| IMM-FIN - Daily Futures - Tuesday, 9 February |
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| EURODOLLAR (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| EDG10 | 99.7450 | +0.0025 | 99.7475 | 99.7475 | 99.7450 | 3484 | 74248 |
| EDH10 | 99.7050 | +0.0050 | 99.7000 | 99.7100 | 99.7000 | 174140 | 1205059 |
| EDJ10 | 99.6650 | +0.0050 | 0.0000 | 99.6650 | 99.6600 | 992 | 11543 |
| EDK10 | 99.6200 | -0.0050 | 0.0000 | 99.6250 | 99.6200 | 104 | 747 |
| EDM10 | 99.5750 | +0.0050 | 99.5700 | 99.5900 | 99.5700 | 199612 | 1110935 |
| EDN10 | 99.4950 | unch | 0.0000 | 99.4950 | 99.4950 | 0 | 1185 |
| EDU10 | 99.3400 | -0.0100 | 99.3500 | 99.3650 | 99.3350 | 258190 | 933512 |
| EDZ10 | 99.0250 | -0.0200 | 99.0400 | 99.0550 | 99.0100 | 189554 | 898698 |
| EDH11 | 98.6800 | -0.0300 | 98.6950 | 98.7150 | 98.6650 | 215148 | 634584 |
| EDM11 | 98.3200 | -0.0400 | 98.3500 | 98.3650 | 98.3050 | 148536 | 728202 |
| EDU11 | 97.9750 | -0.0500 | 98.0100 | 98.0300 | 97.9600 | 108343 | 558565 |
| EDZ11 | 97.6450 | -0.0550 | 97.6900 | 97.7000 | 97.6350 | 75241 | 372760 |
| EDH12 | 97.3500 | -0.0550 | 97.3950 | 97.4150 | 97.3450 | 43709 | 257281 |
| EDM12 | 97.0550 | -0.0600 | 97.1000 | 97.1250 | 97.0550 | 27812 | 224394 |
| EDU12 | 96.7900 | -0.0600 | 96.8350 | 96.8550 | 96.7900 | 21705 | 129398 |
| EDZ12 | 96.5300 | -0.0550 | 96.5750 | 96.5900 | 96.5250 | 16021 | 108619 |
| EDH13 | 96.3200 | -0.0550 | 96.3550 | 96.3850 | 96.3150 | 9809 | 75869 |
| EDM13 | 96.1200 | -0.0500 | 96.1500 | 96.1750 | 96.1100 | 5703 | 60971 |
| EDU13 | 95.9350 | -0.0500 | 95.9600 | 95.9900 | 95.9250 | 5298 | 52418 |
| EDZ13 | 95.7500 | -0.0450 | 95.7700 | 95.8000 | 95.7350 | 4503 | 33609 |
| EDH14 | 95.6050 | -0.0450 | 95.6250 | 95.6400 | 95.5950 | 3561 | 34564 |
| EDM14 | 95.4550 | -0.0450 | 95.4750 | 95.4850 | 95.4450 | 2986 | 28982 |
| EDU14 | 95.3250 | -0.0450 | 95.3450 | 95.3550 | 95.3150 | 2704 | 17254 |
| EDZ14 | 95.1900 | -0.0400 | 95.2050 | 95.2200 | 95.1750 | 2894 | 23018 |
| EDH15 | 95.1000 | -0.0400 | 95.1100 | 95.1300 | 95.1000 | 162 | 10455 |
| EDM15 | 95.0000 | -0.0400 | 95.0050 | 95.0300 | 95.0000 | 97 | 6732 |
| EDU15 | 94.9150 | -0.0400 | 94.9200 | 94.9450 | 94.9150 | 81 | 7058 |
| EDZ15 | 94.8200 | -0.0350 | 94.8200 | 94.8450 | 94.8150 | 92 | 9393 |
