|
 |
| 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 |
|
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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