IOM - Daily Futures - Friday, 20 November |
|
| |
| S&P 500 INDEX |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SPZ09 | 1090.10 | -4.20 | 1094.00 | 1095.00 | 1083.70 | 23334 | 393873 |
| SPH10 | 1085.10 | -4.20 | 1081.30 | 1087.00 | 1080.30 | 532 | 7605 |
| SPM10 | 1080.20 | -4.20 | 0.00 | 1082.40 | 1075.40 | 90 | 394 |
| SPU10 | 1076.20 | -4.20 | 0.00 | 1078.40 | 1071.40 | 0 | 0 |
| SPZ10 | 1072.70 | -4.20 | 0.00 | 1074.90 | 1067.90 | 0 | 5 |
| SPH11 | 1069.70 | -4.20 | 0.00 | 1071.90 | 1064.90 | 0 | 0 |
| SPM11 | 1069.70 | -4.20 | 0.00 | 1071.90 | 1064.90 | 0 | 0 |
| SPU11 | 1069.70 | -4.20 | 0.00 | 1071.90 | 1064.90 | 0 | 0 |
| Daily Volume and Open Interest | 23956 | 401877 |
|
| |
| NASDAQ 100 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NDZ09 | 1763.50 | -6.75 | 1771.00 | 1773.75 | 1755.50 | 2767 | 22542 |
| NDH10 | 1761.00 | -6.75 | 1756.00 | 1761.00 | 1756.00 | 3 | 148 |
| NDM10 | 1760.00 | -6.75 | 0.00 | 1760.00 | 1759.75 | 0 | 0 |
| NDU10 | 1759.00 | -6.75 | 0.00 | 1759.00 | 1758.75 | 0 | 0 |
| NDZ10 | 1758.00 | -6.75 | 0.00 | 1758.00 | 1757.75 | 0 | 0 |
| Daily Volume and Open Interest | 2770 | 22690 |
|
| |
| S&P MIDCAP 400 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| MDZ09 | 686.60 | -5.50 | 687.50 | 689.00 | 683.00 | 464 | 2247 |
| MDH10 | 684.20 | -5.50 | 0.00 | 684.70 | 684.20 | 0 | 0 |
| MDM10 | 682.20 | -5.50 | 0.00 | 682.70 | 682.20 | 0 | 0 |
| MDU10 | 680.20 | -5.50 | 0.00 | 680.70 | 680.20 | 0 | 0 |
| MDZ10 | 678.20 | -5.50 | 0.00 | 678.70 | 678.20 | 0 | 0 |
| Daily Volume and Open Interest | 464 | 2247 |
|
| |
| S&P 500/BARRA GROWTH |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SGZ09 | 568.60 | -1.20 | 0.00 | 568.60 | 566.80 | 1 | 146 |
| SGH10 | 566.70 | -2.80 | 0.00 | 566.70 | 564.90 | 0 | 0 |
| Daily Volume and Open Interest | 1 | 146 |
|
| |
| S&P 500/BARRA VALUE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| SUZ09 | 514.90 | unch | 0.00 | 514.90 | 513.30 | 2 | 636 |
| SUH10 | 512.00 | -1.40 | 0.00 | 512.00 | 510.30 | 0 | 0 |
| Daily Volume and Open Interest | 2 | 636 |
|
| |
| S&P SMALLCAP 600 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PHZ09 | 308.60 | -1.00 | 0.00 | 309.60 | 308.60 | 0 | 0 |
| PHH10 | 307.70 | -1.00 | 0.00 | 308.70 | 307.70 | 0 | 0 |
| PHM10 | 311.60 | -1.00 | 0.00 | 312.60 | 311.60 | 0 | 0 |
| PHU10 | 302.90 | -1.00 | 0.00 | 303.90 | 302.90 | 0 | 0 |
| PHZ10 | 302.90 | -1.00 | 0.00 | 303.90 | 302.90 | 0 | 0 |
|
| |
| S&P DEPOSITARY SPY |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PPX09 | 109.57 | -0.35 | 0.00 | 109.66 | 109.10 | 0 | 0 |
| PPZ09 | 108.96 | -0.35 | 108.56 | 109.07 | 108.49 | 0 | 0 |
| PPF10 | 108.85 | -0.36 | 108.95 | 109.07 | 108.51 | 10 | 20 |
| PPH10 | 108.45 | -0.35 | 0.00 | 108.54 | 107.98 | 0 | 0 |
| Daily Volume and Open Interest | 10 | 20 |
|
| |
| NASDAQ-100 QQQQ |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PZX09 | 43.49 | -0.15 | 0.00 | 43.49 | 43.36 | 0 | 0 |
| PZZ09 | 43.39 | -0.15 | 0.00 | 43.39 | 43.26 | 0 | 0 |
| PZF10 | 43.39 | -0.15 | 0.00 | 43.39 | 43.26 | 0 | 0 |
| PZH10 | 43.30 | -0.15 | 0.00 | 43.30 | 43.17 | 0 | 0 |
|
| |
| ISHARES RUS 2000 IWM |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PRX09 | 58.65 | -0.08 | 0.00 | 58.73 | 58.18 | 0 | 0 |
| PRZ09 | 58.60 | -0.08 | 0.00 | 58.68 | 58.13 | 0 | 0 |
| PRF10 | 58.28 | -0.09 | 0.00 | 58.36 | 57.81 | 0 | 0 |
| PRH10 | 58.23 | -0.10 | 0.00 | 58.31 | 57.77 | 0 | 0 |
|
| |
| BXY TRAKRS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| XYJ11 | 24.95 | unch | 0.00 | 24.95 | 24.95 | 0 | 3100 |
| Daily Volume and Open Interest | 0 | 3100 |
|
| |
| PIMCO TRAKRS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| XZM11 | 21.80 | +0.03 | 21.80 | 21.83 | 21.66 | 600 | 1536192 |
| Daily Volume and Open Interest | 600 | 1536192 |