| EDH16 | 94.7750 | -0.0350 | 94.7700 | 94.8000 | 94.7700 | 87 | 10628 |
| EDM16 | 94.7050 | -0.0350 | 94.7000 | 94.7300 | 94.7000 | 55 | 4008 |
| EDU16 | 94.6550 | -0.0350 | 94.6500 | 94.6800 | 94.6500 | 50 | 4664 |
| EDZ16 | 94.5750 | -0.0350 | 94.5700 | 94.6000 | 94.5700 | 87 | 11088 |
| EDH17 | 94.5500 | -0.0350 | 94.5400 | 94.5750 | 94.5400 | 0 | 2895 |
| EDM17 | 94.5000 | -0.0350 | 94.4900 | 94.5250 | 94.4900 | 0 | 1213 |
| EDU17 | 94.4600 | -0.0350 | 94.4500 | 94.4850 | 94.4500 | 0 | 1438 |
| EDZ17 | 94.3950 | -0.0350 | 94.3850 | 94.4200 | 94.3850 | 0 | 1762 |
| EDH18 | 94.3800 | -0.0350 | 94.3700 | 94.4050 | 94.3700 | 0 | 1658 |
| EDM18 | 94.3350 | -0.0350 | 94.3250 | 94.3600 | 94.3250 | 0 | 464 |
| EDU18 | 94.3000 | -0.0350 | 94.2900 | 94.3250 | 94.2900 | 0 | 1080 |
| EDZ18 | 94.2400 | -0.0350 | 94.2300 | 94.2650 | 94.2300 | 1 | 1743 |
| EDH19 | 94.2350 | -0.0350 | 0.0000 | 94.2600 | 94.2250 | 0 | 725 |
| EDM19 | 94.2100 | -0.0350 | 0.0000 | 94.2350 | 94.2000 | 0 | 409 |
| EDU19 | 94.1850 | -0.0350 | 94.1750 | 94.2100 | 94.1750 | 0 | 437 |
| EDZ19 | 94.1200 | -0.0350 | 94.1050 | 94.1450 | 94.1050 | 0 | 560 |
| Daily Volume and Open Interest | 1520763 | 7654828 |
|
| |
| EURODOLLAR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| GEG10 | 99.7450 | +0.0025 | 99.7400 | 99.7475 | 99.7400 | 3484 | 74248 |
| GEH10 | 99.7050 | +0.0050 | 99.7000 | 99.7150 | 99.6950 | 174140 | 1205059 |
| GEJ10 | 99.6650 | +0.0050 | 99.6600 | 99.6700 | 99.6600 | 992 | 11543 |
| GEK10 | 99.6200 | -0.0050 | 0.0000 | 99.6350 | 99.6200 | 104 | 747 |
| GEM10 | 99.5750 | +0.0050 | 99.5800 | 99.6000 | 99.5650 | 199612 | 1110935 |
| GEN10 | 99.4950 | unch | 0.0000 | 99.5150 | 99.4950 | 0 | 1185 |
| GEU10 | 99.3400 | -0.0100 | 99.3650 | 99.3750 | 99.3250 | 258190 | 933512 |
| GEZ10 | 99.0250 | -0.0200 | 99.0700 | 99.0700 | 99.0050 | 189554 | 898698 |
| GEH11 | 98.6800 | -0.0300 | 98.7400 | 98.7400 | 98.6550 | 215148 | 634584 |
| GEM11 | 98.3200 | -0.0400 | 98.3900 | 98.3900 | 98.3000 | 148536 | 728202 |
| GEU11 | 97.9750 | -0.0500 | 98.0550 | 98.0550 | 97.9550 | 108343 | 558565 |
| GEZ11 | 97.6450 | -0.0550 | 97.7300 | 97.7300 | 97.6250 | 75241 | 372760 |
| GEH12 | 97.3500 | -0.0550 | 97.4400 | 97.4400 | 97.3300 | 43709 | 257281 |
