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2007 Historical Interest Rates Report - Shipping Now Report Interest Rates End-of-Day Problems
Daily Futures Price Listing Wed July 23, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Sep08 080723 114~045 114~055 113~110 113~290 -0~080 230,179 887,579 +0
Dec08 080723 113~050 113~050 112~135 112~310 -0~065 675 3,494 +0
Mar09 080722 112~030 112~155 112~030 112~030 -0~125 0 20 +0
Total Volume and Open Interest 294,426 901,473 +9,954
10-Year T-Notes(CBOT)
Sep08 080723 113~125 113~135 112~270 113~075 -0~075 718,554 1,775,111 +4,042
Dec08 080723 111~265 111~310 111~180 111~310 -0~065 46 12,267 +0
Mar09 080722 111~055 111~155 111~055 111~055 -0~100      
Total Volume and Open Interest 1,086,253 1,820,318 -9,183
5 Year T-Notes(CBOT)
Sep08 080723 109~117 109~125 109~110 109~118 -0~044 501,307 1,560,617 +1,560,617
Dec08 080723 109~036 109~036 109~036 109~036 -0~047 2,766 20,750 +20,750
Mar09 080723 109~036 109~036 109~036 109~036 -0~047      
Total Volume and Open Interest 504,073 1,581,367 +23,047
2 Year T-Notes(CBOT)
Sep08 080723 105~045 105~049 105~045 105~050 -0~020 219,142 877,304 +162
Dec08 080723 104~113 104~113 104~113 104~113 -0~022 210 572 +0
Total Volume and Open Interest 219,352 877,876 -823
Eurodollars(CME)
Sep08 080723 97.040 97.040 97.020 97.030 -0.015 203,244 1,415,870 +2,750
Dec08 080723 96.735 96.750 96.695 96.730 -0.060 289,143 1,656,607 -519
Mar09 080723 96.595 96.615 96.550 96.585 -0.085 316,618 1,430,730 +20
Jun09 080723 96.340 96.380 96.295 96.350 -0.090 360,521 1,192,905 +2,294
Sep09 080723 96.035 96.075 95.995 96.060 -0.075 304,445 929,007 +549
Dec09 080723 95.710 95.755 95.675 95.745 -0.065 183,173 743,269 +655
Mar10 080723 95.480 95.525 95.455 95.520 -0.055 125,024 557,066 -377
Jun10 080723 95.305 95.350 95.280 95.345 -0.050 118,778 333,342 -226
Sep10 080723 95.195 95.235 95.170 95.225 -0.050 37,755 230,340 +688
Dec10 080723 95.080 95.135 95.075 95.125 -0.045 36,247 218,283 -192
Mar11 080723 95.040 95.100 95.040 95.090 -0.040 23,997 160,919 +5
Jun11 080723 94.995 95.060 94.995 95.045 -0.035 34,017 146,381 +166
Sep11 080723 95.010 95.040 94.990 95.020 -0.030 9,557 88,092 +170
Dec11 080723 94.960 94.990 94.950 94.975 -0.025 7,082 87,902 +125
Mar12 080723 94.945 94.975 94.935 94.960 -0.025 7,540 99,777 +280
Jun12 080723 94.910 94.940 94.900 94.925 -0.025 6,817 71,740 +300
Sep12 080723 94.880 94.925 94.875 94.890 -0.025 2,726 60,344 +130
Dec12 080723 94.825 94.870 94.820 94.835 -0.025 2,162 40,992 +85
Total Volume and Open Interest 2,079,071 9,684,412 +11,306
30 Day Federal Funds(CBOT)
Jul08 080723 98.005 98.005 98.005 98.005 unch 368 79,965 -1
Aug08 080723 97.980 97.980 97.975 97.985 unch 1,861 138,651 +0
Sep08 080723 97.925 97.925 97.915 97.920 -0.015 2,261 87,286 +0
Oct08 080723 97.830 97.830 97.830 97.840 -0.030 5,352 101,291 +0
Nov08 080723 97.730 97.730 97.730 97.710 -0.055 7,279 126,302 +134
Dec08 080723 97.650 97.650 97.650 97.650 -0.070 4,524 51,304 +0
Total Volume and Open Interest 25,587 633,384 +3,258
30 Day Fed Funds(e-CBOT)
Jul08 080722 98.005 98.010 98.005 98.005 unch 349 79,966 -143
Aug08 080722 97.990 97.995 97.980 97.985 unch 1,808 138,651 -261
Sep08 080722 97.945 97.955 97.920 97.935 -0.005 2,243 87,286 -347
Oct08 080722 97.895 97.905 97.860 97.870 -0.020 5,031 101,291 +780
Nov08 080722 97.800 97.815 97.755 97.765 -0.030 7,123 126,168 +1,052
Dec08 080722 97.760 97.775 97.710 97.720 -0.030 4,358 51,304 +1,300
Total Volume and Open Interest 24,551 632,781 +4,870
3-Mth Euro-Yen(CME)
Sep08 080723 99.14 99.14 99.14 99.14 -0.01 5 0 -6,578
Dec08 080723 99.10 99.10 99.10 99.10 -0.02      
Mar09 080723 99.04 99.04 99.04 99.04 -0.04 146 0 -1,752
Jun09 080723 98.97 98.97 98.97 98.97 -0.03 250 0 -472
Sep09 080723 98.90 98.90 98.90 98.90 -0.04      
Dec09 080723 98.83 98.83 98.83 98.83 -0.04      
Mar10 080723 98.72 98.72 98.72 98.72 -0.04      
