LIFFE - Daily Futures - Friday, 20 November |
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| 3-MONTH EURIBOR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| IMZ09 | 99.260 | -0.005 | 99.260 | 99.270 | 99.225 | 76377 | 590613 |
| IMF10 | 99.240 | -0.015 | 99.245 | 99.245 | 99.230 | 250 | 3165 |
| IMG10 | 99.265 | +0.020 | 0.000 | 99.265 | 99.265 | 0 | 750 |
| IMH10 | 99.165 | -0.045 | 99.200 | 99.210 | 99.140 | 99911 | 685441 |
| IMJ10 | 99.035 | -0.045 | 0.000 | 99.035 | 99.035 | 0 | 0 |
| IMK10 | 99.035 | -0.045 | 0.000 | 99.035 | 99.035 | 0 | 0 |
| IMM10 | 98.865 | -0.070 | 98.935 | 98.945 | 98.850 | 130575 | 716730 |
| IMU10 | 98.555 | -0.075 | 98.635 | 98.640 | 98.540 | 135076 | 407204 |
| IMZ10 | 98.250 | -0.065 | 98.325 | 98.330 | 98.230 | 96643 | 319723 |
| IMH11 | 97.990 | -0.060 | 98.055 | 98.065 | 97.970 | 50593 | 211449 |
| IMM11 | 97.745 | -0.050 | 97.785 | 97.810 | 97.725 | 37857 | 195427 |
| IMU11 | 97.535 | -0.045 | 97.580 | 97.590 | 97.515 | 22176 | 120724 |
| IMZ11 | 97.325 | -0.040 | 97.350 | 97.370 | 97.305 | 14546 | 87301 |
| IMH12 | 97.165 | -0.035 | 97.195 | 97.200 | 97.140 | 8753 | 71679 |
| IMM12 | 97.000 | -0.035 | 97.025 | 97.035 | 96.975 | 3515 | 51678 |
| IMU12 | 96.860 | -0.035 | 96.885 | 96.890 | 96.830 | 2760 | 38083 |
| IMZ12 | 96.725 | -0.040 | 96.740 | 96.750 | 96.700 | 589 | 10016 |
| IMH13 | 96.635 | -0.040 | 96.655 | 96.660 | 96.630 | 6 | 5355 |
| IMM13 | 96.530 | -0.035 | 96.535 | 96.535 | 96.530 | 12 | 1418 |
| IMU13 | 96.430 | -0.030 | 96.425 | 96.435 | 96.425 | 10 | 4968 |
| IMZ13 | 96.315 | -0.030 | 96.325 | 96.325 | 96.315 | 0 | 494 |
| IMH14 | 96.245 | -0.030 | 0.000 | 96.245 | 96.245 | 0 | 603 |
| IMM14 | 96.165 | -0.020 | 0.000 | 96.165 | 96.165 | 0 | 403 |
| IMU14 | 96.090 | -0.010 | 0.000 | 96.090 | 96.090 | 0 | 403 |
| IMZ14 | 96.010 | -0.010 | 0.000 | 96.010 | 96.010 | 0 | 0 |
| IMH15 | 96.220 | -0.010 | 0.000 | 96.220 | 96.220 | 0 | 0 |
| IMM15 | 96.220 | -0.010 | 0.000 | 96.220 | 96.220 | 0 | 0 |
| IMU15 | 96.220 | -0.010 | 0.000 | 96.220 | 96.220 | 0 | 0 |
| Daily Volume and Open Interest | 679649 | 3523629 |
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| 1-MONTH EONIA |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| IJZ09 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJF10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJG10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJH10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJJ10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJK10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJM10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJN10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJQ10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJU10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJV10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
| IJX10 | 99.590 | unch | 0.000 | 99.590 | 99.590 | 0 | 0 |
