| CBT Futures | 3:00 PM | 10-Nov | 2Y/10Y Yield Spread | Dow vs Nikkei | |||||||
| Last | Chg | Time | Issue | Yield | BP Chg | DJZ9 | NKZ9 | NKZ/DJZ | |||
| USZ | 119.120 | 0.310 | 17:14:21 | 2Y | 0.831% | 0.0 | 10,259 | 9,940 | -319 | ||
| Yield | 4.518 | (6.6) | 10Y | 3.497% | 0.0 | 42 | (10) | (52) | |||
| TY | 119.010 | 0.144 | 17:14:21 | 2Y/10Y | 266.6 | 0.0 | 10,217 | 9,950 | (267) | ||
| Yield | 3.705 | (4.9) | 0.4% | -0.1% | R/C By | ||||||
| NOB | 0.110 | 0.164 | Nearby Eurodollar Futures | 16:42:09 | 16:42:16 | (460) | |||||
| Yield | 81.3 | (1.7) | Issue | Price | BP Chg | ||||||
| TUZ | 109.012 | 0.026 | 17:14:20 | GEZ9 | 99.625 | 3.0 | |||||
| Yield | 1.401 | (4.1) | GEH0 | 99.405 | 4.0 | ||||||
| GEM0 | 97.605 | 7.0 | |||||||||
| GEU0 | 97.305 | 7.5 | |||||||||
| Currencies | Dow O/N | ||||||||||
| FX Futures | 17:07 | Pips | 31-Dec | Chg 12/31 | High | % Hi | Low | % Lo | Time | Convert | ZDZ9 |
| Dollar Index | 75.162 | 14 | 81.308 | -7.6% | 89.624 | -16.1% | 70.698 | 6.3% | 14:59:58 | 10,259 | |
| Euro-Dollar | 1.4962 | (17) | 1.3921 | 7.5% | 1.5816 | -5.4% | 1.2327 | 21.4% | 17:07:28 | 0 | |
| Yen | 111.25 | (18) | 110.29 | 0.9% | 114.84 | -3.1% | 90.96 | 22.3% | 17:07:30 | 0.8989 | 10,259 |
| Euro-Yen | 134.490 | 6 | 126.32 | 6.5% | 165.35 | -18.7% | 111.94 | 20.1% | 17:05:45 | 17:14:15 | |
| Australian | 92.60 | (15) | 69.97 | 32.3% | 95.23 | -2.8% | 59.75 | 55.0% | 17:07:23 | ||
| Canadian | 95.57 | 26 | 82.24 | 16.2% | 101.96 | -6.3% | 76.93 | 24.2% | 17:07:23 | 1.0464 | |
| Commodities | |||||||||||
| Futures | 17:32 | Chg | 31-Dec | Chg 12/31 | High | % Hi | Low | % Lo | Time | Nikkei Cl | 9,871 |
| Dec Oil | 79.28 | 0.23 | 44.60 | 77.8% | 82.00 | -3.3% | 65.55 | 37.7% | 17:32:59 | NK vs DJ | 141 |
| Dec Gold | 1117.10 | 14.60 | 884.30 | 26.3% | 1096.20 | 1.9% | 941.20 | 18.7% | 17:33:49 | Carry | 11 |
| Dec Nat Gas | 4.490 | 0.023 | 5.99 | -25.0% | 4.34 | 3.5% | 17:35:08 | Proj Cl | 9,929 | ||
| Spot CRB | 460.00 | 1.00 | 366.75 | 25.4% | 478.80 | -3.9% | 418.00 | 10.0% | 14:59:58 | Proj Chg | 58 |