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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 September 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Sep17 170920 155~150 155~200 155~080 155~110 -0~020 1,506 8,340 -822
Dec17 170920 154~020 154~140 153~160 153~240 -0~120 182,233 724,785 +2,979
Mar18 170920 152~170 152~280 152~120 152~150 -0~180 3 3 +1
Total Volume and Open Interest 183,742 733,128 +2,158
10-Year T-Notes(CBOT)
Sep17 170920 126~100 126~140 126~095 126~110 +0~020 4,782 60,209 -2,335
Dec17 170920 125~305 126~055 125~170 125~200 -0~115 793,121 3,253,861 +6,131
Mar18 170920 125~225 125~225 125~085 125~095 -0~120 13 11 +11
Total Volume and Open Interest 797,916 3,314,081 +3,807
5-Year T-Notes(CBOT)
Sep17 170920 118~092 118~112 117~316 118~010 -0~070 4,295 26,636 -3,581
Dec17 170920 117~284 118~006 117~186 117~206 -0~080 445,517 2,989,105 -31,085
Mar18 170920 117~130 117~130 117~130 117~130 -0~080      
Total Volume and Open Interest 449,812 3,015,741 -34,666
2 Year T-Notes(CBOT)
Sep17 170920 108~054 108~054 108~022 108~026 -0~020 2,374 13,920 -1,526
Dec17 170920 107~312 108~004 107~276 107~284 -0~026 247,303 1,487,164 +19,895
Mar18 170920 107~266 107~266 107~266 107~266 -0~026      
Total Volume and Open Interest 249,677 1,501,084 +18,369
Ultra T-Bond(CBOT)
Sep17 170920 167~25 167~25 167~15 167~15 -0~03 1,437 4,441 -1,215
Dec17 170920 166~13 167~00 165~25 166~05 -0~10 69,211 822,963 -4,196
Mar18 170920 165~05 165~05 165~05 165~05 -0~10      
Total Volume and Open Interest 70,648 827,404 -5,411
Ultra 10-Yr T-Note(CBOT)
Sep17 170920 135~290 136~015 135~285 135~285 +0~010 452 714 -170
Dec17 170920 135~060 135~150 134~210 134~250 -0~140 52,274 417,352 +88
Mar18 170920 134~250 134~250 134~250 134~250 -0~140      
Total Volume and Open Interest 52,726 418,066 -82
Eurodollars(CME)
Dec17 170920 98.525 98.545 98.495 98.505 -0.025 299,706 2,088,401 -3,084
Mar18 170920 98.435 98.460 98.400 98.410 -0.030 178,664 1,247,318 +12,462
Jun18 170920 98.365 98.390 98.315 98.325 -0.040 164,033 1,162,177 -8,054
Sep18 170920 98.305 98.330 98.245 98.255 -0.050 169,156 951,138 -21,140
Dec18 170920 98.225 98.255 98.160 98.170 -0.055 249,796 1,607,833 -866
Mar19 170920 98.180 98.210 98.115 98.125 -0.055 160,849 1,077,311 +3,351
Jun19 170920 98.145 98.175 98.075 98.085 -0.055 129,770 764,300 -6,747
Sep19 170920 98.110 98.135 98.035 98.050 -0.055 145,945 707,726 -23,596
Dec19 170920 98.050 98.080 97.975 97.990 -0.055 136,664 932,737 +19,124
Mar20 170920 98.015 98.045 97.945 97.960 -0.055 79,956 460,756 -5,611
Jun20 170920 97.980 98.010 97.915 97.930 -0.050 60,917 360,265 -11,700
Sep20 170920 97.945 97.970 97.880 97.895 -0.050 69,291 260,479 +11,184
Dec20 170920 97.895 97.920 97.830 97.845 -0.050 46,664 323,861 -4,960
Mar21 170920 97.860 97.890 97.795 97.815 -0.045 30,996 216,492 +1,039
Jun21 170920 97.825 97.845 97.755 97.775 -0.045 18,156 148,187 -540
Sep21 170920 97.775 97.800 97.715 97.735 -0.045 22,285 95,899 +138
Dec21 170920 97.725 97.750 97.665 97.685 -0.045 21,189 131,283 +1,501
Mar22 170920 97.690 97.715 97.635 97.655 -0.040 15,537 76,379 +1,298
Total Volume and Open Interest 2,089,732 12,922,557 -1,202,074
30 Day Federal Funds(CBOT)
Sep17 170920 98.845 98.848 98.842 98.845 unch 12,501 88,642 +2,764
Oct17 170920 98.840 98.850 98.840 98.845 unch 7,171 256,705 -3,044
Nov17 170920 98.835 98.840 98.830 98.840 unch 7,211 210,257 -2,770
Dec17 170920 98.770 98.780 98.750 98.755 -0.015 10,144 90,107 -1,758
Jan18 170920 98.705 98.730 98.680 98.685 -0.030 55,078 370,847 -3,446
Feb18 170920 98.700 98.720 98.675 98.680 -0.025 10,476 159,988 -111
Total Volume and Open Interest 171,460 1,675,360 -14,246
Japanese Govt Bonds(SGX)