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| 3-MONTH EONIA |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| IEZ09 | 99.530 | unch | 0.000 | 99.530 | 99.530 | 8 | 2150 |
| IEF10 | 99.485 | unch | 0.000 | 99.485 | 99.485 | 0 | 0 |
| IEG10 | 99.480 | unch | 0.000 | 99.480 | 99.480 | 0 | 0 |
| IEH10 | 99.410 | -0.035 | 0.000 | 99.410 | 99.410 | 0 | 2232 |
| IEJ10 | 99.305 | -0.035 | 0.000 | 99.305 | 99.305 | 0 | 0 |
| IEK10 | 99.305 | -0.035 | 0.000 | 99.305 | 99.305 | 0 | 0 |
| IEM10 | 99.105 | -0.060 | 99.105 | 99.105 | 99.100 | 20 | 1148 |
| IEU10 | 98.830 | -0.065 | 98.825 | 98.830 | 98.820 | 50 | 800 |
| Daily Volume and Open Interest | 78 | 6330 |
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| 3-MONTH STERLING |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| LZ09 | 99.410 | +0.010 | 99.400 | 99.420 | 99.390 | 20110 | 355122 |
| LF10 | 99.360 | +0.010 | 0.000 | 99.360 | 99.360 | 0 | 0 |
| LG10 | 99.360 | +0.010 | 0.000 | 99.360 | 99.360 | 0 | 0 |
| LH10 | 99.340 | +0.010 | 99.320 | 99.350 | 99.320 | 52030 | 375977 |
| LM10 | 99.080 | +0.030 | 99.060 | 99.110 | 99.050 | 64846 | 416752 |
| LU10 | 98.660 | +0.040 | 98.640 | 98.690 | 98.620 | 60783 | 304846 |
| LZ10 | 98.160 | +0.040 | 98.130 | 98.200 | 98.120 | 72354 | 336397 |
| LH11 | 97.710 | +0.050 | 97.690 | 97.750 | 97.660 | 57683 | 218720 |
| LM11 | 97.290 | +0.050 | 97.270 | 97.330 | 97.240 | 42417 | 134407 |
| LU11 | 96.920 | +0.050 | 96.900 | 96.940 | 96.860 | 20203 | 119954 |
| LZ11 | 96.570 | +0.040 | 96.550 | 96.590 | 96.520 | 9429 | 87258 |
| LH12 | 96.320 | +0.040 | 96.320 | 96.340 | 96.270 | 8162 | 49820 |
| LM12 | 96.120 | +0.040 | 96.100 | 96.140 | 96.070 | 6654 | 59564 |
| LU12 | 95.980 | +0.040 | 95.970 | 96.000 | 95.920 | 5871 | 42936 |
| LZ12 | 95.870 | +0.030 | 95.830 | 95.870 | 95.810 | 1563 | 20722 |
| LH13 | 95.810 | +0.030 | 95.760 | 95.810 | 95.760 | 410 | 8026 |
| LM13 | 95.770 | +0.020 | 0.000 | 95.770 | 95.770 | 15 | 26 |
| LU13 | 95.710 | -0.020 | 0.000 | 95.710 | 95.710 | 0 | 75 |
| LZ13 | 95.790 | -0.020 | 0.000 | 95.790 | 95.790 | 0 | 0 |
| LH14 | 95.820 | -0.020 | 0.000 | 95.820 | 95.820 | 0 | 0 |
| LM14 | 95.790 | -0.020 | 0.000 | 95.790 | 95.790 | 0 | 0 |
| LU14 | 95.820 | -0.020 | 0.000 | 95.820 | 95.820 | 0 | 0 |
| LZ14 | 95.820 | -0.020 | 0.000 | 95.820 | 95.820 | 0 | 0 |
| LH15 | 95.820 | -0.020 | 0.000 | 95.820 | 95.820 | 0 | 0 |
| LM15 | 95.820 | -0.020 | 0.000 | 95.820 | 95.820 | 0 | 0 |
| LU15 | 95.820 | -0.020 | 0.000 | 95.820 | 95.820 | 0 | 0 |
| Daily Volume and Open Interest | 422532 | 2530603 |
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| 3-MONTH EUROSWISS |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FZ09 | 99.740 | -0.010 | 99.750 | 99.760 | 99.740 | 3246 | 35886 |
| FH10 | 99.710 | -0.010 | 99.740 | 99.740 | 99.710 | 4725 | 56840 |
| FM10 | 99.620 | -0.010 | 99.640 | 99.650 | 99.610 | 1700 | 38812 |
