| Eurodollars and Proxies | 3:00 PM | 30-Dec | ||||||||||
| ED | Yield | Chg | Price | Chg | Bundle | Chg | Proxies | Yield | Chg | Packs | Yield | Chg |
| GEH9 | 1.095 | (4.0) | 98.905 | 4.0 | 1.095 | (4.0) | Front 1-4 | 1.290 | (2.1) | Red U | 2.304 | 0.1 |
| GEM9 | 1.215 | (1.5) | 98.785 | 1.5 | 1.155 | (2.8) | Front 2-5 | 1.441 | (1.7) | Red Z | 2.526 | 1.1 |
| GEU9 | 1.370 | (1.0) | 98.630 | 1.0 | 1.227 | (2.2) | GEU9 | 1.370 | (1.0) | |||
| GEZ9 | 1.480 | (2.0) | 98.520 | 2.0 | 1.290 | (2.1) | GEZ9 | 1.480 | (2.0) | |||
| GEH0 | 1.700 | (2.5) | 98.300 | 2.5 | 1.372 | (2.2) | 2yr Bundle | 1.797 | (1.0) | TU | Chg | |
| GEM0 | 2.435 | 1.0 | 97.565 | (1.0) | 1.549 | (1.7) | TU | 1.397 | (3.8) | 109.014 | 0.024 | |
| GEU0 | 2.530 | 1.0 | 97.470 | (1.0) | 1.689 | (1.3) | 2yr Swap | |||||
| GEZ0 | 2.550 | 1.0 | 97.450 | (1.0) | 1.797 | (1.0) | 2Y | 0.733 | (4.7) | |||
| GEH1 | 2.590 | 1.5 | 97.410 | (1.5) | 1.885 | (0.7) | Dec/Dec | 60.5 | 1.5 | |||
| EDM1 | 2.620 | 1.5 | 97.380 | (1.5) | 1.958 | (0.5) | Mar/Mar | 122.0 | 2.5 | Packs | Yield | Chg |
| EDU1 | 2.685 | 1.5 | 97.315 | (1.5) | 2.025 | (0.3) | GEZ0 | 2.550 | 1.0 | Green U | 3.090 | 1.1 |
| EDZ1 | 4.465 | 0.0 | 95.535 | 0.0 | 2.228 | (0.3) | 3yr Bundle | 2.228 | (0.3) | Green Z | 3.637 | 0.7 |
| EDH2 | 4.780 | 0.0 | 95.220 | 0.0 | 2.424 | (0.3) | 3yr Swap | Blue U | 4.501 | 0.0 | ||
| EDM2 | 4.210 | 0.0 | 95.790 | 0.0 | 2.552 | (0.3) | 3Y | 0.916 | (4.3) | Blue Z | 3.984 | 0.5 |
| EDU2 | 4.365 | 0.0 | 95.635 | 0.0 | 2.673 | (0.2) | EDU1 | 2.685 | 1.5 | Gold U | 2.815 | 2.4 |
| EDZ2 | 4.650 | 0.0 | 95.350 | 0.0 | 2.796 | (0.2) | 5yr Bundle | 2.800 | 0.3 | Gold Z | 2.397 | 0.5 |
| EDH3 | 2.710 | 2.0 | 97.290 | (2.0) | 2.791 | (0.1) | 5yr Swap | FV | Chg | |||
| EDM3 | 2.770 | 2.5 | 97.230 | (2.5) | 2.790 | 0.1 | FV | 1.878 | 3.7 | 119.186 | (0.062) | |
| EDU3 | 2.840 | 2.5 | 97.160 | (2.5) | 2.793 | 0.2 | 5Y | 1.448 | (0.0) | |||
| EDZ3 | 2.940 | 2.5 | 97.060 | (2.5) | 2.800 | 0.3 | 10yr Swap | TY | Chg | |||
| EDH9 | 1.040 | (5.5) | 98.960 | 5.5 | 2.716 | 0.0 | TY | 2.844 | 4.5 | 127.094 | (0.144) | |
| FFG9 | 0.175 | (1.0) | 99.825 | 1:00 | 10Y | 2.074 | (2.8) | |||||
| FFH9 | 0.205 | (1.5) | 99.795 | 1:00 | 30yr Swap | US | Chg | |||||
| FFJ9 | 0.230 | (1.0) | 99.770 | 1:00 | US | 3.184 | (2.9) | 141.134 | 0.170 | |||
| FFK9 | 0.260 | (0.5) | 99.740 | 1:00 | 30Y | 2.574 | (5.7) | |||||