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| MRCI's End of Day Prices |
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| Daily Futures Price Listing Fri February 10, 2012 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| 30-Year T-Bonds(CBOT) |
| Mar12 |
120210 |
141~210 |
142~310 |
141~200 |
142~250 |
+1~080 |
324,170 |
606,515 |
-4,662 |
| Jun12 |
120210 |
140~070 |
141~160 |
140~030 |
141~110 |
+1~080 |
3,130 |
10,353 |
+409 |
| Sep12 |
120210 |
140~070 |
140~070 |
138~310 |
140~070 |
+1~080 |
|
|
|
| Total Volume and Open Interest |
327,300 |
616,868 |
-4,253 |
| 10-Year T-Notes(CBOT) |
| Mar12 |
120210 |
130~275 |
131~160 |
130~270 |
131~125 |
+0~195 |
967,225 |
1,791,046 |
+18,437 |
| Jun12 |
120210 |
130~195 |
131~080 |
130~155 |
131~045 |
+0~210 |
15,888 |
26,118 |
+6,011 |
| Sep12 |
120210 |
130~095 |
130~095 |
129~205 |
130~095 |
+0~210 |
|
|
|
| Total Volume and Open Interest |
983,113 |
1,817,165 |
+24,448 |
| 5 Year T-Notes(CBOT) |
| Mar12 |
120210 |
123~053 |
123~086 |
123~050 |
123~080 |
+0~030 |
398,471 |
1,459,365 |
+2,504 |
| Jun12 |
120210 |
123~038 |
123~068 |
123~030 |
123~064 |
+0~034 |
301 |
8,088 |
+132 |
| Sep12 |
120210 |
122~088 |
122~088 |
122~054 |
122~088 |
+0~034 |
|
|
|
| Total Volume and Open Interest |
398,772 |
1,467,453 |
+2,636 |
| 2 Year T-Notes(CBOT) |
| Mar12 |
120210 |
110~036 |
110~039 |
110~032 |
110~035 |
unch |
179,383 |
902,922 |
-19,202 |
| Jun12 |
120210 |
110~025 |
110~027 |
110~025 |
110~027 |
+0~001 |
139 |
4,487 |
-5 |
| Total Volume and Open Interest |
179,522 |
907,409 |
-19,207 |
| Eurodollars(CME) |
| Mar12 |
120210 |
99.565 |
99.565 |
99.535 |
99.555 |
-0.005 |
157,981 |
920,433 |
+16,814 |
| Jun12 |
120210 |
99.565 |
99.565 |
99.530 |
99.540 |
-0.020 |
225,906 |
1,089,962 |
+17,161 |
| Sep12 |
120210 |
99.530 |
99.530 |
99.490 |
99.505 |
-0.020 |
165,317 |
784,846 |
+2,287 |
| Dec12 |
120210 |
99.490 |
99.495 |
99.455 |
99.470 |
-0.020 |
180,783 |
856,656 |
+17,979 |
| Mar13 |
120210 |
99.470 |
99.475 |
99.440 |
99.450 |
-0.015 |
171,796 |
701,752 |
-22,764 |
| Jun13 |
120210 |
99.435 |
99.445 |
99.410 |
99.420 |
-0.010 |
130,205 |
604,381 |
+4,804 |
| Sep13 |
120210 |
99.390 |
99.410 |
99.370 |
99.385 |
unch |
108,989 |
629,530 |
+11,139 |
| Dec13 |
120210 |
99.330 |
99.360 |
99.320 |
99.335 |
+0.010 |
117,362 |
589,586 |
+812 |
| Mar14 |
120210 |
99.250 |
99.290 |
99.245 |
99.270 |
+0.025 |
103,434 |
431,625 |
-7,161 |
| Jun14 |
120210 |
99.135 |
99.185 |
99.130 |
99.170 |
+0.040 |
91,371 |
305,398 |
-2,159 |
| Sep14 |
120210 |
98.990 |
99.050 |
98.990 |
99.040 |
+0.055 |
80,576 |
238,550 |
+6,755 |
| Dec14 |
120210 |
98.820 |
98.890 |
98.820 |
98.875 |
+0.060 |
69,691 |
277,480 |
-130 |
| Mar15 |
120210 |
98.650 |
98.725 |
98.650 |
98.710 |
+0.065 |
56,294 |
183,119 |
-4,029 |
| Jun15 |
120210 |
0.171 |
0.246 |
0.166 |
0.231 |
+0.070 |
51,377 |
150,960 |
+6,954 |
| Sep15 |
120210 |
6.545 |
0.076 |
6.545 |
0.061 |
-6.479 |
39,643 |
90,502 |
+1,516 |
| Dec15 |
120210 |
6.365 |
6.455 |
6.360 |
6.440 |
+0.085 |
39,570 |
95,187 |
-1,407 |
| Mar16 |
120210 |
6.205 |
6.310 |
6.205 |
6.290 |
+0.090 |
27,045 |
58,730 |
-4,723 |
| Jun16 |
120210 |
