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2007 Historical Interest Rates Report - Shipping Now Report Interest Rates End-of-Day Problems
Daily Futures Price Listing Mon March 15, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Mar10 100315 118~160 118~200 118~020 118~160 +0~280      
Jun10 100315 117~020 117~040 116~160 116~290 -0~010 279,852 620,871 +13,903
Sep10 100315 115~080 115~220 115~080 115~210 -0~010 0 88 -30
Total Volume and Open Interest 286,993 637,727 +9,838
10-Year T-Notes(CBOT)
Mar10 100315 118~100 118~135 118~030 118~100 +0~020 6,293 37,868 -3,008
Jun10 100315 116~290 116~315 116~210 116~275 +0~020 763,848 1,317,471 -382
Sep10 100315 115~125 115~125 115~115 115~125 +0~010 6 1,225 +2
Total Volume and Open Interest 770,147 1,356,565 -3,388
5 Year T-Notes(CBOT)
Mar10 100315 116~057 116~068 116~046 116~059 +58~023      
Jun10 100315 115~039 115~051 115~024 115~042 +0~010 459,580 925,105 -10,054
Sep10 100315 114~026 114~026 114~016 114~026 +0~010      
Total Volume and Open Interest 467,995 955,287 -13,776
2 Year T-Notes(CBOT)
Mar10 100315 109~000 109~001 108~122 109~001 +0~007 4,920 28,674 +28,674
Jun10 100315 108~056 108~063 108~055 108~062 +0~007 284,311 863,028 +7,952
Total Volume and Open Interest 289,231 891,703 +7,339
Eurodollars(CME)
Mar10 100315 99.743 99.743 99.743 99.743 +0.005 171,816 1,072,144 -30,132
Jun10 100315 99.620 99.625 99.605 99.615 unch 343,473 1,137,830 -1,257
Sep10 100315 99.400 99.440 99.400 99.435 +0.035 320,595 956,637 -12,930
Dec10 100315 99.105 99.150 99.095 99.145 +0.050 309,742 1,066,412 +13,618
Mar11 100315 98.755 98.805 98.740 98.795 +0.055 323,657 734,938 -10,093
Jun11 100315 98.390 98.435 98.375 98.425 +0.050 257,334 766,052 -14,855
Sep11 100315 98.025 98.070 98.020 98.065 +0.045 186,032 619,082 +10,249
Dec11 100315 97.690 97.725 97.680 97.720 +0.040 161,659 406,419 +469
Mar12 100315 97.395 97.440 97.380 97.420 +0.035 123,582 339,502 +10,059
Jun12 100315 97.110 97.145 97.095 97.130 +0.030 69,610 221,171 -5,299
Sep12 100315 96.845 96.890 96.835 96.870 +0.025 44,877 145,015 +1,949
Dec12 100315 96.595 96.635 96.580 96.615 +0.020 35,139 135,210 +734
Mar13 100315 96.390 96.430 96.375 96.410 +0.015 13,553 81,869 +1,366
Jun13 100315 96.215 96.230 96.175 96.210 +0.010 11,682 70,276 -140
Sep13 100315 96.035 96.045 96.000 96.025 +0.005 11,316 61,580 +1,687
Dec13 100315 95.850 95.860 95.815 95.840 +0.005 7,917 38,221 -351
Mar14 100315 95.705 95.715 95.670 95.690 unch 3,440 40,040 -70
Jun14 100315 95.560 95.565 95.520 95.540 unch 2,935 33,892 -142
Total Volume and Open Interest 2,423,466 8,122,976 -29,326
30 Day Federal Funds(CBOT)
Mar10 100315 99.832 99.835 99.823 99.827 -0.007 6,399 68,794 +154
Apr10 100315 99.815 99.820 99.795 99.810 -0.010 6,130 85,982 +74
May10 100315 99.795 99.800 99.785 99.790 -0.005 13,808 78,417 +829
Jun10 100315 99.780 99.785 99.770 99.780 unch 6,335 82,267 +1,849
Jul10 100315 99.755 99.760 99.745 99.755 unch 11,570 76,354 -1,805
Aug10 100315 99.720 99.725 99.710 99.720 +0.005 6,136 61,005 +94
Total Volume and Open Interest 78,525 647,457 +6,951
30 Day Fed Funds(e-CBOT)
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100315 99.560 99.560 99.560 99.560 -0.005 0 2,628 +0
Jun10 100315 99.620 99.620 99.620 99.620 -0.005 0 650 -107
Sep10 100315 99.625 99.625 99.625 99.625 -0.005 0 2,230 +1,000
Dec10 100315 99.640 99.640 99.640 99.640 +0.005 0 242 +0
Mar11 100315 99.625 99.625 99.625 99.625 -0.005 0 4 -4
Jun11 100315 99.600 99.600 99.600 99.600 -0.005      
Sep11 100315 99.600 99.600 99.600 99.600 +0.015      
Dec11 100315 99.530 99.530 99.530 99.530 -0.005      
Mar12 100315 99.495 99.495 99.495 99.495 -0.010      
Jun12 100315 99.555 99.555 99.555 99.555 unch      