| FU10 | 99.460 | -0.010 | 99.470 | 99.490 | 99.450 | 2133 | 19564 |
| FZ10 | 99.230 | -0.010 | 99.240 | 99.260 | 99.220 | 1329 | 22115 |
| FH11 | 98.980 | -0.020 | 99.000 | 99.010 | 98.980 | 857 | 16888 |
| FM11 | 98.760 | -0.020 | 98.760 | 98.790 | 98.760 | 176 | 5262 |
| FU11 | 98.590 | -0.020 | 98.610 | 98.610 | 98.590 | 151 | 4369 |
| FZ11 | 98.470 | -0.020 | 0.000 | 98.470 | 98.470 | 0 | 3042 |
| FH12 | 98.390 | -0.030 | 0.000 | 98.390 | 98.390 | 0 | 200 |
| FM12 | 98.280 | -0.020 | 0.000 | 98.280 | 98.280 | 0 | 540 |
| FU12 | 98.120 | -0.020 | 0.000 | 98.120 | 98.120 | 0 | 70 |
| Daily Volume and Open Interest | 14317 | 203589 |
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| 3-MONTH EURODOLLAR |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| IFZ09 | 99.740 | unch | 0.000 | 99.740 | 99.740 | 0 | 2895 |
| IFF10 | 99.720 | unch | 0.000 | 99.720 | 99.720 | 0 | 0 |
| IFG10 | 99.695 | -0.005 | 0.000 | 99.695 | 99.695 | 0 | 0 |
| IFH10 | 99.670 | +0.005 | 0.000 | 99.670 | 99.670 | 0 | 2892 |
| IFJ10 | 99.625 | +0.005 | 0.000 | 99.625 | 99.625 | 0 | 0 |
| IFK10 | 99.565 | +0.005 | 0.000 | 99.565 | 99.565 | 0 | 0 |
| IFM10 | 99.505 | -0.005 | 0.000 | 99.505 | 99.505 | 0 | 553 |
| IFU10 | 99.205 | -0.010 | 0.000 | 99.205 | 99.205 | 0 | 201 |
| IFZ10 | 98.820 | -0.015 | 0.000 | 98.820 | 98.820 | 0 | 5 |
| IFH11 | 98.440 | -0.025 | 0.000 | 98.440 | 98.440 | 0 | 1 |
| IFM11 | 98.070 | -0.030 | 0.000 | 98.070 | 98.070 | 0 | 0 |
| IFU11 | 97.745 | -0.035 | 0.000 | 97.745 | 97.745 | 0 | 0 |
| IFZ11 | 97.440 | -0.035 | 0.000 | 97.440 | 97.440 | 0 | 0 |
| IFH12 | 97.185 | -0.040 | 0.000 | 97.185 | 97.185 | 0 | 0 |
| IFM12 | 96.935 | -0.040 | 0.000 | 96.935 | 96.935 | 0 | 0 |
| IFU12 | 96.715 | -0.040 | 0.000 | 96.715 | 96.715 | 0 | 0 |
| IFZ12 | 96.500 | -0.040 | 0.000 | 96.500 | 96.500 | 0 | 0 |
| IFH13 | 96.345 | -0.030 | 0.000 | 96.345 | 96.345 | 0 | 0 |
| IFM13 | 96.190 | -0.035 | 0.000 | 96.190 | 96.190 | 0 | 0 |
| IFU13 | 96.045 | -0.025 | 0.000 | 96.045 | 96.045 | 0 | 0 |
| IFZ13 | 95.895 | -0.020 | 0.000 | 95.895 | 95.895 | 0 | 0 |
| IFH14 | 95.785 | -0.020 | 0.000 | 95.785 | 95.785 | 0 | 0 |
| IFM14 | 95.675 | -0.005 | 0.000 | 95.675 | 95.675 | 0 | 0 |
| IFU14 | 95.575 | +0.005 | 0.000 | 95.575 | 95.575 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 6547 |
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| EUROYEN (TIBOR) |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| EIZ09 | 99.495 | -0.020 | 0.000 | 99.495 | 99.495 | 0 | 0 |
| EIH10 | 99.520 | -0.015 | 0.000 | 99.520 | 99.520 | 0 | 0 |
| EIM10 | 99.535 | +0.005 | 0.000 | 99.535 | 99.535 | 0 | 0 |
| EIU10 | 99.530 | +0.020 | 0.000 | 99.530 | 99.530 | 0 | 0 |
| EIZ10 | 99.510 | +0.040 | 0.000 | 99.510 | 99.510 | 0 | 0 |
| EIH11 | 99.465 | +0.030 | 0.000 | 99.465 | 99.465 | 0 | 0 |
| EIM11 | 99.430 | +0.045 | 0.000 | 99.430 | 99.430 | 0 | 0 |
| EIU11 | 99.380 | unch | 0.000 | 99.380 | 99.380 | 0 | 0 |
