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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon March 27, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Jun17 170327 150~290 152~030 150~270 151~150 +0~120 258,848 622,221 -6,567
Sep17 170327 150~220 150~220 150~000 150~080 +0~120 47 49 +39
Dec17 170327 150~080 150~080 150~080 150~080 +0~120      
Total Volume and Open Interest 258,895 622,270 -6,528
10-Year T-Notes(CBOT)
Jun17 170327 124~135 124~295 124~135 124~215 +0~045 1,533,329 3,045,937 -2,242
Sep17 170327 124~000 124~115 124~000 124~050 +0~050 4 342 +0
Dec17 170327 124~050 124~050 124~050 124~050 +0~050      
Total Volume and Open Interest 1,533,333 3,046,279 -2,242
5-Year T-Notes(CBOT)
Mar17 170327 118~054 118~054 118~022 118~034 +0~026 278 39,280 -139
Jun17 170327 117~190 117~286 117~186 117~240 +0~026 703,010 2,972,199 +10,519
Sep17 170327 117~054 117~054 117~054 117~054 +0~026      
Total Volume and Open Interest 703,288 3,011,479 +10,380
2 Year T-Notes(CBOT)
Mar17 170327 108~182 108~182 108~146 108~146 -0~010 1,449 7,921 -786
Jun17 170327 108~056 108~084 108~056 108~064 unch 293,488 1,412,770 -14,431
Sep17 170327 108~052 108~052 108~052 108~052 unch      
Total Volume and Open Interest 294,937 1,420,691 -15,217
Ultra T-Bond(CBOT)
Mar17 170322 161~18 162~12 161~17 161~22 +0~28 1,827 4,227 -1,135
Jun17 170327 160~24 162~09 160~22 161~19 +0~18 87,546 706,407 +23
Sep17 170327 160~17 160~17 160~17 160~17 +0~18      
Total Volume and Open Interest 87,546 706,407 +23
Ultra 10-Yr T-Note(CBOT)
Mar17 170322 135~065 135~140 135~025 135~060 +0~130 689 5,435 -117
Jun17 170327 133~230 134~140 133~230 134~035 +0~090 100,333 334,925 +2,324
Sep17 170327 133~115 133~115 133~115 133~115 +0~010      
Total Volume and Open Interest 100,333 334,925 +2,324
Eurodollars(CME)
Jun17 170327 98.710 98.730 98.710 98.720 +0.005 363,612 1,564,033 -9,029
Sep17 170327 98.575 98.605 98.575 98.590 +0.010 266,119 1,242,817 -10,913
Dec17 170327 98.445 98.480 98.445 98.465 +0.015 332,791 1,428,823 -16,051
Mar18 170327 98.330 98.375 98.330 98.360 +0.020 254,424 1,041,171 -1,137
Jun18 170327 98.205 98.260 98.205 98.240 +0.020 270,947 989,409 -9,567
Sep18 170327 98.095 98.160 98.095 98.135 +0.025 206,227 797,740 -7,440
Dec18 170327 97.975 98.045 97.975 98.020 +0.030 290,855 1,210,861 +14,479
Mar19 170327 97.915 97.975 97.905 97.950 +0.035 183,670 621,711 -73
Jun19 170327 97.830 97.910 97.830 97.880 +0.035 162,126 624,545 +7,794
Sep19 170327 97.760 97.845 97.760 97.810 +0.035 140,190 559,981 +1,156
Dec19 170327 97.675 97.760 97.675 97.730 +0.040 136,263 571,444 +887
Mar20 170327 97.635 97.715 97.625 97.685 +0.045 96,215 304,499 -74
Jun20 170327 97.580 97.665 97.575 97.640 +0.045 55,289 202,856 -4,606
Sep20 170327 97.535 97.620 97.530 97.595 +0.045 47,087 196,746 +2,651
Dec20 170327 97.485 97.565 97.475 97.535 +0.045 50,636 220,255 -133
Mar21 170327 97.440 97.525 97.440 97.500 +0.045 41,001 101,909 +1,622
Jun21 170327 97.405 97.485 97.400 97.460 +0.045 26,576 109,160 +672
Sep21 170327 97.365 97.440 97.360 97.420 +0.045 26,901 58,817 -71
Total Volume and Open Interest 3,047,742 12,335,266 -33,482
30 Day Federal Funds(CBOT)
Mar17 170327 99.215 99.215 99.215 99.215 unch 1,051 103,971 -685
Apr17 170327 99.110 99.110 99.105 99.110 unch 4,786 461,452 -1,415
May17 170327 99.095 99.100 99.095 99.095 unch 14,507 265,773 -12
Jun17 170327 99.035 99.040 99.035 99.035 unch 15,563 67,028 +3,101
Jul17 170327 98.980 98.990 98.980 98.985 +0.005 23,450 125,985 +233
Aug17 170327 98.950 98.960 98.950 98.955 +0.005 13,603 101,527 +247
Total Volume and Open Interest 167,209 1,657,763 +10,516
Japanese Govt Bonds(SGX)
Jun17 170323 150.46 150.52 150.43 150.44 -0.05 1,003 13,955 +55
