Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri January 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Mar17 170120 150~250 151~050 149~300 150~250 -0~090 227,716 618,563 +3,344
Jun17 170120 149~220 149~260 148~210 149~160 -0~090 301 822 +223
Sep17 170120 149~160 149~160 149~160 149~160 -0~090      
Total Volume and Open Interest 228,017 619,385 +3,567
10-Year T-Notes(CBOT)
Mar17 170120 124~020 124~095 123~250 124~070 +0~015 1,290,896 3,111,905 +25,035
Jun17 170120 123~200 123~220 123~080 123~205 +0~015 2,675 9,834 +1,137
Sep17 170120 124~075 124~075 124~075 124~075 +0~015      
Total Volume and Open Interest 1,293,571 3,121,739 +26,172
5-Year T-Notes(CBOT)
Mar17 170120 117~162 117~232 117~110 117~216 +0~040 756,698 2,948,366 -29,040
Jun17 170120 117~032 117~090 117~026 117~090 +0~040 664 3,760 +585
Sep17 170120 117~090 117~090 117~090 117~090 +0~040      
Total Volume and Open Interest 757,362 2,952,126 -28,455
2 Year T-Notes(CBOT)
Mar17 170120 108~092 108~122 108~082 108~116 +0~022 279,770 1,198,512 +25,451
Jun17 170120 108~026 108~034 108~026 108~034 +0~014      
Sep17 170120 108~034 108~034 108~034 108~034 +0~014      
Total Volume and Open Interest 279,770 1,198,512 +25,451
Ultra T-Bond(CBOT)
Mar17 170120 160~30 161~11 159~24 160~29 -0~11 80,934 692,762 +881
Jun17 170120 159~23 159~28 159~13 159~23 -0~11 0 60 +0
Sep17 170120 159~23 159~23 159~23 159~23 -0~11      
Total Volume and Open Interest 80,934 692,822 +881
Ultra 10-Yr T-Note(CBOT)
Mar17 170120 133~240 134~015 133~095 133~285 -0~010 95,866 301,134 +2,911
Jun17 170120 132~245 132~245 132~245 132~245 -0~010      
Sep17 170120 132~245 132~245 132~245 132~245 -0~010      
Total Volume and Open Interest 95,866 301,134 +2,911
Eurodollars(CME)
Mar17 170120 98.890 98.905 98.880 98.895 unch 284,227 1,389,344 -19,598
Jun17 170120 98.725 98.740 98.710 98.730 +0.005 226,359 1,454,585 +20,896
Sep17 170120 98.585 98.610 98.570 98.600 +0.010 231,451 1,203,255 +21,700
Dec17 170120 98.435 98.465 98.415 98.455 +0.020 378,675 1,457,968 +31,869
Mar18 170120 98.305 98.345 98.285 98.335 +0.025 285,901 1,015,249 -176
Jun18 170120 98.180 98.225 98.150 98.215 +0.030 224,748 756,173 +19,869
Sep18 170120 98.075 98.115 98.040 98.105 +0.030 198,984 562,042 +26,791
Dec18 170120 97.955 98.000 97.920 97.990 +0.030 365,187 864,871 +25,219
Mar19 170120 97.875 97.920 97.835 97.910 +0.025 183,413 623,607 -16,153
Jun19 170120 97.805 97.840 97.760 97.835 +0.025 129,612 586,005 +5,686
Sep19 170120 97.735 97.765 97.685 97.760 +0.020 116,104 473,718 +8,350
Dec19 170120 97.650 97.675 97.595 97.670 +0.015 179,748 486,268 +19,405
Mar20 170120 97.600 97.630 97.550 97.625 +0.015 74,634 296,816 +2,801
Jun20 170120 97.545 97.575 97.495 97.570 +0.010 53,422 176,987 -181
Sep20 170120 97.500 97.525 97.450 97.520 +0.005 47,474 158,024 +3,184
Dec20 170120 97.440 97.465 97.390 97.455 unch 49,573 177,239 -1,401
Mar21 170120 97.405 97.425 97.355 97.415 -0.005 32,178 92,449 +1,023
Jun21 170120 97.365 97.385 97.310 97.370 -0.010 29,065 95,009 -907
Total Volume and Open Interest 3,214,811 12,124,460 +166,802
30 Day Federal Funds(CBOT)
Jan17 170120 99.353 99.353 99.350 99.353 unch 6,076 165,410 +1,883
Feb17 170120 99.345 99.345 99.340 99.340 unch 39,087 94,155 +8,950
Mar17 170120 99.300 99.315 99.300 99.310 +0.005 13,566 89,466 -2,181
Apr17 170120 99.275 99.295 99.275 99.290 +0.015 31,422 236,750 +4,579
May17 170120 99.220 99.240 99.220 99.235 +0.010 22,885 84,338 +4,363
Jun17 170120 99.155 99.170 99.150 99.165 +0.010 4,995 25,855 +904
Total Volume and Open Interest 174,647 1,000,167 +30,712
Japanese Govt Bonds(SGX)
Mar17 170119 150.31 150.33 150.01 150.04 -0.26 449 12,945 -100
