|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 15, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100315 |
118~160 |
118~200 |
118~020 |
118~160 |
+0~280 |
|
|
|
| Jun10 |
100315 |
117~020 |
117~040 |
116~160 |
116~290 |
-0~010 |
279,852 |
620,871 |
+13,903 |
| Sep10 |
100315 |
115~080 |
115~220 |
115~080 |
115~210 |
-0~010 |
0 |
88 |
-30 |
| Total Volume and Open Interest |
286,993 |
637,727 |
+9,838 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100315 |
118~100 |
118~135 |
118~030 |
118~100 |
+0~020 |
6,293 |
37,868 |
-3,008 |
| Jun10 |
100315 |
116~290 |
116~315 |
116~210 |
116~275 |
+0~020 |
763,848 |
1,317,471 |
-382 |
| Sep10 |
100315 |
115~125 |
115~125 |
115~115 |
115~125 |
+0~010 |
6 |
1,225 |
+2 |
| Total Volume and Open Interest |
770,147 |
1,356,565 |
-3,388 |
| 5 Year T-Notes(CBOT) |
| Mar10 |
100315 |
116~057 |
116~068 |
116~046 |
116~059 |
+58~023 |
|
|
|
| Jun10 |
100315 |
115~039 |
115~051 |
115~024 |
115~042 |
+0~010 |
459,580 |
925,105 |
-10,054 |
| Sep10 |
100315 |
114~026 |
114~026 |
114~016 |
114~026 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
467,995 |
955,287 |
-13,776 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100315 |
109~000 |
109~001 |
108~122 |
109~001 |
+0~007 |
4,920 |
28,674 |
+28,674 |
| Jun10 |
100315 |
108~056 |
108~063 |
108~055 |
108~062 |
+0~007 |
284,311 |
863,028 |
+7,952 |
| Total Volume and Open Interest |
289,231 |
891,703 |
+7,339 |
| Eurodollars(CME) |
| Mar10 |
100315 |
99.743 |
99.743 |
99.743 |
99.743 |
+0.005 |
171,816 |
1,072,144 |
-30,132 |
| Jun10 |
100315 |
99.620 |
99.625 |
99.605 |
99.615 |
unch |
343,473 |
1,137,830 |
-1,257 |
| Sep10 |
100315 |
99.400 |
99.440 |
99.400 |
99.435 |
+0.035 |
320,595 |
956,637 |
-12,930 |
| Dec10 |
100315 |
99.105 |
99.150 |
99.095 |
99.145 |
+0.050 |
309,742 |
1,066,412 |
+13,618 |
| Mar11 |
100315 |
98.755 |
98.805 |
98.740 |
98.795 |
+0.055 |
323,657 |
734,938 |
-10,093 |
| Jun11 |
100315 |
98.390 |
98.435 |
98.375 |
98.425 |
+0.050 |
257,334 |
766,052 |
-14,855 |
| Sep11 |
100315 |
98.025 |
98.070 |
98.020 |
98.065 |
+0.045 |
186,032 |
619,082 |
+10,249 |
| Dec11 |
100315 |
97.690 |
97.725 |
97.680 |
97.720 |
+0.040 |
161,659 |
406,419 |
+469 |
| Mar12 |
100315 |
97.395 |
97.440 |
97.380 |
97.420 |
+0.035 |
123,582 |
339,502 |
+10,059 |
| Jun12 |
100315 |
97.110 |
97.145 |
97.095 |
97.130 |
+0.030 |
69,610 |
221,171 |
-5,299 |
| Sep12 |
100315 |
96.845 |
96.890 |
96.835 |
96.870 |
+0.025 |
44,877 |
145,015 |
+1,949 |
| Dec12 |
100315 |
96.595 |
96.635 |
96.580 |
96.615 |
+0.020 |
35,139 |
135,210 |
+734 |
| Mar13 |
100315 |
96.390 |
96.430 |
96.375 |
96.410 |
+0.015 |
13,553 |
81,869 |
+1,366 |
| Jun13 |
100315 |
96.215 |
96.230 |
96.175 |
96.210 |
+0.010 |
11,682 |
70,276 |
-140 |
| Sep13 |
100315 |
96.035 |
96.045 |
96.000 |
96.025 |
+0.005 |
11,316 |
61,580 |
+1,687 |
| Dec13 |
100315 |
95.850 |
95.860 |
95.815 |
95.840 |
+0.005 |
7,917 |
38,221 |
-351 |
| Mar14 |
100315 |
95.705 |
95.715 |
95.670 |
95.690 |
unch |
3,440 |
40,040 |
-70 |
| Jun14 |
100315 |
95.560 |
95.565 |
95.520 |
95.540 |
unch |
2,935 |
33,892 |
-142 |
| Total Volume and Open Interest |
2,423,466 |
8,122,976 |
-29,326 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100315 |