| EIZ11 | 99.375 | -0.005 | 0.000 | 99.375 | 99.375 | 0 | 0 |
| EIH12 | 99.175 | -0.005 | 0.000 | 99.175 | 99.175 | 0 | 0 |
| EIM12 | 99.200 | -0.005 | 0.000 | 99.200 | 99.200 | 0 | 0 |
| EIU12 | 99.170 | -0.005 | 0.000 | 99.170 | 99.170 | 0 | 0 |
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| 2-YR EURO SWAPNOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| VWZ09 | 108.255 | -0.115 | 108.360 | 108.380 | 108.255 | 2926 | 16488 |
| VWH10 | 108.255 | -0.115 | 0.000 | 108.255 | 108.255 | 0 | 0 |
| Daily Volume and Open Interest | 2926 | 16488 |
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| 5-YR EURO SWAPNOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| VFZ09 | 115.11 | -0.16 | 115.27 | 115.29 | 115.02 | 41 | 9091 |
| VFH10 | 115.11 | -0.16 | 0.00 | 115.11 | 115.11 | 0 | 0 |
| Daily Volume and Open Interest | 41 | 9091 |
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| 10-YR EURO SWAPNOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| VTZ09 | 121.17 | -0.16 | 121.30 | 121.30 | 120.94 | 210 | 2391 |
| VTH10 | 121.17 | -0.16 | 0.00 | 121.17 | 121.17 | 0 | 0 |
| Daily Volume and Open Interest | 211 | 2391 |
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| 2-YR DOLLAR SWAPNOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| VXZ09 | 109.670 | +0.585 | 0.000 | 109.670 | 109.670 | 0 | 0 |
| VXH10 | 109.170 | +0.660 | 0.000 | 109.170 | 109.170 | 0 | 0 |
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| 5-YR DOLLAR SWAPNOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| VYZ09 | 116.46 | +0.87 | 0.00 | 116.46 | 116.46 | 0 | 0 |
| VYH10 | 115.48 | +0.85 | 0.00 | 115.48 | 115.48 | 0 | 0 |
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| 10YR DOLLAR SWAPNOTE |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| VZZ09 | 121.58 | -0.24 | 0.00 | 121.58 | 121.58 | 0 | 0 |
| VZH10 | 120.40 | -0.32 | 0.00 | 120.40 | 120.40 | 0 | 0 |
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| 10-YEAR GILT |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| GZ09 | 118.80 | +0.17 | 118.67 | 118.96 | 118.46 | 90450 | 235452 |
| GH10 | 117.22 | +0.17 | 117.01 | 117.34 | 116.92 | 302 | 321 |
| GM10 | 117.14 | +0.17 | 0.00 | 117.14 | 117.14 | 0 | 0 |
| Daily Volume and Open Interest | 90752 | 235773 |
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| 10-YEAR JGB |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| JZ09 | 139.20 | -0.10 | 139.20 | 139.30 | 139.18 | 0 | 0 |
| JH10 | 139.20 | -0.10 | 0.00 | 139.20 | 139.20 | 0 | 0 |
| Daily Volume and Open Interest | 206 | 0 |
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| FTSE 100 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| XZ09 | 5257.5 | -7.5 | 5287.0 | 5309.5 | 5221.0 | 100631 | 624928 |
| XH10 | 5211.5 | -9.0 | 5252.0 | 5263.5 | 5177.5 | 169 | 21052 |
| XM10 | 5163.0 | -9.5 | 5156.5 | 5163.0 | 5156.5 | 7 | 856 |
| XU10 | 5116.0 | -22.5 | 0.0 | 5116.0 | 5116.0 | 0 | 96 |
