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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 November 17, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Dec17 171117 153~050 154~050 153~030 153~250 +0~070 336,764 756,583 +3,956
Mar18 171117 152~040 153~010 152~010 152~210 +0~070 2,955 50,171 +574
Jun18 171117 151~250 151~250 151~080 151~250 +0~070 1 2 +1
Total Volume and Open Interest 339,720 806,756 +4,531
10-Year T-Notes(CBOT)
Dec17 171117 124~255 125~025 124~245 124~290 +0~015 1,794,617 3,227,542 +246
Mar18 171117 124~160 124~250 124~160 124~200 +0~015 50,197 119,897 +14,694
Jun18 171117 124~125 124~125 124~125 124~125 +0~015      
Total Volume and Open Interest 1,844,814 3,347,439 +14,940
5-Year T-Notes(CBOT)
Dec17 171117 116~292 117~006 116~286 116~300 +0~002 942,924 3,143,762 +18,536
Mar18 171117 116~230 116~264 116~224 116~236 +0~002 75,558 140,957 +36,229
Jun18 171117 116~216 116~216 116~216 116~216 +0~002      
Total Volume and Open Interest 1,018,482 3,284,719 +54,765
2 Year T-Notes(CBOT)
Dec17 171117 107~156 107~162 107~150 107~152 -0~004 535,684 1,731,804 -23,409
Mar18 171117 107~106 107~112 107~100 107~102 -0~004 22,959 106,199 +14,559
Jun18 171117 107~102 107~102 107~102 107~102 -0~004      
Total Volume and Open Interest 558,643 1,838,003 -8,850
Ultra T-Bond(CBOT)
Dec17 171117 166~01 167~16 165~31 167~01 +0~13 153,430 843,538 +5,741
Mar18 171117 165~03 166~18 165~03 166~04 +0~13 35,998 119,283 +24,492
Jun18 171117 165~09 165~09 165~09 165~09 +0~13      
Total Volume and Open Interest 189,428 962,821 +30,233
Ultra 10-Yr T-Note(CBOT)
Dec17 171117 133~260 134~085 133~250 134~015 +0~025 142,458 434,659 -1,149
Mar18 171117 133~185 134~010 133~185 133~265 +0~025 1,873 3,150 +1,793
Jun18 171117 133~265 133~265 133~265 133~265 +0~025      
Total Volume and Open Interest 144,331 437,809 +644
Eurodollars(CME)
Dec17 171117 98.463 98.465 98.455 98.457 -0.005 302,747 1,711,710 -13,505
Mar18 171117 98.295 98.300 98.290 98.295 unch 375,973 1,383,197 +41,620
Jun18 171117 98.160 98.170 98.155 98.160 unch 280,618 1,273,973 -2,007
Sep18 171117 98.080 98.090 98.070 98.080 unch 249,927 1,078,974 +1,049
Dec18 171117 98.005 98.020 98.000 98.010 +0.005 425,875 1,636,958 -15,764
Mar19 171117 97.950 97.970 97.945 97.960 +0.005 317,522 1,015,310 -16,811
Jun19 171117 97.910 97.925 97.900 97.910 +0.005 261,121 939,840 +4,071
Sep19 171117 97.870 97.890 97.860 97.875 +0.005 204,669 680,710 +519
Dec19 171117 97.820 97.845 97.810 97.825 +0.005 271,215 983,602 +18,185
Mar20 171117 97.800 97.820 97.785 97.805 +0.010 141,168 462,970 +3,889
Jun20 171117 97.770 97.795 97.760 97.780 +0.010 122,045 356,958 +7,489
Sep20 171117 97.740 97.770 97.735 97.755 +0.010 118,139 295,594 +4,721
Dec20 171117 97.695 97.725 97.690 97.710 +0.010 123,521 389,939 +9,502
Mar21 171117 97.670 97.705 97.665 97.685 +0.010 74,921 214,179 +1,055
Jun21 171117 97.640 97.675 97.635 97.660 +0.010 72,089 197,499 +4,840
Sep21 171117 97.610 97.645 97.605 97.630 +0.010 50,762 106,075 -1,929
Dec21 171117 97.565 97.610 97.565 97.590 +0.010 42,500 121,773 +1,110
Mar22 171117 97.545 97.590 97.545 97.570 +0.010 38,659 73,699 +459
Total Volume and Open Interest 3,557,386 13,173,244 +50,420
30 Day Federal Funds(CBOT)
Nov17 171117 98.845 98.845 98.842 98.842 unch 1,262 206,136 +118
Dec17 171117 98.710 98.710 98.710 98.710 -0.005 14,181 114,688 +1,674
Jan18 171117 98.610 98.610 98.605 98.610 unch 49,167 348,243 +225
Feb18 171117 98.610 98.610 98.605 98.605 unch 44,351 132,877 +2,491
Mar18 171117 98.565 98.570 98.565 98.565 unch 17,649 51,761 +1,189
Apr18 171117 98.475 98.480 98.470 98.475 unch 29,180 130,384 +4,242
Total Volume and Open Interest 225,572 1,426,504 +19,543
Japanese Govt Bonds(SGX)