Jun10 080723 98.68 98.68 98.68 98.68 -0.03      
Sep10 080723 98.65 98.65 98.65 98.65 -0.03      
Dec10 080723 98.75 98.75 98.75 98.75 -0.03      
Total Volume and Open Interest 401    
3-Mth Euro-Yen(SGX)
Sep08 080722 99.15 99.15 99.14 99.14 unch 1,305 21,692 +0
Dec08 080722 99.11 99.12 99.11 99.12 unch 295 15,316 +0
Mar09 080722 99.08 99.08 99.07 99.08 unch 276 4,487 -5,073
Jun09 080722 99.03 99.03 99.00 99.01 unch 250 4,487 +0
Sep09 080722 98.95 98.96 98.93 98.95 unch 16 1,368 +0
Dec09 080722 98.89 98.89 98.88 98.89 unch 0 479 +0
Mar10 080722 98.78 98.78 98.78 98.78 unch 0 450 +0
Jun10 080722 98.72 98.72 98.72 98.72 unch 0 450 +0
Total Volume and Open Interest 0 57,962 -20
Japanese Gov't Bonds(SGX)
Sep08 080716 136.75 136.75 136.27 136.45 -0.16 1,334 15,499 -447
Dec08 080722 135.73 135.73 135.73 135.73 -0.77      
Mar09 080722 135.73 135.73 135.73 135.73 -0.77      
Total Volume and Open Interest 3,625 15,280 -282
Euro-Bund(EUREX)
Sep08 080722 110.32 110.64 110.04 110.21 +0.01 1,079,246 1,211,678 +21,087
Dec08 080722 110.22 110.25 109.89 109.94 +0.01 354 2,762 +15
Mar09 080722 109.94 109.94 109.94 109.94 +0.01      
Total Volume and Open Interest 1,079,600 1,214,440 +21,102
Euro-Bobl(EUREX)
Sep08 080722 105.68 105.94 105.58 105.68 +0.09 699,347 901,106 -2,970
Dec08 080722 105.90 105.90 105.71 105.71 +0.06 498 4,907 +497
Mar09 080722 105.68 105.68 105.68 105.68 +0.09      
Total Volume and Open Interest 699,845 906,013 -2,473
3-Mth Euribor(EUREX)
Sep08 080722 94.950 94.960 94.945 94.945 +0.015 1,868 19,754 +161
Dec08 080722 94.810 94.820 94.800 94.800 +0.025 302 7,998 +13
Mar09 080722 94.835 94.850 94.800 94.805 +0.025 181 3,146 +32
Total Volume and Open Interest 2,460 36,268 +195
Long Gilt(LIFFE)
Sep08 080722 105~18 105~30 105~16 105~25 +0~14 53,310 306,007 -708
Dec08 080722 107~13 107~13 107~13 107~13 +0~14 0 50 +0
Total Volume and Open Interest 112,045 306,765 -3,427
3-Mth Short Sterling(LIFFE)
Sep08 080722 94.11 94.12 94.10 94.11 +0.01 32,839 368,529 -4,820
Dec08 080722 94.11 94.18 94.10 94.14 +0.05 59,573 462,700 +661
Mar09 080722 94.27 94.36 94.26 94.32 +0.07 72,051 431,877 -2,720
Jun09 080722 94.32 94.39 94.30 94.36 +0.07 50,652 331,799 +1,562
Sep09 080722 94.29 94.35 94.26 94.32 +0.07 35,296 197,268 +2,979
Dec09 080722 94.21 94.28 94.21 94.25 +0.07 15,967 182,742 +558
Total Volume and Open Interest 367,316 2,199,345 -16,395
3-Mth Euribor(LIFFE)
Sep08 080722 94.940 94.960 94.940 94.945 +0.015 100,795 674,216 +6,337
Dec08 080722 94.800 94.830 94.775 94.800 +0.025 148,424 629,691 +2,075
Mar09 080722 94.815 94.855 94.775 94.805 +0.025 181,008 485,751 +1,112
Total Volume and Open Interest 855,697 3,225,529 +11,971
3-Mth Aus T-Bills(SFE)
Sep08 080722 92.22 92.23 92.21 92.22 unch 16,897 347,790 +0
Dec08 080722 92.23 92.24 92.20 92.21 -0.02 16,743 244,240 +0
Mar09 080722 92.30 92.31 92.25 92.26 -0.03 10,732 117,120 +0
Jun09 080722 92.36 92.37 92.29 92.31 -0.04 5,041 81,991 +0
Sep09 080722 92.42 92.42 92.34 92.36 -0.05 1,793 49,563 +0
Dec09 080722 92.47 92.47 92.41 92.42 -0.05 1,085 35,076 +0
Mar10 080722 92.49 92.49 92.47 92.47 -0.06 1,306 21,431 +0
Jun10 080722 92.56 92.56 92.49 92.51 -0.05 1,816 10,041 +0
Sep10 080722 92.52 92.52 92.52 92.52 -0.06 207 1,857 +0
Dec10 080722 92.52 92.52 92.52 92.52 -0.06 0 1,106 +0
Total Volume and Open Interest 59,223 910,758 -1,104
10-Year Aus T-Bonds(SFE)
Sep08 080722 93.61 93.61 93.55 93.55 -0.05 22,586 464,886 +0
Dec08 080722 93.55 93.55 93.55 93.55 -0.05      
Total Volume and Open Interest 32,410 477,331 +12,445
3-Year Aus T-Bonds(SFE)
Sep08 080722 93.51 93.53 93.46 93.46 -0.05 52,937 510,048 +0
Dec08 080722 93.46 93.46 93.46 93.46 -0.05      
Total Volume and Open Interest 71,858 535,474 +25,426
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.
Some data provided by Prophetfinance.com


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