| GEM12 | 97.0550 | -0.0600 | 97.1450 | 97.1450 | 97.0400 | 27812 | 224394 |
| GEU12 | 96.7900 | -0.0600 | 96.8800 | 96.8800 | 96.7700 | 21705 | 129398 |
| GEZ12 | 96.5300 | -0.0550 | 96.6150 | 96.6150 | 96.5100 | 16021 | 108619 |
| GEH13 | 96.3200 | -0.0550 | 96.4050 | 96.4050 | 96.3000 | 9809 | 75869 |
| GEM13 | 96.1200 | -0.0500 | 96.1650 | 96.1900 | 96.1000 | 5703 | 60971 |
| GEU13 | 95.9350 | -0.0500 | 95.9800 | 96.0050 | 95.9150 | 5298 | 52418 |
| GEZ13 | 95.7500 | -0.0450 | 95.7850 | 95.8100 | 95.7300 | 4503 | 33609 |
| GEH14 | 95.6050 | -0.0450 | 95.6400 | 95.6600 | 95.5850 | 3561 | 34564 |
| GEM14 | 95.4550 | -0.0450 | 95.4950 | 95.5100 | 95.4350 | 2986 | 28982 |
| GEU14 | 95.3250 | -0.0450 | 95.3700 | 95.3800 | 95.3050 | 2704 | 17254 |
| GEZ14 | 95.1900 | -0.0400 | 95.2300 | 95.2450 | 95.1700 | 2894 | 23018 |
| GEH15 | 95.1000 | -0.0400 | 95.1200 | 95.1450 | 95.0850 | 162 | 10455 |
| GEM15 | 95.0000 | -0.0400 | 95.0150 | 95.0450 | 94.9800 | 97 | 6732 |
| GEU15 | 94.9150 | -0.0400 | 94.9350 | 94.9600 | 94.9000 | 81 | 7058 |
| GEZ15 | 94.8200 | -0.0350 | 94.8450 | 94.8650 | 94.8100 | 92 | 9393 |
| GEH16 | 94.7750 | -0.0350 | 94.8050 | 94.8250 | 94.7650 | 87 | 10628 |
| GEM16 | 94.7050 | -0.0350 | 94.7350 | 94.7550 | 94.6950 | 55 | 4008 |
| GEU16 | 94.6550 | -0.0350 | 94.6950 | 94.7050 | 94.6500 | 50 | 4664 |
| GEZ16 | 94.5750 | -0.0350 | 94.6050 | 94.6300 | 94.5700 | 87 | 11088 |
| GEH17 | 94.5500 | -0.0350 | 0.0000 | 94.6000 | 94.5400 | 0 | 2895 |
| GEM17 | 94.5000 | -0.0350 | 0.0000 | 94.5450 | 94.4900 | 0 | 1213 |
| GEU17 | 94.4600 | -0.0350 | 0.0000 | 94.5050 | 94.4500 | 0 | 1438 |
| GEZ17 | 94.3950 | -0.0350 | 94.4300 | 94.4500 | 94.3850 | 0 | 1762 |
| GEH18 | 94.3800 | -0.0350 | 0.0000 | 94.4200 | 94.3700 | 0 | 1658 |
| GEM18 | 94.3350 | -0.0350 | 0.0000 | 94.3800 | 94.3250 | 0 | 464 |
| GEU18 | 94.3000 | -0.0350 | 0.0000 | 94.3450 | 94.2900 | 0 | 1080 |
| GEZ18 | 94.2400 | -0.0350 | 94.2700 | 94.2950 | 94.2300 | 1 | 1743 |
| GEH19 | 94.2350 | -0.0350 | 0.0000 | 94.2650 | 94.2250 | 0 | 725 |
| GEM19 | 94.2100 | -0.0350 | 0.0000 | 94.2350 | 94.2000 | 0 | 409 |
| GEU19 | 94.1850 | -0.0350 | 0.0000 | 94.2150 | 94.1700 | 0 | 437 |
| GEZ19 | 94.1200 | -0.0350 | 0.0000 | 94.1700 | 94.1050 | 0 | 560 |
