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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed May 24, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Jun17 170524 153~080 153~310 153~030 153~170 +0~080 212,949 684,759 -8,769
Sep17 170524 152~010 152~230 151~260 152~090 +0~080 48,140 67,878 +38,903
Dec17 170524 151~180 151~180 151~180 151~180 +0~080      
Total Volume and Open Interest 261,089 752,637 +30,134
10-Year T-Notes(CBOT)
Jun17 170524 125~280 126~070 125~245 126~020 +0~065 986,022 3,170,828 -121,170
Sep17 170524 125~185 125~295 125~145 125~245 +0~065 284,439 378,296 +171,467
Dec17 170524 125~145 125~145 125~145 125~145 +0~065      
Total Volume and Open Interest 1,270,461 3,549,124 +50,297
5-Year T-Notes(CBOT)
Jun17 170524 118~146 118~224 118~126 118~190 +0~044 723,765 2,935,264 -111,938
Sep17 170524 117~302 118~056 117~276 118~022 +0~044 278,049 404,208 +169,815
Dec17 170524 117~242 117~242 117~242 117~242 +0~044      
Total Volume and Open Interest 1,001,814 3,339,472 +57,877
2 Year T-Notes(CBOT)
Jun17 170524 108~090 108~116 108~084 108~104 +0~014 442,586 1,232,571 -94,077
Sep17 170524 108~046 108~074 108~040 108~060 +0~010 132,191 151,293 +81,302
Dec17 170524 108~060 108~060 108~060 108~060 +0~010      
Total Volume and Open Interest 574,777 1,383,864 -12,775
Ultra T-Bond(CBOT)
Jun17 170524 163~15 164~14 163~13 163~29 +0~13 239,245 534,138 -121,339
Sep17 170524 162~19 163~14 162~13 162~28 +0~13 168,386 260,001 +133,804
Dec17 170524 161~28 161~28 161~28 161~28 +0~13      
Total Volume and Open Interest 407,631 794,139 +12,465
Ultra 10-Yr T-Note(CBOT)
Jun17 170524 135~175 135~300 135~115 135~230 +0~065 90,321 309,644 -27,500
Sep17 170524 134~215 135~020 134~150 134~270 +0~070 38,999 50,775 +31,772
Dec17 170524 134~270 134~270 134~270 134~270 +0~070      
Total Volume and Open Interest 129,320 360,419 +4,272
Eurodollars(CME)
Jun17 170524 98.743 98.755 98.740 98.745 +0.005 208,877 1,473,180 +23,632
Sep17 170524 98.650 98.675 98.645 98.655 +0.005 163,719 1,432,470 +17,989
Dec17 170524 98.570 98.600 98.565 98.580 +0.010 229,374 1,690,118 +27,950
Mar18 170524 98.490 98.530 98.485 98.505 +0.010 106,958 1,108,686 -4,608
Jun18 170524 98.405 98.445 98.395 98.415 +0.010 156,453 1,037,858 +3,453
Sep18 170524 98.315 98.355 98.300 98.325 +0.015 140,106 956,803 +8,736
Dec18 170524 98.205 98.255 98.195 98.225 +0.020 212,606 1,382,545 -3,612
Mar19 170524 98.145 98.195 98.135 98.165 +0.020 124,797 768,578 +1,970
Jun19 170524 98.085 98.135 98.070 98.105 +0.020 83,545 664,563 -3,847
Sep19 170524 98.025 98.075 98.010 98.045 +0.020 73,016 631,222 -4,840
Dec19 170524 97.950 97.995 97.930 97.965 +0.020 83,060 661,238 +288
Mar20 170524 97.905 97.955 97.885 97.925 +0.025 45,070 426,026 -3,050
Jun20 170524 97.860 97.905 97.840 97.880 +0.025 33,759 255,717 +722
Sep20 170524 97.815 97.860 97.795 97.830 +0.020 45,834 208,988 -3,470
Dec20 170524 97.755 97.800 97.735 97.770 +0.020 41,276 299,961 -1,500
Mar21 170524 97.720 97.760 97.695 97.735 +0.020 29,198 125,933 +4,414
Jun21 170524 97.670 97.715 97.650 97.690 +0.020 17,759 130,880 +1,287
Sep21 170524 97.630 97.670 97.605 97.645 +0.020 26,910 78,282 +3,846
Total Volume and Open Interest 1,870,955 13,585,177 +73,603
30 Day Federal Funds(CBOT)
May17 170524 99.092 99.095 99.092 99.095 unch 1,193 229,951 +493
Jun17 170524 98.980 98.990 98.980 98.985 unch 12,119 74,534 +5,438
Jul17 170524 98.895 98.905 98.890 98.895 unch 59,967 364,269 +20,551
Aug17 170524 98.880 98.890 98.875 98.880 unch 16,062 154,149 -790
Sep17 170524 98.850 98.865 98.850 98.855 +0.005 7,607 41,136 +3,798
Oct17 170524 98.795 98.815 98.785 98.805 +0.015 30,518 184,411 -4,834
Total Volume and Open Interest 172,984 1,653,067 +31,064
Japanese Govt Bonds(SGX)