Total Volume and Open Interest 0 5,754 +889
3-Mth Euro-Yen(SGX)
Jun10 100315 99.62 99.63 99.61 99.63 unch 144 3,298 +496
Sep10 100315 99.64 99.64 99.64 99.64 unch 0 4,008 -4
Dec10 100315 99.65 99.65 99.65 99.65 unch 0 1,380 +0
Mar11 100315 99.64 99.64 99.64 99.64 unch 0 1,201 +0
Jun11 100315 99.61 99.61 99.61 99.61 unch 0 56 +0
Sep11 100315 99.61 99.61 99.61 99.61 unch 0 51 +0
Dec11 100315 99.54 99.54 99.54 99.54 unch 0 102 +0
Mar12 100315 99.50 99.50 99.50 99.50 unch 0 305 +0
Total Volume and Open Interest 582 17,164 +521
Japanese Gov't Bonds(SGX)
Jun10 100315 138.85 138.98 138.77 138.93 -0.38 10,259 19,384 +4,602
Sep10 100315 138.93 138.93 138.93 138.93 +0.09      
Dec10 100315 136.84 136.84 136.84 136.84 +0.09      
Total Volume and Open Interest 2,924 19,304 -575
Euro-Bund(EUREX)
Jun10 100312 122.40 122.68 122.07 122.56 +0.16 690,951 969,172 -2,295
Sep10 100312 121.55 121.95 121.55 121.91 +0.16 93 16 +3
Dec10 100312 121.56 121.56 121.56 121.56 +0.16      
Total Volume and Open Interest 691,044 969,188 -2,292
Euro-Bobl(EUREX)
Jun10 100315 116.54 116.68 116.53 116.64 unch 624,478 755,255 +60,943
Sep10 100315 116.19 116.19 116.19 116.19 +0.05 13 10 +5
Dec10 100315 116.03 116.03 116.03 116.03 +0.09      
Total Volume and Open Interest 656,054 843,243 +11,999
3-Mth Euribor(EUREX)
Mar10 100312 99.355 99.355 99.350 99.350 unch 361 8,671 -124
Jun10 100312 99.245 99.245 99.235 99.245 -0.005 295 7,566 +212
Sep10 100312 99.010 99.010 99.010 99.010 -0.015 9 2,357 -24
Total Volume and Open Interest 746 22,641 +86
Long Gilt(LIFFE)
Mar10 100226 115~25 115~30 115~13 115~28 +0~04 109,949 61,332 -15,593
Jun10 100315 114~01 114~13 113~29 114~08 +0~10 120,447 269,931 -8,286
Total Volume and Open Interest 121,943 283,167 -8,057
3-Mth Short Sterling(LIFFE)
Mar10 100315 99.36 99.36 99.35 99.35 -0.01 17,963 320,067 -1,422
Jun10 100315 99.29 99.30 99.28 99.28 unch 56,565 386,208 -3,993
Sep10 100315 99.10 99.13 99.09 99.11 +0.02 60,228 364,609 +4,041
Dec10 100315 98.81 98.85 98.80 98.83 +0.03 105,691 411,194 +5,375
Mar11 100315 98.47 98.51 98.46 98.49 +0.04 101,556 320,049 -7,636
Jun11 100315 98.10 98.14 98.09 98.12 +0.04 84,063 229,584 +3,726
Total Volume and Open Interest 606,359 2,493,605 -10,891
3-Mth Euribor(LIFFE)
Mar10 100315 99.350 99.355 99.350 99.355 +0.005 85,117 633,415 -26,209
Jun10 100315 99.245 99.260 99.240 99.245 unch 155,493 756,960 +19,050
Sep10 100315 99.010 99.040 99.005 99.025 +0.015 255,322 792,407 +8,111
Total Volume and Open Interest 1,498,204 4,109,830 -1,593
3-Mth Aus T-Bills(SFE)
Mar10 100311 95.66 95.68 95.62 95.67 unch 25,180 72,614 -8,970
Jun10 100315 95.30 95.33 95.28 95.31 unch 17,920 283,608 -1,323
Sep10 100315 94.90 94.94 94.85 94.92 +0.01 9,723 156,213 -1,718
Dec10 100315 94.64 94.67 94.58 94.65 +0.01 6,485 101,585 +1,759
Mar11 100315 94.47 94.49 94.40 94.47 unch 2,475 41,806 -1,088
Jun11 100315 94.34 94.37 94.27 94.34 -0.02 3,030 41,883 -18
Sep11 100315 94.21 94.29 94.20 94.26 -0.02 922 19,567 -194
Dec11 100315 94.18 94.22 94.17 94.20 -0.02 829 11,971 +395
Mar12 100315 94.15 94.19 94.15 94.17 -0.01 880 5,888 +678
Jun12 100315 94.14 94.14 94.13 94.13 -0.02 0 1,709 +0
Total Volume and Open Interest 42,264 666,090 -3,643
10-Year Aus T-Bonds(SFE)
Mar10 100315 94.33 94.36 94.30 94.35 +0.02 116,757 181,683 -125,972
Jun10 100315 94.30 94.33 94.26 94.30 unch 123,308 271,125 +60,306
Total Volume and Open Interest 240,065 452,808 -65,666
3-Year Aus T-Bonds(SFE)
Mar10 100315 94.89 94.90 94.85 94.89 -0.01 157,867 297,667 -291,691
Jun10 100315 94.71 94.73 94.65 94.70 -0.01 141,640 314,552 +75,881
Total Volume and Open Interest 299,507 612,219 -215,810
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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