| Code | Name | High | Low | Close | Volume | Change | |
|---|
| VF.C | 5-Yr Euro Swapnote Continuation | 128.9 | 128.8 | 128.9 | 1,124 | 0.1 |  | 0.05 |   |
| VFH18 | 5-Yr Euro Swapnote {Mar 18} | 128.8 | 128.6 | 128.8 | 0 | 0.1 | | 0.11 | |
| VFU17 | 5-Yr Euro Swapnote {Sep 17} | 128.9 | 128.8 | 128.9 | 1,124 | 0.1 | | 0.05 | |
| VFZ17 | 5-Yr Euro Swapnote {Dec 17} | 128.8 | 128.7 | 128.8 | 456 | 0.1 | | 0.11 | |
| VT.C | 10-Yr Euro Swapnote Continuation | 149.9 | 149.7 | 149.9 | 7 | 0.2 | | 0.13 | |
| VTH18 | 10-Yr Euro Swapnote {Mar 18} | 149.8 | 149.5 | 149.8 | 0 | 0.4 | | 0.23 | |
| VTU17 | 10-Yr Euro Swapnote {Sep 17} | 149.9 | 149.7 | 149.9 | 7 | 0.2 | | 0.13 | |
| VTZ17 | 10-Yr Euro Swapnote {Dec 17} | 149.8 | 149.5 | 149.8 | 0 | 0.4 | | 0.23 | |
| VW.C | 2-Yr Euro Swapnote Continuation | 112.4 | 112.4 | 112.4 | 2,643 | 0.0 | | 0.00 | |
| VWH18 | 2-Yr Euro Swapnote {Mar 18} | 112.4 | 112.3 | 112.4 | 0 | 0.0 | | 0.02 | |
| VWU17 | 2-Yr Euro Swapnote {Sep 17} | 112.4 | 112.4 | 112.4 | 2,643 | 0.0 | | 0.00 | |
| VWZ17 | 2-Yr Euro Swapnote {Dec 17} | 112.4 | 112.4 | 112.4 | 78 | 0.0 | | 0.02 | |
| VX.C | 2-Yr Dollar Swapnote Continuation | 108.6 | 108.5 | 108.5 | 0 | 0.0 |  | 0.04 | |
| VXH18 | 2-Yr Dollar Swapnote {Mar 18} | 108.3 | 108.3 | 108.3 | 0 | 0.0 | | 0.02 | |
| VXU17 | 2-Yr Dollar Swapnote {Sep 17} | 108.6 | 108.5 | 108.5 | 0 | 0.0 | | 0.04 | |
| VXZ17 | 2-Yr Dollar Swapnote {Dec 17} | 108.3 | 108.3 | 108.3 | 0 | 0.0 | | 0.02 | |
| VY.C | 5-Yr Dollar Swapnote Continuation | 119.6 | 119.5 | 119.5 | 0 | -0.1 | | 0.12 | |
| VYH18 | 5-Yr Dollar Swapnote {Mar 18} | 119.1 | 119.0 | 119.0 | 0 | -0.1 | | 0.08 | |
| VYU17 | 5-Yr Dollar Swapnote {Sep 17} | 119.6 | 119.5 | 119.5 | 0 | -0.1 | | 0.12 | |
| VYZ17 | 5-Yr Dollar Swapnote {Dec 17} | 119.1 | 119.0 | 119.0 | 0 | -0.1 | | 0.08 | |
| VZ.C | 10Yr Dollar Swapnote Continuation | 134.5 | 134.2 | 134.2 | 0 | -0.3 | | 0.19 | |
| VZH18 | 10Yr Dollar Swapnote {Mar 18} | 133.7 | 133.6 | 133.6 | 0 | 0.0 | | 0.02 | |
| VZU17 | 10Yr Dollar Swapnote {Sep 17} | 134.5 | 134.2 | 134.2 | 0 | -0.3 | | 0.19 | |
| VZZ17 | 10Yr Dollar Swapnote {Dec 17} | 133.7 | 133.6 | 133.6 | 0 | 0.0 | | 0.02 | |