MRCI's End of Day Prices

Daily Futures Price Listing Wed September 01, 2010
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
30-Year T-Bonds(CBOT)
Sep10	100901	134~100	134~190	134~100	134~190	-1~270
Dec10	100901	135~040	135~040	132~100	133~060	-1~270	304,716	690,848	+102,039
Mar11	100901	132~140	133~290	131~190	132~020	-1~270	0	32	+0
Total Volume and Open Interest							726,673	835,984	+45,965
10-Year T-Notes(CBOT)
Sep10	100901	126~160	126~200	125~110	125~235	-0~245	1,339,427	376,668	-175,134
Dec10	100901	125~200	125~200	124~125	124~255	-0~265	844,266	1,649,268	+257,956
Mar11	100901	124~145	124~310	124~045	124~045	-0~265	0	66	+0
Total Volume and Open Interest							2,183,693	2,026,036	+82,822
5 Year T-Notes(CBOT)
Sep10	100901	120~077	120~093	120~075	120~093	-0~044
Dec10	100901	120~043	120~043	119~089	119~122	-0~047	356,816	794,085	+96,481
Mar11	100901	119~000	119~047	119~000	119~000	-0~047
Total Volume and Open Interest							836,802	1,071,592	-38,800
2 Year T-Notes(CBOT)
Sep10	100901	109~084	109~087	109~084	109~087	-0~005
Dec10	100901	109~075	109~075	109~059	109~068	-0~005	237,059	592,953	+52,242
Total Volume and Open Interest							559,657	718,443	-24,461
Eurodollars(CME)
Sep10	100901	99.685	99.695	99.685	99.688	unch	87,407	831,730	-12,971
Dec10	100901	99.585	99.595	99.560	99.580	-0.005	115,741	1,108,120	-9,903
Mar11	100901	99.530	99.535	99.490	99.515	-0.010	171,160	1,101,014	-1,745
Jun11	100901	99.450	99.450	99.395	99.420	-0.020	151,720	887,376	-2,314
Sep11	100901	99.340	99.340	99.275	99.305	-0.025	147,002	954,486	+15,197
Dec11	100901	99.185	99.190	99.110	99.155	-0.025	158,656	739,534	+17,826
Mar12	100901	99.015	99.030	98.930	98.990	-0.030	102,294	499,944	-605
Jun12	100901	98.845	98.850	98.740	98.810	-0.035	109,132	376,455	-877
Sep12	100901	98.680	98.685	98.565	98.640	-0.040	74,459	281,004	+9,424
Dec12	100901	98.495	98.495	98.370	98.450	-0.045	51,110	193,601	-1,043
Mar13	100901	98.335	98.340	98.210	98.285	-0.055	35,146	207,394	-6,186
Jun13	100901	98.145	98.155	98.020	98.100	-0.060	30,631	130,561	-1,619
Sep13	100901	97.970	97.975	97.840	97.915	-0.070	12,849	98,713	-304
Dec13	100901	97.785	97.785	97.650	97.725	-0.075	12,148	79,872	-1,003
Mar14	100901	97.630	97.630	97.490	97.565	-0.080	11,836	77,657	-816
Jun14	100901	97.455	97.465	97.315	97.395	-0.080	8,694	49,973	-547
Sep14	100901	97.285	97.305	97.150	97.235	-0.080	5,603	38,930	-263
Dec14	100901	97.120	97.145	96.985	97.070	-0.080	3,759	60,872	-164
Total Volume and Open Interest							1,312,991	7,882,433	+2,530
30 Day Federal Funds(CBOT)
Sep10	100901	99.810	99.815	99.810	99.815	unch	4,842	51,818	-294
Oct10	100901	99.820	99.820	99.810	99.815	-0.005	3,316	66,471	-935
Nov10	100901	99.820	99.820	99.810	99.820	unch	1,927	82,425	+140
Dec10	100901	99.820	99.820	99.810	99.820	unch	2,179	76,503	+127
Jan11	100901	99.825	99.825	99.815	99.825	unch	2,757	61,969	-100
Feb11	100901	99.815	99.815	99.810	99.815	unch	1,296	55,353	-659
Total Volume and Open Interest							25,056	624,644	-241
30 Day Fed Funds(e-CBOT)
Sep10	090519	98.885	98.900	98.880	98.885	unch	50	2,134
Oct10	090519	98.820	98.820	98.810	98.820	unch	0	454
Nov10	090519	98.660	98.660	98.660	98.660	unch	0	1,342
Dec10	090519	98.590	98.590	98.565	98.565	unch	0	330
Jan11	090519	98.500	98.500	98.475	98.475	unch	0	1,177
Feb11	090519	98.350	98.350	98.330	98.350	unch	0	1,700
Total Volume and Open Interest							22,142	354,023
3-Mth Euro-Yen(CME)
Sep10	100901	99.668	99.668	99.660	99.660	unch	0	1,390	+0
Dec10	100901	99.695	99.695	99.695	99.695	+0.005	0	542	+0
Mar11	100901	99.710	99.710	99.710	99.710	+0.005	0	367	+0
Jun11	100901	99.738	99.738	99.738	99.738	+0.005
Sep11	100901	99.740	99.740	99.740	99.740	+0.005
Dec11	100901	99.745	99.745	99.745	99.745	+0.005
Mar12	100901	99.710	99.710	99.710	99.710	+0.005