| Daily Volume and Open Interest | 1520763 | 7654828 |
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| |
| EUROYEN TIBOR (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| EYH10 | 99.5700 | -0.0100 | 0.0000 | 99.5700 | 99.5700 | 0 | 1338 |
| EYM10 | 99.6200 | -0.0100 | 0.0000 | 99.6200 | 99.6200 | 0 | 80 |
| EYU10 | 99.6400 | -0.0100 | 0.0000 | 99.6400 | 99.6400 | 0 | 230 |
| EYZ10 | 99.6250 | -0.0100 | 0.0000 | 99.6250 | 99.6250 | 0 | 242 |
| EYH11 | 99.6150 | -0.0100 | 0.0000 | 99.6150 | 99.6150 | 0 | 0 |
| EYM11 | 99.5900 | -0.0100 | 0.0000 | 99.5900 | 99.5900 | 0 | 0 |
| EYU11 | 99.5900 | -0.0100 | 0.0000 | 99.5900 | 99.5900 | 0 | 0 |
| EYZ11 | 99.5200 | -0.0100 | 0.0000 | 99.5200 | 99.5200 | 0 | 0 |
| EYH12 | 99.4850 | -0.0100 | 0.0000 | 99.4850 | 99.4850 | 0 | 0 |
| EYM12 | 99.5350 | -0.0100 | 0.0000 | 99.5350 | 99.5350 | 0 | 0 |
| EYU12 | 99.5950 | -0.0100 | 0.0000 | 99.5950 | 99.5950 | 0 | 0 |
| EYZ12 | 99.3850 | -0.0100 | 0.0000 | 99.3850 | 99.3850 | 0 | 0 |
| EYH13 | 99.3850 | -0.0100 | 0.0000 | 99.3850 | 99.3850 | 0 | 0 |
| EYM13 | 99.3400 | -0.0100 | 0.0000 | 99.3400 | 99.3400 | 0 | 0 |
| EYU13 | 99.2000 | -0.0100 | 0.0000 | 99.2000 | 99.2000 | 0 | 0 |
| EYZ13 | 99.0600 | -0.0100 | 0.0000 | 99.0600 | 99.0600 | 0 | 0 |
| EYH14 | 98.9200 | -0.0100 | 0.0000 | 98.9200 | 98.9200 | 0 | 0 |
| EYM14 | 98.7800 | -0.0100 | 0.0000 | 98.7800 | 98.7800 | 0 | 0 |
| EYU14 | 98.6400 | -0.0100 | 0.0000 | 98.6400 | 98.6400 | 0 | 0 |
| EYZ14 | 98.5000 | -0.0100 | 0.0000 | 98.5000 | 98.5000 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 1890 |
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| |
| EUROYEN TIBOR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| GJH10 | 99.5700 | -0.0100 | 0.0000 | 99.5750 | 99.5700 | 0 | 1338 |
| GJM10 | 99.6200 | -0.0100 | 0.0000 | 99.6200 | 99.6200 | 0 | 80 |
| GJU10 | 99.6400 | -0.0100 | 0.0000 | 99.6400 | 99.6400 | 0 | 230 |
| GJZ10 | 99.6250 | -0.0100 | 0.0000 | 99.6250 | 99.6250 | 0 | 242 |
| GJH11 | 99.6150 | -0.0100 | 0.0000 | 99.6150 | 99.6150 | 0 | 0 |
| GJM11 | 99.5900 | -0.0100 | 0.0000 | 99.5900 | 99.5900 | 0 | 0 |
| GJU11 | 99.5900 | -0.0100 | 0.0000 | 99.5900 | 99.5900 | 0 | 0 |
| GJZ11 | 99.5200 | -0.0100 | 0.0000 | 99.5200 | 99.5200 | 0 | 0 |
