| FINANCIALS | |||||||
|---|---|---|---|---|---|---|---|
| SYMBOL | OPEN | HIGH | LOW | CLOSE | CHG | VOL | O I |
| Eurodollar | |||||||
| EDH05 | 97.0050 | 97.0200 | 97.0000 | 97.0175 | +0.0125 | 108643 | 968065 |
| EDJ05 | 96.8550 | 96.8550 | 96.8400 | 96.8500 | unch | 889 | 3678 |
| EDK05 | 96.7350 | 96.7450 | 96.7250 | 96.7450 | +0.0150 | 397 | 1869 |
| Euroyen | |||||||
| EYH05 | 99.900 | 99.900 | 99.900 | 99.900 | unch | 300 | 53942 |
| EYM05 | 0.000 | 99.900 | 99.900 | 99.900 | unch | 152 | 40942 |
| EYU05 | 99.885 | 99.885 | 99.885 | 99.885 | +0.005 | 403 | 6999 |
| 1-Month Libor | |||||||
| EMH05 | 97.1800 | 97.1850 | 97.1800 | 97.1850 | +0.0075 | 1340 | 21391 |
| EMJ05 | 97.0000 | 97.0200 | 96.9950 | 97.0100 | +0.0100 | 351 | 2277 |
| EMK05 | 96.8800 | 96.8800 | 96.8800 | 96.8800 | unch | 650 | 3872 |
| Muni Bond Index | |||||||
| MBH05 | 106-19 | 106-20 | 106-11 | 106-18 | -0-04 | 136 | 3948 |
| MBM05 | 106-01 | 106-01 | 105-26 | 106-00 | -0-03 | 1 | 62 |
| 10 Year T-Note | |||||||
| TYH05 | 111-305 | 112-030 | 111-265 | 112-000 | -0-035 | 54958 | 1655764 |
| TYM05 | 111-025 | 111-060 | 110-300 | 111-035 | -0-030 | 17797 | 267819 |
| 2 Year T-Note | |||||||
| TUH05 | 104-100 | 104-122 | 104-095 | 104-120 | +0-017 | 10202 | 341580 |
| TUM05 | 104-000 | 104-022 | 103-317 | 104-022 | +0-017 | 2161 | 16579 |
| 5 Year T-Note | |||||||
| FVH05 | 108-300 | 109-010 | 108-275 | 109-000 | +0-005 | 27246 | 1080244 |
| FVM05 | 108-150 | 108-180 | 108-150 | 108-175 | +0-005 | 9084 | 184561 |
| 30 Year T-Bond | |||||||
| USH05 | 114-29 | 115-05 | 114-19 | 114-25 | -0-15 | 24293 | 714366 |
| USM05 | 114-05 | 114-13 | 113-28 | 114-02 | -0-15 | 12651 | 94371 |
| USU05 | 113-22 | 113-22 | 113-22 | 113-22 | -0-16 | 673 | 3308 |
| 30 Day Fed Funds | |||||||
| FFG05 | 97.5050 | 97.5050 | 97.5000 | 97.5050 | unch | 271 | 96059 |
| FFH05 | 97.4050 | 97.4050 | 97.4000 | 97.4050 | unch | 260 | 99323 |
| FFJ05 | 97.2300 | 97.2350 | 97.2300 | 97.2350 | unch | 2782 | 111168 |