6.055 |
6.155 |
6.055 |
6.140 |
+0.100 |
11,687 |
57,184 |
+536 |
| Total Volume and Open Interest |
1,858,179 |
8,332,869 |
+45,027 |
| 30 Day Federal Funds(CBOT) |
| Feb12 |
120210 |
99.885 |
99.885 |
99.875 |
99.882 |
-0.003 |
4,447 |
67,127 |
+484 |
| Mar12 |
120210 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
3,618 |
43,203 |
+1,414 |
| Apr12 |
120210 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
2,982 |
38,386 |
+751 |
| May12 |
120210 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
2,047 |
41,772 |
-963 |
| Jun12 |
120210 |
99.870 |
99.880 |
99.865 |
99.870 |
-0.010 |
1,655 |
29,090 |
-3,181 |
| Jul12 |
120210 |
99.870 |
99.875 |
99.860 |
99.870 |
-0.005 |
1,259 |
35,930 |
-2,300 |
| Total Volume and Open Interest |
35,953 |
507,245 |
-2,866 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Mar12 |
120210 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
| Jun12 |
120210 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Sep12 |
120210 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Dec12 |
120210 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
| Mar13 |
120210 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
| Jun13 |
120210 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Sep13 |
120210 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Dec13 |
120210 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Mar14 |
120210 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Jun14 |
120210 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
40 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar12 |
120209 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
| Jun12 |
120209 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,433 |
+0 |
| Sep12 |
120209 |
99.60 |
99.66 |
99.60 |
99.66 |
unch |
0 |
679 |
+0 |
| Dec12 |
120209 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
117 |
+0 |
| Mar13 |
120209 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
| Jun13 |
120209 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
| Sep13 |
120209 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
| Dec13 |
120209 |
99.62 |
99.64 |
99.62 |
99.64 |
unch |
0 |
279 |
+0 |
| Total Volume and Open Interest |
0 |
5,023 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar12 |
120209 |
142.20 |
142.35 |
142.06 |
142.32 |
+0.14 |
5,508 |
24,445 |
-1,204 |
| Jun12 |
120209 |
141.74 |
141.74 |
141.74 |
141.74 |
+0.14 |
1 |
3 |
-1 |
| Sep12 |
120209 |
139.65 |
139.65 |
139.65 |
139.65 |
+0.14 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
5,509 |
24,457 |
-1,205 |
| Euro-Bund(EUREX) |
| Mar12 |
120210 |
137.23 |
138.78 |
137.23 |
138.23 |
+1.13 |
623,174 |
873,510 |
-800 |
| Jun12 |
120210 |
135.45 |
136.90 |
135.45 |
136.50 |
+1.12 |
3,779 |
11,738 |
+1,069 |
| Sep12 |
120210 |
136.43 |
136.43 |
136.43 |
136.43 |
+1.13 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
626,953 |
885,249 |
+269 |
| Euro-Bobl(EUREX) |
| Mar12 |
120210 |
124.49 |
125.23 |
124.49 |
124.96 |
+0.48 |
430,250 |
691,841 |
+4,946 |
| Jun12 |
120210 |
122.89 |
123.46 |
122.89 |
123.34 |
+0.48 |
178 |
17,172 |
+542 |
| Sep12 |
120210 |
123.26 |
123.26 |
123.26 |
123.26 |
