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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri February 10, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Mar12 120210 141~210 142~310 141~200 142~250 +1~080 324,170 606,515 -4,662
Jun12 120210 140~070 141~160 140~030 141~110 +1~080 3,130 10,353 +409
Sep12 120210 140~070 140~070 138~310 140~070 +1~080      
Total Volume and Open Interest 327,300 616,868 -4,253
10-Year T-Notes(CBOT)
Mar12 120210 130~275 131~160 130~270 131~125 +0~195 967,225 1,791,046 +18,437
Jun12 120210 130~195 131~080 130~155 131~045 +0~210 15,888 26,118 +6,011
Sep12 120210 130~095 130~095 129~205 130~095 +0~210      
Total Volume and Open Interest 983,113 1,817,165 +24,448
5 Year T-Notes(CBOT)
Mar12 120210 123~053 123~086 123~050 123~080 +0~030 398,471 1,459,365 +2,504
Jun12 120210 123~038 123~068 123~030 123~064 +0~034 301 8,088 +132
Sep12 120210 122~088 122~088 122~054 122~088 +0~034      
Total Volume and Open Interest 398,772 1,467,453 +2,636
2 Year T-Notes(CBOT)
Mar12 120210 110~036 110~039 110~032 110~035 unch 179,383 902,922 -19,202
Jun12 120210 110~025 110~027 110~025 110~027 +0~001 139 4,487 -5
Total Volume and Open Interest 179,522 907,409 -19,207
Eurodollars(CME)
Mar12 120210 99.565 99.565 99.535 99.555 -0.005 157,981 920,433 +16,814
Jun12 120210 99.565 99.565 99.530 99.540 -0.020 225,906 1,089,962 +17,161
Sep12 120210 99.530 99.530 99.490 99.505 -0.020 165,317 784,846 +2,287
Dec12 120210 99.490 99.495 99.455 99.470 -0.020 180,783 856,656 +17,979
Mar13 120210 99.470 99.475 99.440 99.450 -0.015 171,796 701,752 -22,764
Jun13 120210 99.435 99.445 99.410 99.420 -0.010 130,205 604,381 +4,804
Sep13 120210 99.390 99.410 99.370 99.385 unch 108,989 629,530 +11,139
Dec13 120210 99.330 99.360 99.320 99.335 +0.010 117,362 589,586 +812
Mar14 120210 99.250 99.290 99.245 99.270 +0.025 103,434 431,625 -7,161
Jun14 120210 99.135 99.185 99.130 99.170 +0.040 91,371 305,398 -2,159
Sep14 120210 98.990 99.050 98.990 99.040 +0.055 80,576 238,550 +6,755
Dec14 120210 98.820 98.890 98.820 98.875 +0.060 69,691 277,480 -130
Mar15 120210 98.650 98.725 98.650 98.710 +0.065 56,294 183,119 -4,029
Jun15 120210 0.171 0.246 0.166 0.231 +0.070 51,377 150,960 +6,954
Sep15 120210 6.545 0.076 6.545 0.061 -6.479 39,643 90,502 +1,516
Dec15 120210 6.365 6.455 6.360 6.440 +0.085 39,570 95,187 -1,407
Mar16 120210 6.205 6.310 6.205 6.290 +0.090 27,045 58,730 -4,723
Jun16 120210 6.055 6.155 6.055 6.140 +0.100 11,687 57,184 +536
Total Volume and Open Interest 1,858,179 8,332,869 +45,027
30 Day Federal Funds(CBOT)
Feb12 120210 99.885 99.885 99.875 99.882 -0.003 4,447 67,127 +484
Mar12 120210 99.875 99.880 99.865 99.870 -0.010 3,618 43,203 +1,414
Apr12 120210 99.875 99.880 99.865 99.870 -0.010 2,982 38,386 +751
May12 120210 99.875 99.880 99.865 99.870 -0.010 2,047 41,772 -963
Jun12 120210 99.870 99.880 99.865 99.870 -0.010 1,655 29,090 -3,181
Jul12 120210 99.870 99.875 99.860 99.870 -0.005 1,259 35,930 -2,300
Total Volume and Open Interest 35,953 507,245 -2,866
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120210 99.665 99.665 99.665 99.665 unch 0 40 +0
Jun12 120210 99.665 99.665 99.665 99.665 unch      
Sep12 120210 99.660 99.660 99.660 99.660 unch      
Dec12 120210 99.655 99.655 99.655 99.655 unch      
Mar13 120210 99.655 99.655 99.655 99.655 unch      
Jun13 120210 99.640 99.640 99.640 99.640 unch      
Sep13 120210 99.640 99.640 99.640 99.640 unch      
Dec13 120210 99.640 99.640 99.640 99.640 unch      
Mar14 120210 99.500 99.500 99.500 99.500 unch      
Jun14 120210 99.360 99.360 99.360 99.360 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 120209 99.67 99.67 99.67 99.67 unch 0 1,841 +0
