80 | | GJU10 | 99.5350 | unch | 0.0000 | 99.5350 | 99.5350 | 0 | 180 | | GJZ10 | 99.4750 | unch | 0.0000 | 99.4750 | 99.4750 | 0 | 90 | | GJH11 | 99.3900 | unch | 0.0000 | 99.3900 | 99.3900 | 0 | 0 | | GJM11 | 99.3300 | unch | 0.0000 | 99.3300 | 99.3300 | 0 | 0 | | GJU11 | 99.3300 | unch | 0.0000 | 99.3300 | 99.3300 | 0 | 0 | | GJZ11 | 99.1350 | unch | 0.0000 | 99.1350 | 99.1350 | 0 | 0 | | GJH12 | 99.1000 | unch | 0.0000 | 99.1000 | 99.1000 | 0 | 0 | | GJM12 | 99.1500 | unch | 0.0000 | 99.1500 | 99.1500 | 0 | 0 | | GJU12 | 99.2100 | unch | 0.0000 | 99.2100 | 99.2100 | 0 | 0 | | GJZ12 | 99.0000 | unch | 0.0000 | 99.0000 | 99.0000 | 0 | 0 | | GJH13 | 99.0000 | unch | 0.0000 | 99.0000 | 99.0000 | 0 | 0 | | GJM13 | 98.9550 | unch | 0.0000 | 98.9550 | 98.9550 | 0 | 0 | | GJU13 | 98.8150 | unch | 0.0000 | 98.8150 | 98.8150 | 0 | 0 | | GJZ13 | 98.6750 | unch | 0.0000 | 98.6750 | 98.6750 | 0 | 0 | | GJH14 | 98.5350 | unch | 0.0000 | 98.5350 | 98.5350 | 0 | 0 | | GJM14 | 98.3950 | unch | 0.0000 | 98.3950 | 98.3950 | 0 | 0 | | GJU14 | 98.2550 | unch | 0.0000 | 98.2550 | 98.2550 | 0 | 0 | | Daily Volume and Open Interest | 3000 | 5215 | | | | | 1-MONTH LIBOR (P) | | Symbol | Last | Change | Open | High | Low | Vol | OI | | EMZ09 | 99.7650 | unch | 0.0000 | 99.7650 | 99.7650 | 3008 | 15182 | | EMF10 | 99.7650 | +0.0100 | 0.0000 | 99.7650 | 99.7550 | 94 | 5986 | | EMG10 | 99.7625 | +0.0050 | 0.0000 | 99.7625 | 99.7575 | 152 | 8479 | | EMH10 | 99.7550 | +0.0125 | 0.0000 | 99.7550 | 99.7425 | 62 | 2258 | | EMJ10 | 99.7125 | +0.0025 | 0.0000 | 99.7125 | 99.7100 | 2 | 6406 | | EMK10 | 99.6850 | +0.0075 | 0.0000 | 99.6850 | 99.6775 | 1 | 3618 | | EMM10 | 99.6375 | unch | 0.0000 | 99.6375 | 99.6375 | 0 | 1061 | | EMN10 | 99.5750 | -0.0100 | 0.0000 | 99.5850 | 99.5750 | 0 | 1577 | | EMQ10 | 99.5100 | +0.0025 | 0.0000 | 99.5100 | 99.5075 | 0 | 6685 | | EMU10 | 99.3875 | -0.0050 | 0.0000 | 99.3925 | 99.3875 | 0 | 1151 | | EMV10 | 99.2600 | -0.0100 | 0.0000 | 99.2700 | 99.2600 | 0 | 508 | | EMX10 | 99.1350 | -0.0100 | 0.0000 | 99.1450 | 99.1350 | 0 | 0 | | Daily Volume and Open Interest | 3319 | 52912 | | | | | 1-MONTH LIBOR | | Symbol | Last | Change | Open | High | Low | Vol | OI | | GHZ09 | 99.7650 | unch | 99.7650 | 99.7650 | 99.7650 | 3008 | 15182 | | GHF10 | 99.7650 | +0.0100 | 99.7650 | 99.7650 | 99.7550 | 94 | 5986 | | GHG10 | 99.7625 | +0.0050 | 99.7600 | 99.7625 | 99.7575 | 152 | 8479 | | GHH10 | 