| Daily Volume and Open Interest | 100807 | 646932 |
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| FTSE 250 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| YZ09 | 9154.5 | -63.5 | 9261.0 | 9261.0 | 9150.0 | 442 | 8075 |
| YH10 | 9137.5 | -63.5 | 0.0 | 9137.5 | 9137.5 | 0 | 0 |
| Daily Volume and Open Interest | 443 | 8075 |
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| FTSE 100 DIVIDEND |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| IBZ09 | 188.600 | +1.000 | 0.000 | 188.600 | 188.600 | 0 | 14300 |
| IBZ10 | 181.300 | -0.500 | 0.000 | 181.300 | 181.300 | 0 | 119322 |
| IBZ11 | 182.300 | -0.100 | 0.000 | 182.300 | 182.300 | 100 | 86242 |
| IBZ12 | 183.900 | -0.400 | 0.000 | 183.900 | 183.900 | 0 | 42331 |
| IBZ13 | 183.900 | -0.700 | 0.000 | 183.900 | 183.900 | 0 | 16153 |
| IBZ14 | 184.900 | -1.200 | 0.000 | 184.900 | 184.900 | 1 | 1 |
| IBZ15 | 185.100 | -2.400 | 0.000 | 185.100 | 185.100 | 1 | 1 |
| Daily Volume and Open Interest | 102 | 278352 |
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| EUROTOP 100 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| ETZ09 | 2136.0 | -15.0 | 0.0 | 2136.0 | 2136.0 | 0 | 1562 |
| ETH10 | 2119.0 | -15.0 | 0.0 | 2119.0 | 2119.0 | 0 | 0 |
| ETM10 | 2119.0 | -15.0 | 0.0 | 2119.0 | 2119.0 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 1562 |
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| FTSEUROFIRST 300 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FIZ09 | 862.9 | unch | 0.0 | 862.9 | 862.9 | 0 | 0 |
| FIH10 | 862.9 | unch | 0.0 | 862.9 | 862.9 | 0 | 0 |
| FIM10 | 862.9 | unch | 0.0 | 862.9 | 862.9 | 0 | 0 |
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| FTSEUROFIRST 100 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FJZ09 | 3165.0 | unch | 0.0 | 3165.0 | 3165.0 | 0 | 0 |
| FJH10 | 3154.5 | unch | 0.0 | 3154.5 | 3154.5 | 0 | 0 |
| FJM10 | 3102.0 | unch | 0.0 | 3102.0 | 3102.0 | 0 | 0 |
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| FTSEUROFIRST 80 |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| FKZ09 | 3603.0 | unch | 0.0 | 3603.0 | 3603.0 | 0 | 0 |
| FKH10 | 3600.0 | unch | 0.0 | 3600.0 | 3600.0 | 0 | 0 |
| FKM10 | 3518.0 | unch | 0.0 | 3518.0 | 3518.0 | 0 | 0 |
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| MSCI EURO INDEX |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| MCZ09 | 842.6 | -8.9 | 0.0 | 842.6 | 842.6 | 0 | 293 |
| MCH10 | 842.5 | -8.9 | 0.0 | 842.5 | 842.5 | 0 | 0 |
| MCM10 | 842.5 | -8.9 | 0.0 | 842.5 | 842.5 | 0 | 0 |
| Daily Volume and Open Interest | 0 | 293 |
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| MSCI PAN_EURO INDEX |
| Symbol | Last | Change | Open | High | Low | Vol | OI |
| MAZ09 | 818.8 | -7.2 | 828.0 | 828.0 | 817.2 | 743 | 14077 |
| MAH10 | 817.3 | -7.2 | 0.0 | 817.3 | 817.3 | 0 | 0 |
| MAM10 | 817.3 | -7.2 | 0.0 | 817.3 | 817.3 | 0 | 0 |
| Daily Volume and Open Interest | 743 | 14077 |