Dec17 170919 150.76 150.87 150.62 150.75 -0.08 1,543 18,727 -303
Mar18 170919 150.75 150.75 150.75 150.75 -0.08      
Jun18 170919 150.75 150.75 150.75 150.75 -0.08      
Total Volume and Open Interest 1,543 18,727 -303
Euro-Buxl(EUREX)
Dec17 170920 163.10 164.04 162.74 163.74 +0.50 33,740 216,089 +1,688
Mar18 170920 162.10 162.10 162.10 162.10 +0.74 0 1 +0
Jun18 170920 162.10 162.10 162.10 162.10 +0.74      
Total Volume and Open Interest 33,740 216,090 +1,688
Euro-Bund(EUREX)
Dec17 170920 161.07 161.41 160.76 161.32 +0.23 553,500 1,908,971 +515
Mar18 170920 160.84 160.84 160.84 160.84 +0.23 67 744 +170
Jun18 170920 158.05 158.05 158.05 158.05 +0.23 1 1 +0
Total Volume and Open Interest 553,568 1,909,716 +685
Euro-Bobl(EUREX)
Dec17 170920 131.19 131.27 131.02 131.24 +0.07 374,042 1,490,338 -5,308
Mar18 170920 131.76 131.76 131.76 131.76 +0.07 0 12 +0
Jun18 170920 131.76 131.76 131.76 131.76 +0.07      
Total Volume and Open Interest 374,042 1,490,350 -5,308
Euro-Schatz(EUREX)
Dec17 170920 112.13 112.14 112.07 112.12 +0.01 192,871 1,336,397 -15,070
Mar18 170920 112.04 112.04 112.04 112.04 +0.01 0 2 +0
Jun18 170920 112.04 112.04 112.04 112.04 +0.01      
Total Volume and Open Interest 192,871 1,336,399 -15,070
3-Mth Euribor(EUREX)
Sep17 170918 100.330 100.330 100.330 100.330 unch 0 5,235 +0
Dec17 170920 100.320 100.320 100.320 100.320 unch 1,126 8,250 +0
Mar18 170920 100.305 100.310 100.305 100.310 unch 500 6,136 +0
Total Volume and Open Interest 1,676 36,158 -14
Long Gilt(LIFFE)
Sep17 170920 125~01 125~06 124~31 125~04 -0~02 4,091 88,589 -2,232
Dec17 170920 124~00 124~12 123~26 124~04 -0~02 189,907 670,478 -11,242
Mar18 170920 123~07 123~07 123~07 123~07 -0~02 0 1 +0
Total Volume and Open Interest 193,998 759,068 -13,474
3-Mth Short Sterling(LIFFE)
Sep17 170920 99.67 99.68 99.66 99.68 +0.01 19,120 342,081 -3,174
Dec17 170920 99.45 99.46 99.44 99.46 +0.01 148,237 540,856 +10,391
Mar18 170920 99.33 99.35 99.31 99.34 +0.01 163,259 411,485 -1,828
Jun18 170920 99.25 99.26 99.22 99.25 +0.01 133,901 381,032 +6,540
Sep18 170920 99.19 99.20 99.16 99.19 unch 129,533 338,354 -1,223
Dec18 170920 99.14 99.15 99.11 99.14 +0.01 151,799 362,324 -13,972
Total Volume and Open Interest 1,275,617 3,531,765 -11,563
3-Mth Euribor(LIFFE)
Dec17 170920 100.320 100.325 100.320 100.320 -0.005 44,189 430,143 -5,711
Mar18 170920 100.305 100.310 100.305 100.310 unch 49,293 446,653 -3,218
Jun18 170920 100.285 100.290 100.285 100.290 unch 48,512 395,255 +2,382
Total Volume and Open Interest 748,108 3,766,279 -324,819
3-Mth Aus T-Bills(SFE)
Dec17 170920 98.21 98.22 98.20 98.21 unch 33,628 231,213 -1,088
Mar18 170920 98.10 98.12 98.09 98.11 unch 61,809 199,520 -170
Jun18 170920 97.99 98.01 97.98 97.99 -0.01 47,111 177,806 +1,235
Sep18 170920 97.88 97.90 97.86 97.88 -0.01 30,559 150,460 -971
Dec18 170920 97.77 97.79 97.76 97.78 unch 21,798 99,934 +4,097
Mar19 170920 97.68 97.69 97.66 97.68 unch 12,430 74,102 +2,198
Jun19 170920 97.58 97.61 97.56 97.59 unch 7,580 55,100 -742
Sep19 170920 97.50 97.52 97.47 97.50 unch 5,803 21,443 +2,380
Dec19 170920 97.43 97.44 97.40 97.42 -0.01 89 2,960 +61
Mar20 170920 97.36 97.36 97.35 97.35 -0.01 95 2,101 -1
Total Volume and Open Interest 221,355 1,016,746 +7,384
10-Year Aus T-Bonds(SFE)
Dec17 170920 97.15 97.18 97.12 97.14 -0.02 103,740 982,994 +13,510
Mar18 170920 97.13 97.13 97.13 97.13 -0.01 1 1 +1
Total Volume and Open Interest 103,741 982,995 -48,904
3-Year Aus T-Bonds(SFE)
Dec17 170920 97.79 97.81 97.75 97.78 -0.01 209,637 1,040,853 +36,598
Mar18 170920 97.76 97.76 97.76 97.76 -0.03      
Total Volume and Open Interest 209,637 1,040,853 -57,367
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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