| GJH12 | 99.4850 | -0.0100 | 0.0000 | 99.4850 | 99.4850 | 0 | 0 |
| GJM12 | 99.5350 | -0.0100 | 0.0000 | 99.5350 | 99.5350 | 0 | 0 |
| GJU12 | 99.5950 | -0.0100 | 0.0000 | 99.5950 | 99.5950 | 0 | 0 |
| GJZ12 | 99.3850 | -0.0100 | 0.0000 | 99.3850 | 99.3850 | 0 | 0 |
| GJH13 | 99.3850 | -0.0100 | 0.0000 | 99.3850 | 99.3850 | 0 | 0 |
| GJM13 | 99.3400 | -0.0100 | 0.0000 | 99.3400 | 99.3400 | 0 | 0 |
| GJU13 | 99.2000 | -0.0100 | 0.0000 | 99.2000 | 99.2000 | 0 | 0 |
| GJZ13 | 99.0600 | -0.0100 | 0.0000 | 99.0600 | 99.0600 | 0 | 0 |
| GJH14 | 98.9200 | -0.0100 | 0.0000 | 98.9200 | 98.9200 | 0 | 0 |
| GJM14 | 98.7800 | -0.0100 | 0.0000 | 98.7800 | 98.7800 | 0 | 0 |
| GJU14 | 98.6400 | -0.0100 | 0.0000 | 98.6400 | 98.6400 | 0 | 0 |
| GJZ14 | 98.5000 | -0.0100 | 0.0000 | 98.5000 | 98.5000 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 1890 |
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| 1-MONTH LIBOR (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| EMG10 | 99.7700 | +0.0025 | 0.0000 | 99.7700 | 99.7675 | 265 | 15778 |
| EMH10 | 99.7525 | +0.0050 | 0.0000 | 99.7525 | 99.7475 | 90 | 6018 |
| EMJ10 | 99.7250 | -0.0025 | 0.0000 | 99.7275 | 99.7250 | 0 | 9283 |
| EMK10 | 99.7000 | -0.0050 | 0.0000 | 99.7050 | 99.7000 | 0 | 3714 |
| EMM10 | 99.6775 | +0.0025 | 0.0000 | 99.6775 | 99.6750 | 12 | 1262 |
| EMN10 | 99.6300 | +0.0025 | 0.0000 | 99.6300 | 99.6275 | 33 | 1675 |
| EMQ10 | 99.5700 | +0.0025 | 0.0000 | 99.5700 | 99.5675 | 227 | 9444 |
| EMU10 | 99.4925 | unch | 0.0000 | 99.4925 | 99.4925 | 14 | 1226 |
| EMV10 | 99.3925 | -0.0100 | 0.0000 | 99.4025 | 99.3925 | 52 | 991 |
| EMX10 | 99.3150 | -0.0200 | 0.0000 | 99.3350 | 99.3150 | 60 | 1073 |
| EMZ10 | 99.1750 | -0.0225 | 0.0000 | 99.1975 | 99.1750 | 0 | 0 |
| EMF11 | 99.0625 | -0.0300 | 0.0000 | 99.0925 | 99.0625 | 0 | 0 |
| Daily Volume and Open Interest | 753 | 50464 |
|
| |
| 1-MONTH LIBOR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| GHG10 | 99.7700 | +0.0025 | 99.7700 | 99.7725 | 99.7675 | 265 | 15778 |
| GHH10 | 99.7525 | +0.0050 | 99.7500 | 99.7525 | 99.7475 | 90 | 6018 |
| GHJ10 | 99.7250 | -0.0025 | 99.7275 | 99.7275 | 99.7250 | 0 | 9283 |
| GHK10 | 99.7000 | -0.0050 | 0.0000 | 99.7050 | 99.7000 | 0 | 3714 |
| GHM10 | 99.6775 | +0.0025 | 99.6775 | 99.6825 | 99.6750 | 12 | 1262 |
