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SATURDAY, JANUARY 5, 2008

As of: 01/02/2009

Financial & Money

10 YR INTEREST RATE SWAPS	(CBOT NI)
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
$100,000 prin- pts & 32nds of 100 pct
134-02	107-30	Mar 09	131-034	127-11	127-11	-2-28	28,666
132-195	111-005	Jun 09	...	...	127-11	-2-28	...
132-195	129-15	Sep 09	...	...	127-11	-2-28	...
Fri to Thu sales	8,290	Open Int	28,666
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
10 YR. TREASURY	(CBOT TY)
$100,000 prin-pts & 32nds & a half 32nd
128-225	108-27	Mar 09	128-10	124-08	124-095	-3-01	1,029,928
126-24	107-27	Jun 09	126-135	122-18	122-18	-3-16	1
125-24	107-30	Sep 09	...	...	121-18	-3-16	...
125-28	107-035	Dec 09	...	...	120-18	-3-16	...
123-135	121-09	Mar 10	...	...	119-18	-3-16	...
Fri to Thu sales	363,384	Open Int	1,029,929
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
2 YR. TREASURY NOTES	(CBOT TU)
$200,000 prin-pts & 32nds & a quarter 32nd
109-04	104-22	Mar 09	109-04	108-22	108-247	+ 015	515,729
109-015	104-22	Jun 09	...	...	108-247	+ 015	...
109-015	104-282	Sep 09	...	...	108-247	+ 015	...
109-015	106-20	Dec 09	...	...	108-247	+ 015	...
Fri to Thu sales	114,210	Open Int	519,409
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
30 DAY FEDERAL FUNDS	(CBOT FF)
$5 million- pts. of 100 pct.
99.855	95.635	Jan 09	99.855	99.785	99.830	+.020	70,416
99.840	95.635	Feb 09	99.840	99.785	99.815	+.025	62,896
99.815	95.635	Mar 09	99.815	99.750	99.790	+.040	40,157
99.795	95.635	Apr 09	99.795	99.735	99.770	+.040	38,647
99.765	95.635	May 09	99.765	99.700	99.735	+.035	43,940
99.735	95.635	Jun 09	99.735	99.675	99.700	+.035	16,412
99.660	95.635	Jul 09	99.660	99.590	99.620	+.045	19,938
99.620	95.635	Aug 09	99.600	99.500	99.545	+.045	14,113
99.565	95.635	Sep 09	99.565	99.435	99.475	+.040	6,481
99.495	96.100	Oct 09	99.495	99.330	99.385	+.035	7,647
99.450	96.170	Nov 09	99.430	99.260	99.300	+.015	26,118
99.420	96.170	Dec 09	99.395	99.235	99.260	+.015	1,781
99.385	96.170	Jan 10	99.385	99.190	99.210	-.015	1,916
99.265	96.170	Feb 10	99.265	99.185	99.070	-.015	1,400
99.150	96.170	Mar 10	...	...	99.020	-.025	400
99.070	96.170	Apr 10	99.065	99.025	98.940	-.025	430
98.950	96.170	May 10	98.940	98.895	98.800	-.025	426
98.925	96.315	Jun 10	...	...	98.760	-.020	40
98.805	96.315	Jul 10	...	...	98.640	-.020	10
98.705	96.695	Aug 10	...	...	98.550	-.025	2
98.690	97.000	Sep 10	...	...	98.450	-.050	...
98.690	97.730	Oct 10	...	...	98.400	-.055	...
99.105	98.220	Nov 10	...	...	98.310	-.075	...
Fri to Thu sales	67,864	Open Int	424,584
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
5 YR. TREASURY	(CBOT FV)
$100,000 prin-pts & 32nds & a half 32nd
120-19	107-31	Mar 09	120-052	118-037	118-05	-1-102	1,029,850
119-235	107-31	Jun 09	...	...	117-26	-1-11	...
119-235	109-09	Sep 09	...	...	117-26	-1-11	...