+0.48 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
430,428 |
709,017 |
+5,488 |
| 3-Mth Euribor(EUREX) |
| Mar12 |
120210 |
99.100 |
99.100 |
99.080 |
99.080 |
-0.020 |
54 |
1,524 |
+54 |
| Jun12 |
120210 |
99.205 |
99.205 |
99.170 |
99.170 |
-0.035 |
45 |
1,280 |
+12 |
| Sep12 |
120210 |
99.230 |
99.230 |
99.200 |
99.200 |
-0.025 |
39 |
1,039 |
+6 |
| Total Volume and Open Interest |
265 |
6,482 |
+63 |
| Long Gilt(LIFFE) |
| Mar12 |
120210 |
114~31 |
115~26 |
114~29 |
115~18 |
+0~32 |
128,438 |
315,007 |
-11,312 |
| Jun12 |
120210 |
113~24 |
114~13 |
113~18 |
114~04 |
+0~26 |
1 |
315 |
+1 |
| Total Volume and Open Interest |
128,439 |
315,322 |
-11,311 |
| 3-Mth Short Sterling(LIFFE) |
| Mar12 |
120210 |
99.00 |
99.00 |
98.97 |
98.98 |
-0.02 |
32,897 |
290,894 |
-1,373 |
| Jun12 |
120210 |
99.08 |
99.08 |
99.04 |
99.05 |
-0.03 |
29,568 |
271,720 |
+3,940 |
| Sep12 |
120210 |
99.11 |
99.12 |
99.08 |
99.08 |
-0.03 |
44,860 |
299,623 |
+5,057 |
| Dec12 |
120210 |
99.10 |
99.12 |
99.08 |
99.09 |
-0.01 |
51,243 |
252,816 |
+5,454 |
| Mar13 |
120210 |
99.09 |
99.11 |
99.07 |
99.08 |
unch |
46,598 |
285,184 |
+5,179 |
| Jun13 |
120210 |
99.03 |
99.07 |
99.01 |
99.04 |
+0.01 |
43,227 |
207,921 |
-3,717 |
| Total Volume and Open Interest |
372,293 |
2,090,516 |
+11,202 |
| 3-Mth Euribor(LIFFE) |
| Mar12 |
120210 |
99.095 |
99.110 |
99.070 |
99.080 |
-0.020 |
72,170 |
564,733 |
+4,363 |
| Jun12 |
120210 |
99.205 |
99.215 |
99.160 |
99.170 |
-0.035 |
91,390 |
483,510 |
-382 |
| Sep12 |
120210 |
99.225 |
99.235 |
99.195 |
99.200 |
-0.025 |
68,076 |
454,494 |
+1,022 |
| Total Volume and Open Interest |
561,160 |
3,459,238 |
+219 |
| 3-Mth Aus T-Bills(SFE) |
| Mar12 |
120210 |
95.64 |
95.73 |
95.61 |
95.72 |
+0.07 |
21,970 |
214,900 |
-13,047 |
| Jun12 |
120210 |
95.82 |
95.93 |
95.81 |
95.92 |
+0.09 |
33,136 |
199,442 |
-8,159 |
| Sep12 |
120210 |
95.93 |
96.04 |
95.90 |
96.03 |
+0.10 |
20,508 |
127,523 |
-1,967 |
| Dec12 |
120210 |
95.91 |
96.03 |
95.89 |
96.02 |
+0.10 |
8,757 |
85,041 |
-371 |
| Mar13 |
120210 |
95.87 |
95.99 |
95.86 |
95.99 |
+0.10 |
4,592 |
57,582 |
+890 |
| Jun13 |
120210 |
95.83 |
95.94 |
95.81 |
95.94 |
+0.10 |
2,037 |
57,548 |
+135 |
| Sep13 |
120210 |
95.79 |
95.89 |
95.78 |
95.89 |
+0.09 |
929 |
35,143 |
-435 |
| Dec13 |
120210 |
95.77 |
95.83 |
95.72 |
95.83 |
+0.07 |
1,847 |
25,765 |
-437 |
| Mar14 |
120210 |
95.72 |
95.79 |
95.69 |
95.79 |
+0.06 |
51 |
2,479 |
+22 |
| Jun14 |
120210 |
95.65 |
95.74 |
95.64 |
95.74 |
+0.06 |
5 |
491 |
-3 |
| Total Volume and Open Interest |
93,834 |
806,098 |
-23,371 |
| 10-Year Aus T-Bonds(SFE) |
| Mar12 |
120210 |
95.88 |
95.95 |
95.85 |
95.94 |
+0.05 |
59,900 |
380,089 |
-29,271 |
| Jun12 |
120210 |
95.94 |
95.94 |
95.94 |
95.94 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
59,900 |
380,089 |
-29,271 |
| 3-Year Aus T-Bonds(SFE) |
| Mar12 |
120210 |
96.39 |
96.49 |
96.35 |
96.48 |
+0.08 |
196,767 |
459,407 |
-107,421 |
| Jun12 |
120210 |
96.48 |
96.48 |
96.48 |
96.48 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
196,767 |
459,407 |
-107,421 |
|
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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