Dec17 171116 150.84 150.88 150.76 150.78 -0.07 593 20,208 +65
Mar18 171116 150.72 150.72 150.72 150.72 -0.07 4 9 +3
Jun18 171116 150.72 150.72 150.72 150.72 -0.07      
Total Volume and Open Interest 597 20,217 +68
Euro-Buxl(EUREX)
Dec17 171117 165.32 165.84 164.66 165.58 +0.48 50,748 226,474 -939
Mar18 171117 163.56 164.08 163.20 164.04 +0.48 432 9,141 +3,435
Jun18 171117 164.04 164.04 164.04 164.04 +0.48      
Total Volume and Open Interest 51,180 235,615 +2,496
Euro-Bund(EUREX)
Dec17 171117 162.75 162.94 162.50 162.86 +0.16 783,768 1,989,431 -111,800
Mar18 171117 162.35 162.57 162.11 162.48 +0.15 29,476 214,175 +1,755
Jun18 171117 159.63 159.63 159.63 159.63 +0.16 0 1 +0
Total Volume and Open Interest 813,244 2,203,607 -110,045
Euro-Bobl(EUREX)
Dec17 171117 131.76 131.80 131.69 131.78 +0.03 445,926 1,602,438 -29,109
Mar18 171117 132.39 132.42 132.35 132.42 +0.04 13,933 120,034 -3,299
Jun18 171117 132.28 132.28 132.28 132.28 +0.03      
Total Volume and Open Interest 459,859 1,722,472 -32,408
Euro-Schatz(EUREX)
Dec17 171117 112.26 112.27 112.25 112.27 +0.01 244,790 1,620,600 -19,623
Mar18 171117 112.13 112.15 112.13 112.15 +0.01 5,533 100,443 +1,535
Jun18 171117 112.15 112.15 112.15 112.15 +0.01      
Total Volume and Open Interest 250,323 1,721,043 -18,088
3-Mth Euribor(EUREX)
Dec17 171117 100.330 100.330 100.330 100.330 unch 0 7,634 +0
Mar18 171117 100.320 100.320 100.320 100.320 unch 0 6,386 +0
Jun18 171117 100.315 100.315 100.315 100.315 unch 0 1,472 +6
Total Volume and Open Interest 250 37,903 +12
Long Gilt(LIFFE)
Dec17 171117 124~24 124~27 124~14 124~23 unch 184,210 698,902 -4,853
Mar18 171117 123~27 123~27 123~20 123~26 unch 434 15,196 +419
Jun18 171117 122~31 122~31 122~31 122~31 +0~00      
Total Volume and Open Interest 184,644 714,098 -4,434
3-Mth Short Sterling(LIFFE)
Dec17 171117 99.46 99.47 99.46 99.46 unch 10,633 513,325 +2,794
Mar18 171117 99.38 99.40 99.38 99.39 +0.01 21,383 502,032 +648
Jun18 171117 99.27 99.29 99.26 99.28 +0.01 81,886 472,917 -327
Sep18 171117 99.19 99.21 99.18 99.20 unch 39,346 366,060 -1,279
Dec18 171117 99.14 99.16 99.12 99.14 unch 42,238 347,795 -3,003
Mar19 171117 99.09 99.11 99.07 99.09 unch 45,623 257,710 -3,958
Total Volume and Open Interest 551,289 3,637,868 -18,328
3-Mth Euribor(LIFFE)
Dec17 171117 100.325 100.330 100.325 100.330 unch 11,052 432,915 +626
Mar18 171117 100.320 100.325 100.315 100.320 unch 27,068 480,733 +3,705
Jun18 171117 100.310 100.315 100.310 100.315 unch 40,568 475,360 +3,942
Total Volume and Open Interest 503,249 4,317,318 +32,941
3-Mth Aus T-Bills(SFE)
Dec17 171117 98.26 98.27 98.26 98.27 unch 22,351 154,182 +2,169
Mar18 171117 98.25 98.25 98.24 98.25 unch 49,587 225,622 -3,593
Jun18 171117 98.20 98.20 98.18 98.20 unch 31,513 193,612 -2,168
Sep18 171117 98.13 98.13 98.11 98.13 unch 44,699 180,507 -6,808
Dec18 171117 98.05 98.06 98.03 98.06 unch 23,805 135,731 +3,468
Mar19 171117 97.97 97.98 97.96 97.98 unch 22,165 105,339 +768
Jun19 171117 97.90 97.91 97.88 97.91 +0.01 10,534 71,350 +1,909
Sep19 171117 97.83 97.85 97.82 97.85 +0.02 7,245 48,994 +1,625
Dec19 171117 97.78 97.79 97.77 97.79 +0.02 270 3,487 +81
Mar20 171117 97.74 97.74 97.74 97.74 +0.02 260 2,445 +29
Total Volume and Open Interest 212,629 1,124,178 -2,507
10-Year Aus T-Bonds(SFE)
Dec17 171117 97.40 97.41 97.37 97.41 +0.01 194,001 1,076,122 +15,912
Mar18 171117 97.40 97.40 97.40 97.40 +0.01 24 836 +22
Total Volume and Open Interest 194,025 1,076,958 +15,934
3-Year Aus T-Bonds(SFE)
Dec17 171117 98.04 98.05 98.02 98.05 +0.01 293,537 1,132,424 +12,304
Mar18 171117 98.05 98.05 98.05 98.05 unch 0 1,581 +0
Total Volume and Open Interest 293,537 1,134,005 +12,304
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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