Jun17 170523 150.52 150.60 150.51 150.54 +0.01 2,504 18,125 -977
Sep17 170523 150.48 150.48 150.48 150.48 +0.01 0 110 +50
Dec17 170523 150.48 150.48 150.48 150.48 +0.01      
Total Volume and Open Interest 2,504 18,235 -927
Euro-Buxl(EUREX)
Jun17 170524 165.22 166.28 165.14 165.36 -0.02 36,345 201,563 +8,791
Sep17 170524 163.96 164.56 163.64 163.68 -0.04 2,036 36,158 +9,347
Dec17 170524 161.82 161.82 161.82 161.82 -0.02      
Total Volume and Open Interest 38,381 237,721 +18,138
Euro-Bund(EUREX)
Jun17 170524 160.80 161.13 160.68 160.80 -0.07 551,072 1,948,851 +41,314
Sep17 170524 162.63 162.97 162.52 162.67 -0.04 27,179 280,305 +23,854
Dec17 170524 159.53 159.53 159.53 159.53 -0.07 0 8 +0
Total Volume and Open Interest 578,251 2,229,164 +65,168
Euro-Bobl(EUREX)
Jun17 170524 131.56 131.70 131.50 131.60 +0.02 366,297 1,339,082 -3,804
Sep17 170524 132.28 132.43 132.26 132.37 +0.05 17,356 99,936 +633
Dec17 170524 131.30 131.30 131.30 131.30 +0.02      
Total Volume and Open Interest 383,653 1,439,018 -3,171
Euro-Schatz(EUREX)
Jun17 170524 112.13 112.16 112.11 112.14 +0.01 213,053 1,510,764 +20,589
Sep17 170524 112.00 112.04 112.00 112.03 +0.01 15,205 71,415 +15,962
Dec17 170524 112.94 112.94 112.94 112.94 +0.01      
Total Volume and Open Interest 228,258 1,582,179 +36,551
3-Mth Euribor(EUREX)
Jun17 170524 100.330 100.330 100.330 100.330 unch 50 34,509 +0
Sep17 170524 100.315 100.315 100.315 100.315 unch 52 5,153 -2
Dec17 170524 100.290 100.295 100.290 100.295 +0.010 2 7,083 -3
Total Volume and Open Interest 131 74,030 +93
Long Gilt(LIFFE)
Jun17 170524 128~11 128~22 128~09 128~16 -0~01 120,345 718,149 -2,994
Sep17 170524 127~09 127~20 127~06 127~13 -0~01 6,981 7,210 +5,360
Dec17 170524 126~17 126~17 126~17 126~17 -0~01      
Total Volume and Open Interest 127,326 725,359 +2,366
3-Mth Short Sterling(LIFFE)
Jun17 170524 99.69 99.69 99.68 99.69 +0.01 7,798 354,180 +1,240
Sep17 170524 99.66 99.67 99.65 99.67 +0.01 8,845 449,147 +2,591
Dec17 170524 99.62 99.63 99.62 99.63 +0.01 17,520 426,054 -790
Mar18 170524 99.58 99.59 99.58 99.59 +0.01 31,163 347,139 +1,589
Jun18 170524 99.54 99.55 99.54 99.55 +0.01 29,792 439,357 -3,075
Sep18 170524 99.50 99.51 99.49 99.50 unch 26,828 272,696 -462
Total Volume and Open Interest 349,633 3,413,104 +4,875
3-Mth Euribor(LIFFE)
Jun17 170524 100.330 100.330 100.325 100.325 unch 17,154 384,077 -725
Sep17 170524 100.315 100.320 100.310 100.315 +0.005 28,686 468,797 -1,449
Dec17 170524 100.290 100.295 100.285 100.290 +0.005 39,678 344,491 -3,508
Total Volume and Open Interest 540,815 4,107,379 +135
3-Mth Aus T-Bills(SFE)
Jun17 170524 98.28 98.28 98.27 98.28 unch 4,752 136,923 +1,580
Sep17 170524 98.31 98.31 98.30 98.31 unch 15,821 201,205 +3,222
Dec17 170524 98.30 98.31 98.29 98.30 -0.01 23,392 208,772 -8,282
Mar18 170524 98.27 98.28 98.25 98.27 -0.01 27,243 154,132 +3,812
Jun18 170524 98.23 98.23 98.20 98.22 -0.01 19,529 118,823 +1,150
Sep18 170524 98.16 98.16 98.13 98.15 -0.02 8,395 87,982 -646
Dec18 170524 98.09 98.10 98.06 98.09 -0.01 5,668 61,391 +254
Mar19 170524 98.03 98.03 98.00 98.02 -0.02 7,841 42,635 +722
Jun19 170524 97.96 97.96 97.93 97.96 -0.01 621 11,079 -147
Sep19 170524 97.89 97.89 97.89 97.89 -0.02 128 2,291 -6
Total Volume and Open Interest 113,533 1,030,847 +1,739
10-Year Aus T-Bonds(SFE)
Jun17 170524 97.52 97.53 97.47 97.49 -0.04 100,454 964,474 -1,006
Sep17 170524 97.46 97.46 97.46 97.46 -0.04 0 229 +0
Total Volume and Open Interest 100,454 964,703 -1,006
3-Year Aus T-Bonds(SFE)
Jun17 170524 98.25 98.26 98.22 98.25 -0.01 156,302 930,213 +10,900
Sep17 170524 98.23 98.23 98.23 98.23 -0.01 0 25 +0
Total Volume and Open Interest 156,302 930,238 +10,900
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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