Jun12	100901	99.760	99.760	99.760	99.760	+0.005
Sep12	100901	99.820	99.820	99.820	99.820	+0.005
Dec12	100901	99.515	99.515	99.515	99.515	+0.005
Total Volume and Open Interest							0	2,299	+0
3-Mth Euro-Yen(SGX)
Sep10	100901	99.67	99.67	99.66	99.66	+0.01	0	3,745	+0
Dec10	100901	99.71	99.71	99.69	99.69	+0.00	0	1,942	+75
Mar11	100901	99.71	99.71	99.71	99.71	+0.00	0	2,043	+0
Jun11	100901	99.74	99.74	99.74	99.74	+0.01	0	3,135	+250
Sep11	100901	99.74	99.74	99.74	99.74	+0.00	0	111	+0
Dec11	100901	99.75	99.75	99.75	99.75	+0.01	0	110	+0
Mar12	100901	99.71	99.71	99.71	99.71	+0.00	0	305	+0
Jun12	100901	99.76	99.76	99.76	99.76	+0.01	0	754	+0
Total Volume and Open Interest							0	12,457	+325
Japanese Gov't Bonds(SGX)
Sep10	100901	142.95	142.97	142.34	142.50	-0.37	2,200	24,602	+756
Dec10	100901	142.75	142.75	142.25	142.27	-0.47	566	2,150	+974
Mar11	100901	140.18	140.18	140.18	140.18	-0.47
Total Volume and Open Interest							4,078	26,049	+494
Euro-Bund(EUREX)
Sep10	100901	134.12	134.37	133.02	133.23	-0.96	1,121,507	963,433	-11,146
Dec10	100901	132.71	132.89	131.55	131.76	-1.20	26,379	102,878	+18,483
Mar11	100901	132.27	132.37	131.59	131.74	-1.24	12	51	+11
Total Volume and Open Interest							499,309	1,084,359	+36,491
Euro-Bobl(EUREX)
Sep10	100901	122.55	122.71	122.07	122.24	-0.37	232,923	756,090	-5,564
Dec10	100901	121.30	121.39	120.76	120.92	-0.41	18,116	90,766	+10,782
Mar11	100901	120.24	120.24	120.24	120.24	-0.37
Total Volume and Open Interest							251,039	846,856	+5,218
3-Mth Euribor(EUREX)
Sep10	100901	99.120	99.125	99.115	99.125	+0.005	19	3,423	-8
Dec10	100901	99.095	99.095	99.085	99.085	unch	38	2,691	+4
Mar11	100901	99.040	99.040	99.035	99.035	-0.010	11	1,275	-1
Total Volume and Open Interest							111	11,646	+18
Long Gilt(LIFFE)
Sep10	100827	126~01	126~18	125~20	125~30	-0~02	266,523	129,375	-63,871
Dec10	100901	125~04	125~09	124~03	124~09	-0~31	76,309	263,175	-644
Total Volume and Open Interest							131,392	317,930	-11,044
3-Mth Short Sterling(LIFFE)
Sep10	100901	99.28	99.28	99.26	99.26	-0.01	5,669	325,359	+437
Dec10	100901	99.23	99.24	99.20	99.21	-0.01	26,023	361,689	-3,962
Mar11	100901	99.18	99.20	99.15	99.16	-0.01	35,857	302,735	+5,538
Jun11	100901	99.11	99.13	99.07	99.08	-0.02	31,497	309,931	-171
Sep11	100901	99.01	99.03	98.96	98.97	-0.03	37,833	358,073	-241
Dec11	100901	98.86	98.88	98.80	98.81	-0.04	36,602	400,145	+5,956
Total Volume and Open Interest							221,222	2,574,421	+8,256
3-Mth Euribor(LIFFE)
Sep10	100901	99.125	99.125	99.115	99.125	+0.005	46,582	584,721	-5,911
Dec10	100901	99.095	99.100	99.080	99.085	unch	40,548	596,050	-5,658
Mar11	100901	99.060	99.070	99.025	99.035	-0.010	42,258	588,233	-1,565
Total Volume and Open Interest							404,563	3,687,454	+10,835
3-Mth Aus T-Bills(SFE)
Sep10	100901	95.28	95.28	95.24	95.25	-0.03	12,702	98,775	-6,066
Dec10	100901	95.38	95.40	95.29	95.32	-0.06	32,814	219,011	+4,721
Mar11	100901	95.39	95.42	95.30	95.31	-0.09	15,032	118,408	+4,914
Jun11	100901	95.41	95.44	95.31	95.31	-0.10	5,342	70,062	+177
Sep11	100901	95.39	95.43	95.29	95.29	-0.10	1,813	41,428	+883
Dec11	100901	95.33	95.34	95.24	95.24	-0.09	2,290	33,711	+1,095
Mar12	100901	95.30	95.30	95.20	95.20	-0.08	2,096	30,132	+729
Jun12	100901	95.28	95.29	95.18	95.18	-0.07	574	11,752	-81
Sep12	100901	95.19	95.19	95.16	95.16	-0.08	178	2,541	+7
Dec12	100901	95.14	95.14	95.13	95.13	-0.08	105	1,194	+96
Total Volume and Open Interest							73,354	628,273	+6,654
10-Year Aus T-Bonds(SFE)
Sep10	100901	95.25	95.29	95.20	95.20	-0.04	53,627	366,361	+18,768
Dec10	100901	95.19	95.19	95.17	95.17	-0.04
Total Volume and Open Interest							53,627	366,361	+18,768
3-Year Aus T-Bonds(SFE)
Sep10	100901	95.71	95.74	95.61	95.62	-0.09	222,479	608,555	+27,130
Dec10	100901	95.57	95.57	95.57	95.57	-0.09
Total Volume and Open Interest							222,479	608,555	+27,130