99.7550 | +0.0125 | 99.7450 | 99.7575 | 99.7425 | 62 | 2258 | | GHJ10 | 99.7125 | +0.0025 | 99.7100 | 99.7150 | 99.7100 | 2 | 6406 | | GHK10 | 99.6850 | +0.0075 | 99.6950 | 99.6950 | 99.6775 | 1 | 3618 | | GHM10 | 99.6375 | unch | 0.0000 | 99.6375 | 99.6375 | 0 | 1061 | | GHN10 | 99.5750 | -0.0100 | 0.0000 | 99.5850 | 99.5750 | 0 | 1577 | | GHQ10 | 99.5100 | +0.0025 | 0.0000 | 99.5100 | 99.5075 | 0 | 6685 | | GHU10 | 99.3875 | -0.0050 | 0.0000 | 99.3925 | 99.3875 | 0 | 1151 | | GHV10 | 99.2600 | -0.0100 | 0.0000 | 99.2700 | 99.2600 | 0 | 508 | | GHX10 | 99.1350 | -0.0100 | 0.0000 | 99.1450 | 99.1350 | 0 | 0 | | Daily Volume and Open Interest | 3319 | 52912 | | | | | EUROZONE HICP | | Symbol | Last | Change | Open | High | Low | Vol | OI | | C7Z09 | 99.7000 | unch | 0.0000 | 99.7000 | 99.7000 | 0 | 0 | | C7F10 | 99.4000 | unch | 0.0000 | 99.4000 | 99.4000 | 0 | 0 | | C7G10 | 99.0500 | unch | 0.0000 | 99.0500 | 99.0500 | 0 | 0 | | C7H10 | 99.2000 | unch | 0.0000 | 99.2000 | 99.2000 | 0 | 0 | | C7J10 | 99.0000 | unch | 0.0000 | 99.0000 | 99.0000 | 0 | 0 | | C7K10 | 99.0500 | unch | 0.0000 | 99.0500 | 99.0500 | 0 | 0 | | C7M10 | 98.9500 | unch | 0.0000 | 98.9500 | 98.9500 | 0 | 0 | | C7N10 | 99.1500 | unch | 0.0000 | 99.1500 | 99.1500 | 0 | 0 | | C7Q10 | 98.7000 | unch | 0.0000 | 98.7000 | 98.7000 | 0 | 0 | | C7U10 | 98.9000 | unch | 0.0000 | 98.9000 | 98.9000 | 0 | 0 | | C7V10 | 98.7500 | unch | 0.0000 | 98.7500 | 98.7500 | 0 | 0 | | C7X10 | 98.7500 | unch | 0.0000 | 98.7500 | 98.7500 | 0 | 0 | | | | | JAPANESE BOND | | Symbol | Last | Change | Open | High | Low | Vol | OI | | JBZ09 | 139.20 | -0.10 | 0.00 | 139.20 | 139.20 | 0 | 0 | | JBH10 | 139.20 | -0.10 | 0.00 | 139.20 | 139.20 | 0 | 0 | | | | | 3-MONTH (OIS) SWAPS | | Symbol | Last | Change | Open | High | Low | Vol | OI | | FDZ09 | 99.8775 | unch | 0.0000 | 99.8775 | 99.8775 | 0 | 1936 | | FDH10 | 99.8550 | unch | 0.0000 | 99.8600 | 99.8550 | 0 | 1220 | | FDM10 | 99.8050 | +0.0050 | 0.0000 | 99.8150 | 99.8000 | 0 | 1148 | | FDU10 | 99.6750 | unch | 0.0000 | 99.6950 | 99.6750 | 0 | 1 | | FDZ10 | 99.4200 | unch | 0.0000 | 99.4300 | 99.4200 | 0 | 0 | | FDH11 | 99.0450 | unch | 0.0000 | 99.0450 | 99.0450 | 0 | 0 | | FDM11 | 98.6500 | unch | 0.0000 | 98.6500 | 98.6500 | 0 | 0 | | FDU11 | 98.3850 | unch | 0.0000 | 98.3850 | 98.3850 | 0 | 0 | | Daily Volume and Open Interest | 0 | 4305 |
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