|
 |
| MRCI's End of Day Prices |
| 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. |
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