99.832 |
99.835 |
99.823 |
99.827 |
-0.007 |
6,399 |
68,794 |
+154 |
| Apr10 |
100315 |
99.815 |
99.820 |
99.795 |
99.810 |
-0.010 |
6,130 |
85,982 |
+74 |
| May10 |
100315 |
99.795 |
99.800 |
99.785 |
99.790 |
-0.005 |
13,808 |
78,417 |
+829 |
| Jun10 |
100315 |
99.780 |
99.785 |
99.770 |
99.780 |
unch |
6,335 |
82,267 |
+1,849 |
| Jul10 |
100315 |
99.755 |
99.760 |
99.745 |
99.755 |
unch |
11,570 |
76,354 |
-1,805 |
| Aug10 |
100315 |
99.720 |
99.725 |
99.710 |
99.720 |
+0.005 |
6,136 |
61,005 |
+94 |
| Total Volume and Open Interest |
78,525 |
647,457 |
+6,951 |
| 30 Day Fed Funds(e-CBOT) |
| Mar10 |
090519 |
99.440 |
99.455 |
99.435 |
99.450 |
unch |
400 |
6,491 |
|
| Apr10 |
090519 |
99.370 |
99.380 |
99.360 |
99.380 |
unch |
756 |
6,053 |
|
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Mar10 |
100315 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.005 |
0 |
2,628 |
+0 |
| Jun10 |
100315 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
650 |
-107 |
| Sep10 |
100315 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
0 |
2,230 |
+1,000 |
| Dec10 |
100315 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100315 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
0 |
4 |
-4 |
| Jun11 |
100315 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
| Sep11 |
100315 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.015 |
|
|
|
| Dec11 |
100315 |
99.530 |
99.530 |
99.530 |
99.530 |
-0.005 |
|
|
|
| Mar12 |
100315 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.010 |
|
|
|
| Jun12 |
100315 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5,754 |
+889 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100315 |
99.62 |
99.63 |
99.61 |
99.63 |
unch |
144 |
3,298 |
+496 |
| Sep10 |
100315 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,008 |
-4 |
| Dec10 |
100315 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,380 |
+0 |
| Mar11 |
100315 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,201 |
+0 |
| Jun11 |
100315 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
56 |
+0 |
| Sep11 |
100315 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
51 |
+0 |
| Dec11 |
100315 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
102 |
+0 |
| Mar12 |
100315 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
582 |
17,164 |
+521 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100315 |
138.85 |
138.98 |
138.77 |
138.93 |
-0.38 |
10,259 |
19,384 |
+4,602 |
| Sep10 |
100315 |
138.93 |
138.93 |
138.93 |
138.93 |
+0.09 |
|
|
|
| Dec10 |
100315 |
136.84 |
136.84 |
136.84 |
136.84 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
2,924 |
19,304 |
-575 |
| Euro-Bund(EUREX) |
| Jun10 |
100312 |
122.40 |
122.68 |
122.07 |
122.56 |
+0.16 |
690,951 |
969,172 |
-2,295 |
| Sep10 |
100312 |
121.55 |
121.95 |
121.55 |
121.91 |
+0.16 |
93 |
16 |
+3 |
| Dec10 |
100312 |
121.56 |
121.56 |
121.56 |
121.56 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
691,044 |
969,188 |
-2,292 |
| Euro-Bobl(EUREX) |
| Jun10 |
100315 |
116.54 |
116.68 |
116.53 |
116.64 |
unch |
624,478 |
755,255 |
+60,943 |
| Sep10 |
100315 |
116.19 |
116.19 |
116.19 |
116.19 |
+0.05 |
13 |
10 |
+5 |
| Dec10 |
100315 |
116.03 |