Sep17 170323 150.44 150.44 150.44 150.44 -0.05      
Dec17 170323 150.44 150.44 150.44 150.44 -0.05      
Total Volume and Open Interest 1,003 13,955 +55
Euro-Buxl(EUREX)
Jun17 170327 167.78 169.50 167.18 167.36 +0.30 49,385 175,709 -19,235
Sep17 170327 166.44 167.10 165.40 165.56 +0.34 233 690 -1
Dec17 170327 163.82 163.82 163.82 163.82 +0.30      
Total Volume and Open Interest 49,618 185,615 -10,020
Euro-Bund(EUREX)
Jun17 170327 160.51 161.00 160.23 160.26 +0.04 745,141 1,628,921 -253,685
Sep17 170327 162.00 162.51 161.86 161.86 +0.08 1,885 14,067 -33
Dec17 170327 159.19 159.76 159.19 159.76 -0.16      
Total Volume and Open Interest 747,026 1,868,497 -28,209
Euro-Bobl(EUREX)
Jun17 170327 131.33 131.62 131.15 131.17 -0.09 490,591 1,191,332 -177,051
Sep17 170327 132.23 132.23 131.79 131.79 -0.10 511 3,558 +0
Dec17 170327 130.87 130.87 130.87 130.87 -0.09      
Total Volume and Open Interest 491,102 1,325,353 -46,588
Euro-Schatz(EUREX)
Jun17 170327 112.17 112.21 112.07 112.08 -0.06 286,574 1,280,910 -148,297
Sep17 170327 111.89 111.89 111.89 111.89 -0.06      
Dec17 170327 112.88 112.88 112.88 112.88 -0.06      
Total Volume and Open Interest 286,574 1,403,550 -25,657
3-Mth Euribor(EUREX)
Mar17 170313 100.330 100.330 100.330 100.330 +0.005 0 3,484 +0
Jun17 170327 100.315 100.315 100.315 100.315 +0.005 0 33,916 +0
Sep17 170327 100.265 100.265 100.265 100.265 +0.005 2 4,682 +0
Total Volume and Open Interest 31 70,547 +153
Long Gilt(LIFFE)
Mar17 170327 128~03 128~03 128~02 128~03 +0~10 2,237 45,610 +25
Jun17 170327 127~04 127~09 126~29 126~32 +0~10 189,926 667,862 +5,164
Sep17 170327 126~04 126~04 126~04 126~04 +0~10 0 2 +0
Total Volume and Open Interest 192,163 713,474 +5,189
3-Mth Short Sterling(LIFFE)
Jun17 170327 99.62 99.62 99.61 99.62 +0.01 87,260 546,264 +4,984
Sep17 170327 99.56 99.57 99.55 99.56 +0.01 147,237 431,721 +16,161
Dec17 170327 99.51 99.51 99.49 99.50 unch 227,762 358,324 +13,921
Mar18 170327 99.45 99.47 99.44 99.45 +0.01 158,445 272,143 +2,342
Jun18 170327 99.41 99.42 99.39 99.40 +0.01 195,127 325,134 -6,884
Sep18 170327 99.35 99.37 99.34 99.35 +0.01 146,753 228,568 +7,598
Total Volume and Open Interest 1,693,513 3,098,427 +39,582
3-Mth Euribor(LIFFE)
Jun17 170327 100.310 100.320 100.310 100.315 +0.005 64,434 506,861 +5,293
Sep17 170327 100.265 100.270 100.255 100.265 +0.005 75,265 420,079 -3,124
Dec17 170327 100.220 100.230 100.210 100.220 +0.005 86,177 361,365 +1,180
Total Volume and Open Interest 867,384 4,002,827 +21,578
3-Mth Aus T-Bills(SFE)
Jun17 170327 98.21 98.22 98.21 98.22 +0.01 7,351 188,691 -9,017
Sep17 170327 98.20 98.21 98.19 98.21 +0.01 20,504 187,982 -6,566
Dec17 170327 98.15 98.17 98.14 98.17 +0.02 27,176 239,528 -580
Mar18 170327 98.07 98.10 98.07 98.10 +0.03 15,021 123,202 -6,287
Jun18 170327 97.97 98.02 97.97 98.01 +0.03 17,897 108,859 -1,569
Sep18 170327 97.88 97.93 97.88 97.92 +0.03 11,359 79,385 -2,837
Dec18 170327 97.79 97.84 97.79 97.83 +0.04 9,873 51,445 +1,005
Mar19 170327 97.70 97.76 97.70 97.74 +0.03 4,561 26,676 +1,260
Jun19 170327 97.62 97.68 97.62 97.66 +0.04 769 7,040 +643
Sep19 170327 97.59 97.59 97.59 97.59 +0.04 352 723 -80
Total Volume and Open Interest 115,483 1,018,557 -23,522
10-Year Aus T-Bonds(SFE)
Jun17 170327 97.21 97.28 97.20 97.26 +0.05 142,597 970,399 +15,719
Sep17 170327 97.26 97.26 97.26 97.26 +0.05      
Total Volume and Open Interest 142,597 970,399 +15,719
3-Year Aus T-Bonds(SFE)
Jun17 170327 98.01 98.06 97.99 98.04 +0.03 189,282 909,655 +6,877
Sep17 170327 98.04 98.04 98.04 98.04 +0.03      
Total Volume and Open Interest 189,282 909,655 +6,877
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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