| GHN10 | 99.6300 | +0.0025 | 99.6250 | 99.6325 | 99.6250 | 33 | 1675 |
| GHQ10 | 99.5700 | +0.0025 | 99.5700 | 99.5700 | 99.5600 | 227 | 9444 |
| GHU10 | 99.4925 | unch | 0.0000 | 99.4925 | 99.4900 | 14 | 1226 |
| GHV10 | 99.3925 | -0.0100 | 0.0000 | 99.4025 | 99.3825 | 52 | 991 |
| GHX10 | 99.3150 | -0.0200 | 0.0000 | 99.3350 | 99.3100 | 60 | 1073 |
| GHZ10 | 99.1750 | -0.0225 | 0.0000 | 99.1975 | 99.1750 | 0 | 0 |
| GHF11 | 99.0625 | -0.0300 | 0.0000 | 99.0925 | 99.0625 | 0 | 0 |
| Daily Volume and Open Interest | 753 | 50464 |
|
| |
| EUROZONE HICP |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| C7G10 | 98.9500 | unch | 0.0000 | 98.9500 | 98.9500 | 0 | 0 |
| C7H10 | 98.9000 | unch | 0.0000 | 98.9000 | 98.9000 | 0 | 0 |
| C7J10 | 98.7000 | unch | 0.0000 | 98.7000 | 98.7000 | 0 | 0 |
| C7K10 | 98.8000 | unch | 0.0000 | 98.8000 | 98.8000 | 0 | 0 |
| C7M10 | 98.7000 | unch | 0.0000 | 98.7000 | 98.7000 | 0 | 0 |
| C7N10 | 98.7000 | unch | 0.0000 | 98.7000 | 98.7000 | 0 | 0 |
| C7Q10 | 98.4000 | unch | 0.0000 | 98.4000 | 98.4000 | 0 | 0 |
| C7U10 | 98.7500 | unch | 0.0000 | 98.7500 | 98.7500 | 0 | 0 |
| C7V10 | 98.6500 | unch | 0.0000 | 98.6500 | 98.6500 | 0 | 0 |
| C7X10 | 98.7500 | unch | 0.0000 | 98.7500 | 98.7500 | 0 | 0 |
| C7Z10 | 98.7500 | unch | 0.0000 | 98.7500 | 98.7500 | 0 | 0 |
| C7F11 | 98.8000 | unch | 0.0000 | 98.8000 | 98.8000 | 0 | 0 |
|
| |
| JAPANESE BOND |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| JBH10 | 139.25 | +0.19 | 0.00 | 139.25 | 139.25 | 0 | 0 |
| JBM10 | 139.25 | +0.19 | 0.00 | 139.25 | 139.25 | 0 | 0 |
|
| |
| 3-MONTH (OIS) SWAPS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FDH10 | 99.8775 | unch | 0.0000 | 99.8775 | 99.8775 | 0 | 1220 |
| FDM10 | 99.8300 | unch | 0.0000 | 99.8300 | 99.8250 | 0 | 1148 |
| FDU10 | 99.7400 | -0.0050 | 0.0000 | 99.7450 | 99.7400 | 0 | 1 |
| FDZ10 | 99.5700 | unch | 0.0000 | 99.5800 | 99.5700 | 0 | 0 |
| FDH11 | 99.2900 | +0.0750 | 0.0000 | 99.3050 | 99.2150 | 0 | 0 |
| FDM11 | 98.5750 | unch | 0.0000 | 98.5750 | 98.5750 | 0 | 0 |
| FDU11 | 98.1550 | unch | 0.0000 | 98.1550 | 98.1550 | 0 | 0 |
| FDZ11 | 97.8300 | unch | 0.0000 | 97.8300 | 97.8300 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 2369 |