119-235	110-247	Dec 09	...	...	117-26	-1-11	...
Fri to Thu sales	288,003	Open Int	1,055,122
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
EURODOLLARS	(CME ED)
$1 million-pts of 100 pct.
98.770	96.685	Jan 09	98.770	98.670	98.700	+.073	156,919
98.990	94.325	Mar 09	98.990	98.800	98.835	+.005	1,265,973
98.940	94.305	Jun 09	98.940	98.705	98.730	-.015	1,018,297
98.835	94.285	Sep 09	98.835	98.550	98.560	-.075	858,187
98.700	91.400	Dec 09	98.700	98.340	98.355	-.125	730,604
98.590	94.230	Mar 10	98.590	98.215	98.230	-.130	596,647
98.375	92.255	Jun 10	98.375	98.015	98.030	-.130	366,076
98.245	92.220	Sep 10	98.195	97.845	97.850	-.150	328,201
98.115	94.115	Dec 10	98.015	97.650	97.655	-.175	279,369
98.055	94.090	Mar 11	97.900	97.520	97.525	-.205	179,918
97.935	94.065	Jun 11	97.765	97.370	97.380	-.220	179,421
97.845	92.750	Sep 11	97.670	97.265	97.275	-.235	119,782
97.765	93.990	Dec 11	97.570	97.165	97.180	-.240	102,190
Fri to Thu sales	1,506,035	Open Int	6,667,317
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
EUROYEN	(CME EY)
100 million Yen- pts. of 100%
99.460	98.000	Mar 09	...	...	99.445	+.020	5,304
99.510	97.980	Jun 09	...	...	99.505	+.025	1,278
99.995	97.925	Sep 09	...	...	99.530	+.020	480
99.535	98.155	Dec 09	...	...	99.520	+.010	175
99.285	97.930	Jun 11	...	...	99.260	+.020	...
99.015	97.865	Mar 12	...	...	99.000	+.095	...
99.065	97.915	Jun 12	99.065	99.065	99.050	+.095	...
99.125	97.950	Sep 12	...	...	99.110	+.095	...
98.730	98.290	Sep 13	...	...	98.715	+.095	...
Fri to Thu sales	420	Open Int	7,237
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
LIBOR 1-MONTH	(CME EM)
$3 million- pts of 100 pct.
99.602	96.400	Jan 09	99.602	99.470	99.575	+.110	15,242
99.567	96.360	Feb 09	99.567	99.385	99.535	+.173	7,264
99.425	96.217	Mar 09	99.425	99.270	99.390	+.158	2,244
99.310	96.687	Apr 09	99.310	99.170	99.172	+.070	531
99.265	96.102	May 09	99.265	99.092	99.120	+.065	280
99.165	96.120	Jun 09	99.165	99.025	99.000	+.045	633
99.132	96.427	Jul 09	99.132	98.970	98.947	+.045	840
99.062	96.765	Aug 09	99.062	98.897	98.850	+.020	321
98.995	96.700	Sep 09	98.995	98.865	98.772	-.030	180
98.930	97.485	Oct 09	98.930	98.810	98.695	-.035	40
98.905	97.807	Nov 09	98.905	98.752	98.640	-.040	180
98.795	98.605	Dec 09	...	...	98.520	-.125	...
Fri to Thu sales	9,846	Open Int	27,755
Season's High	Season's Low	Month	Week's High	Week's Low	Week's Settlement	Net Chg	Open Int.
US TREASURY BONDS	(CBOT US)
$100,000 prin- pts & 32nds of 100 pct
141-25	109-22	Mar 09	141-25	135-00	135-15	-5-22	753,267
140-12	108-24	Jun 09	140-12	134-00	134-04	-5-24	916
138-27	110-08	Sep 09	...	...	132-27	-5-23	35
137-22	110-00	Dec 09	135-15	131-23	131-23	-5-22	25
136-22	133-10	Mar 10	...	...	130-23	-5-22	...
Fri to Thu sales	227,572	Open Int	754,243

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