116.03 |
116.03 |
116.03 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
656,054 |
843,243 |
+11,999 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100312 |
99.355 |
99.355 |
99.350 |
99.350 |
unch |
361 |
8,671 |
-124 |
| Jun10 |
100312 |
99.245 |
99.245 |
99.235 |
99.245 |
-0.005 |
295 |
7,566 |
+212 |
| Sep10 |
100312 |
99.010 |
99.010 |
99.010 |
99.010 |
-0.015 |
9 |
2,357 |
-24 |
| Total Volume and Open Interest |
746 |
22,641 |
+86 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100315 |
114~01 |
114~13 |
113~29 |
114~08 |
+0~10 |
120,447 |
269,931 |
-8,286 |
| Total Volume and Open Interest |
121,943 |
283,167 |
-8,057 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100315 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.01 |
17,963 |
320,067 |
-1,422 |
| Jun10 |
100315 |
99.29 |
99.30 |
99.28 |
99.28 |
unch |
56,565 |
386,208 |
-3,993 |
| Sep10 |
100315 |
99.10 |
99.13 |
99.09 |
99.11 |
+0.02 |
60,228 |
364,609 |
+4,041 |
| Dec10 |
100315 |
98.81 |
98.85 |
98.80 |
98.83 |
+0.03 |
105,691 |
411,194 |
+5,375 |
| Mar11 |
100315 |
98.47 |
98.51 |
98.46 |
98.49 |
+0.04 |
101,556 |
320,049 |
-7,636 |
| Jun11 |
100315 |
98.10 |
98.14 |
98.09 |
98.12 |
+0.04 |
84,063 |
229,584 |
+3,726 |
| Total Volume and Open Interest |
606,359 |
2,493,605 |
-10,891 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100315 |
99.350 |
99.355 |
99.350 |
99.355 |
+0.005 |
85,117 |
633,415 |
-26,209 |
| Jun10 |
100315 |
99.245 |
99.260 |
99.240 |
99.245 |
unch |
155,493 |
756,960 |
+19,050 |
| Sep10 |
100315 |
99.010 |
99.040 |
99.005 |
99.025 |
+0.015 |
255,322 |
792,407 |
+8,111 |
| Total Volume and Open Interest |
1,498,204 |
4,109,830 |
-1,593 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
| Jun10 |
100315 |
95.30 |
95.33 |
95.28 |
95.31 |
unch |
17,920 |
283,608 |
-1,323 |
| Sep10 |
100315 |
94.90 |
94.94 |
94.85 |
94.92 |
+0.01 |
9,723 |
156,213 |
-1,718 |
| Dec10 |
100315 |
94.64 |
94.67 |
94.58 |
94.65 |
+0.01 |
6,485 |
101,585 |
+1,759 |
| Mar11 |
100315 |
94.47 |
94.49 |
94.40 |
94.47 |
unch |
2,475 |
41,806 |
-1,088 |
| Jun11 |
100315 |
94.34 |
94.37 |
94.27 |
94.34 |
-0.02 |
3,030 |
41,883 |
-18 |
| Sep11 |
100315 |
94.21 |
94.29 |
94.20 |
94.26 |
-0.02 |
922 |
19,567 |
-194 |
| Dec11 |
100315 |
94.18 |
94.22 |
94.17 |
94.20 |
-0.02 |
829 |
11,971 |
+395 |
| Mar12 |
100315 |
94.15 |
94.19 |
94.15 |
94.17 |
-0.01 |
880 |
5,888 |
+678 |
| Jun12 |
100315 |
94.14 |
94.14 |
94.13 |
94.13 |
-0.02 |
0 |
1,709 |
+0 |
| Total Volume and Open Interest |
42,264 |
666,090 |
-3,643 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100315 |
94.33 |
94.36 |
94.30 |
94.35 |
+0.02 |
116,757 |
181,683 |
-125,972 |
| Jun10 |
100315 |
94.30 |
94.33 |
94.26 |
94.30 |
unch |
123,308 |
271,125 |
+60,306 |
| Total Volume and Open Interest |
240,065 |
452,808 |
-65,666 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100315 |
94.89 |
94.90 |
94.85 |
94.89 |
-0.01 |
157,867 |
297,667 |
-291,691 |
| Jun10 |
100315 |
94.71 |
94.73 |
94.65 |
94.70 |
-0.01 |
141,640 |
314,552 |
+75,881 |
| Total Volume and Open Interest |
299,507 |
612,219 |
-215,810 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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