|
| |
| ROGERS TRAKRS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| YQV10 | 22.38 | unch | 22.24 | 22.38 | 22.22 | 18426 | 7575386 |
| Daily Volume and Open Interest | 18426 | 7575386 |
|
| |
| PIMCO STOCKPLUS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PIV11 | 22.45 | unch | 0.00 | 22.45 | 22.45 | 0 | 306003 |
| Daily Volume and Open Interest | 0 | 306003 |
|
| |
| FINANCIAL SCPTR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PFZ09 | 196.40 | -1.20 | 0.00 | 196.90 | 195.40 | 0 | 96 |
| PFH10 | 195.90 | -1.20 | 0.00 | 196.40 | 195.00 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 96 |
|
| |
| TECHNOLOGY SCPTR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| PTZ09 | 246.00 | -1.20 | 0.00 | 246.00 | 245.00 | 0 | 1 |
| PTH10 | 245.20 | -1.20 | 0.00 | 245.20 | 244.10 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 1 |
|
| |
| NIKKEI 225 (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NKZ09 | 9480.00 | +20.00 | 0.00 | 9480.00 | 9425.00 | 15137 | 33890 |
| NKH10 | 9535.00 | +20.00 | 0.00 | 9535.00 | 9515.00 | 0 | 0 |
| NKM10 | 9535.00 | +20.00 | 0.00 | 9535.00 | 9515.00 | 0 | 0 |
| NKU10 | 9535.00 | +20.00 | 0.00 | 9535.00 | 9515.00 | 0 | 0 |
| Daily Volume and Open Interest | 15137 | 33890 |
|
| |
| NIKKEI 225 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NYZ09 | 9480.00 | +20.00 | 9475.00 | 9500.00 | 9375.00 | 15137 | 33890 |
| NYH10 | 9535.00 | +20.00 | 9500.00 | 9535.00 | 9470.00 | 0 | 0 |
| NYM10 | 9535.00 | +20.00 | 0.00 | 9535.00 | 9515.00 | 0 | 0 |
| Daily Volume and Open Interest | 15137 | 33890 |
|
| |
| NIKKEI 225 YEN |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| NLZ09 | 9470.00 | +20.00 | 9445.00 | 9485.00 | 9365.00 | 19058 | 57940 |
| NLF10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLG10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLH10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9425.00 | 0 | 12 |
| NLJ10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLM10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 1 |
| NLU10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLZ10 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLH11 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLM11 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLU11 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLZ11 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLH12 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLM12 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| NLU12 | 9470.00 | +20.00 | 0.00 | 9470.00 | 9470.00 | 0 | 0 |
| Daily Volume and Open Interest | 19058 | 57954 |
|
| |
| S&P GSCI (P) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| GIZ09 | 508.50 | -4.00 | 506.00 | 509.50 | 504.00 | 483 | 19052 |
| GIF10 | 513.00 | -2.90 | 0.00 | 513.50 | 508.50 | 0 | 1 |
| GIG10 | 517.50 | -3.00 | 513.00 | 518.00 | 513.00 | 0 | 0 |
| Daily Volume and Open Interest | 483 | 19053 |
|
| |
| S&P GSCI |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| GDZ09 | 508.50 | -4.00 | 506.80 | 510.20 | 504.00 | 483 | 19052 |
| GDF10 | 513.00 | -2.90 | 0.00 | 514.30 | 508.50 | 0 | 1 |
| GDG10 | 517.50 | -3.00 | 0.00 | 518.00 | 513.00 | 0 | 0 |
| Daily Volume and Open Interest | 483 | 19053 |
|
| |
| S&P GS EXCESS INDEX |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| G7H11 | 436.90 | -3.30 | 0.00 | 436.90 | 436.90 | 0 | 39657 |
| Daily Volume and Open Interest | 0 | 39657 |
|
| |
| LEHMAN AGGREGATE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| LDZ09 | 1496.00 | unch | 0.00 | 1496.00 | 1496.00 | 0 | 0 |
| LDH10 | 1513.40 | unch | 0.00 | 1513.40 | 1513.40 | 0 | 0 |
| LDM10 | 1530.80 | unch | 0.00 | 1530.80 | 1530.80 | 0 | 0 |
| LDU10 | 1548.20 | unch | 0.00 | 1548.20 | 1548.20 | 0 | 0 |