Jun17 170119 150.01 150.01 150.01 150.01 -0.26      
Sep17 170119 150.01 150.01 150.01 150.01 -0.26      
Total Volume and Open Interest 449 12,945 -100
Euro-Buxl(EUREX)
Mar17 170120 168.18 168.58 165.34 165.52 -2.40 41,343 213,005 +3,134
Jun17 170120 164.20 164.20 163.52 163.52 -2.36 5 24 -1
Sep17 170120 164.64 164.64 161.50 161.50 -2.40 12 12 -3
Total Volume and Open Interest 41,360 213,041 +3,130
Euro-Bund(EUREX)
Mar17 170120 163.18 163.28 162.20 162.29 -0.74 785,761 2,062,841 +23,890
Jun17 170120 160.10 160.10 159.10 159.15 -0.74 8,291 29,054 +9,362
Sep17 170120 160.68 160.68 160.68 160.68 -0.74 0 1,782 +0
Total Volume and Open Interest 794,052 2,093,677 +33,252
Euro-Bobl(EUREX)
Mar17 170120 133.31 133.35 133.02 133.05 -0.24 579,519 1,514,951 +21,057
Jun17 170120 131.12 131.12 131.03 131.03 -0.24 1,500 30,512 +2,708
Sep17 170120 131.05 131.05 131.05 131.05 -0.24      
Total Volume and Open Interest 581,019 1,545,463 +23,765
Euro-Schatz(EUREX)
Mar17 170120 112.23 112.24 112.16 112.17 -0.06 222,395 1,479,826 +62,819
Jun17 170120 112.07 112.07 112.01 112.01 -0.06 424 27,664 +1,977
Sep17 170120 112.01 112.01 112.01 112.01 -0.06      
Total Volume and Open Interest 222,819 1,507,490 +64,796
3-Mth Euribor(EUREX)
Mar17 170120 100.330 100.330 100.325 100.325 -0.010 50 3,889 -50
Jun17 170120 100.315 100.315 100.315 100.315 -0.005 56 33,446 -56
Sep17 170120 100.295 100.295 100.290 100.290 -0.010 5 4,255 +0
Total Volume and Open Interest 215 72,129 -101
Long Gilt(LIFFE)
Mar17 170120 124~08 124~13 123~20 123~27 -0~10 151,935 630,443 +9,085
Jun17 170120 122~24 122~24 122~24 122~24 -0~11      
Sep17 170120 121~27 121~27 121~27 121~27 -0~11      
Total Volume and Open Interest 151,935 630,443 +9,085
3-Mth Short Sterling(LIFFE)
Mar17 170120 99.63 99.63 99.62 99.63 unch 29,246 342,059 -2,861
Jun17 170120 99.59 99.59 99.56 99.56 -0.02 28,497 445,364 +5,913
Sep17 170120 99.53 99.54 99.50 99.51 -0.02 47,000 287,385 +11,628
Dec17 170120 99.48 99.49 99.44 99.45 -0.03 27,013 298,259 -1,262
Mar18 170120 99.42 99.43 99.38 99.40 -0.03 51,721 188,257 -9,082
Jun18 170120 99.37 99.38 99.32 99.34 -0.03 37,143 199,575 +1,778
Total Volume and Open Interest 527,393 2,497,758 +35,376
3-Mth Euribor(LIFFE)
Mar17 170120 100.335 100.335 100.325 100.325 -0.010 66,174 329,575 -2,394
Jun17 170120 100.320 100.320 100.310 100.310 -0.010 120,575 381,999 -18,448
Sep17 170120 100.300 100.300 100.285 100.290 -0.010 88,275 309,916 -5,768
Total Volume and Open Interest 985,184 3,220,771 -40,907
3-Mth Aus T-Bills(SFE)
Mar17 170120 98.19 98.20 98.18 98.20 unch 13,197 161,059 -3,229
Jun17 170120 98.16 98.17 98.14 98.17 +0.01 11,882 233,097 -1,262
Sep17 170120 98.09 98.10 98.08 98.10 +0.01 16,046 143,923 +2,079
Dec17 170120 98.01 98.03 98.00 98.02 unch 10,889 187,726 +2,208
Mar18 170120 97.92 97.93 97.90 97.93 unch 9,727 104,532 +2,861
Jun18 170120 97.84 97.84 97.81 97.84 unch 6,082 68,241 +44
Sep18 170120 97.75 97.75 97.72 97.74 -0.01 5,349 50,252 +1,227
Dec18 170120 97.67 97.67 97.62 97.66 -0.01 2,408 29,306 +839
Mar19 170120 97.55 97.57 97.55 97.57 -0.02 336 6,816 +88
Jun19 170120 97.48 97.48 97.48 97.48 -0.02 155 3,496 +150
Total Volume and Open Interest 76,295 990,015 +5,128
10-Year Aus T-Bonds(SFE)
Mar17 170120 97.21 97.22 97.15 97.19 -0.02 136,150 946,055 +20,363
Jun17 170120 97.19 97.19 97.19 97.19 -0.02      
Total Volume and Open Interest 136,150 946,055 +20,363
3-Year Aus T-Bonds(SFE)
Mar17 170120 97.94 97.95 97.91 97.94 -0.01 345,683 1,009,239 +142,823
Jun17 170120 97.94 97.94 97.94 97.94 -0.01      
Total Volume and Open Interest 345,683 1,009,239 +142,823
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.

Banner

Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.