Jun12 120209 99.67 99.67 99.67 99.67 unch 0 1,433 +0
Sep12 120209 99.60 99.66 99.60 99.66 unch 0 679 +0
Dec12 120209 99.65 99.65 99.65 99.65 unch 0 117 +0
Mar13 120209 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 120209 99.64 99.64 99.64 99.64 unch 0 218 +0
Sep13 120209 99.64 99.64 99.64 99.64 unch 0 325 +0
Dec13 120209 99.62 99.64 99.62 99.64 unch 0 279 +0
Total Volume and Open Interest 0 5,023 +0
Japanese Gov't Bonds(SGX)
Mar12 120209 142.20 142.35 142.06 142.32 +0.14 5,508 24,445 -1,204
Jun12 120209 141.74 141.74 141.74 141.74 +0.14 1 3 -1
Sep12 120209 139.65 139.65 139.65 139.65 +0.14 0 5 +0
Total Volume and Open Interest 5,509 24,457 -1,205
Euro-Bund(EUREX)
Mar12 120210 137.23 138.78 137.23 138.23 +1.13 623,174 873,510 -800
Jun12 120210 135.45 136.90 135.45 136.50 +1.12 3,779 11,738 +1,069
Sep12 120210 136.43 136.43 136.43 136.43 +1.13 0 1 +0
Total Volume and Open Interest 626,953 885,249 +269
Euro-Bobl(EUREX)
Mar12 120210 124.49 125.23 124.49 124.96 +0.48 430,250 691,841 +4,946
Jun12 120210 122.89 123.46 122.89 123.34 +0.48 178 17,172 +542
Sep12 120210 123.26 123.26 123.26 123.26 +0.48 0 4 +0
Total Volume and Open Interest 430,428 709,017 +5,488
3-Mth Euribor(EUREX)
Mar12 120210 99.100 99.100 99.080 99.080 -0.020 54 1,524 +54
Jun12 120210 99.205 99.205 99.170 99.170 -0.035 45 1,280 +12
Sep12 120210 99.230 99.230 99.200 99.200 -0.025 39 1,039 +6
Total Volume and Open Interest 265 6,482 +63
Long Gilt(LIFFE)
Mar12 120210 114~31 115~26 114~29 115~18 +0~32 128,438 315,007 -11,312
Jun12 120210 113~24 114~13 113~18 114~04 +0~26 1 315 +1
Total Volume and Open Interest 128,439 315,322 -11,311
3-Mth Short Sterling(LIFFE)
Mar12 120210 99.00 99.00 98.97 98.98 -0.02 32,897 290,894 -1,373
Jun12 120210 99.08 99.08 99.04 99.05 -0.03 29,568 271,720 +3,940
Sep12 120210 99.11 99.12 99.08 99.08 -0.03 44,860 299,623 +5,057
Dec12 120210 99.10 99.12 99.08 99.09 -0.01 51,243 252,816 +5,454
Mar13 120210 99.09 99.11 99.07 99.08 unch 46,598 285,184 +5,179
Jun13 120210 99.03 99.07 99.01 99.04 +0.01 43,227 207,921 -3,717
Total Volume and Open Interest 372,293 2,090,516 +11,202
3-Mth Euribor(LIFFE)
Mar12 120210 99.095 99.110 99.070 99.080 -0.020 72,170 564,733 +4,363
Jun12 120210 99.205 99.215 99.160 99.170 -0.035 91,390 483,510 -382
Sep12 120210 99.225 99.235 99.195 99.200 -0.025 68,076 454,494 +1,022
Total Volume and Open Interest 561,160 3,459,238 +219
3-Mth Aus T-Bills(SFE)
Mar12 120210 95.64 95.73 95.61 95.72 +0.07 21,970 214,900 -13,047
Jun12 120210 95.82 95.93 95.81 95.92 +0.09 33,136 199,442 -8,159
Sep12 120210 95.93 96.04 95.90 96.03 +0.10 20,508 127,523 -1,967
Dec12 120210 95.91 96.03 95.89 96.02 +0.10 8,757 85,041 -371
Mar13 120210 95.87 95.99 95.86 95.99 +0.10 4,592 57,582 +890
Jun13 120210 95.83 95.94 95.81 95.94 +0.10 2,037 57,548 +135
Sep13 120210 95.79 95.89 95.78 95.89 +0.09 929 35,143 -435
Dec13 120210 95.77 95.83 95.72 95.83 +0.07 1,847 25,765 -437
Mar14 120210 95.72 95.79 95.69 95.79 +0.06 51 2,479 +22
Jun14 120210 95.65 95.74 95.64 95.74 +0.06 5 491 -3
Total Volume and Open Interest 93,834 806,098 -23,371
10-Year Aus T-Bonds(SFE)
Mar12 120210 95.88 95.95 95.85 95.94 +0.05 59,900 380,089 -29,271
Jun12 120210 95.94 95.94 95.94 95.94 +0.05      
Total Volume and Open Interest 59,900 380,089 -29,271
3-Year Aus T-Bonds(SFE)
Mar12 120210 96.39 96.49 96.35 96.48 +0.08 196,767 459,407 -107,421
Jun12 120210 96.48 96.48 96.48 96.48 +0.08      
Total Volume and Open Interest 196,767 459,407 -107,421
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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