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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu July 27, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Sep17 170727 153~020 153~130 152~030 152~190 -0~180 264,309 729,813 +5,166
Dec17 170727 151~260 152~010 150~310 151~110 -0~180 251 879 +119
Mar18 170727 150~200 150~200 150~200 150~200 -0~180      
Total Volume and Open Interest 264,560 730,692 +5,285
10-Year T-Notes(CBOT)
Sep17 170727 125~305 126~015 125~210 125~265 -0~060 1,468,763 3,176,422 +64,766
Dec17 170727 125~205 125~225 125~100 125~155 -0~060 3,793 23,595 +1,341
Mar18 170727 125~035 125~035 125~035 125~035 -0~060      
Total Volume and Open Interest 1,472,556 3,200,017 +66,107
5-Year T-Notes(CBOT)
Sep17 170727 118~052 118~060 117~316 118~032 -0~030 727,370 2,964,764 -5,242
Dec17 170727 117~244 117~244 117~224 117~244 -0~032 1,004 8,347 +342
Mar18 150331 120~274 120~294 120~202 120~282 unch      
Total Volume and Open Interest 529,650 2,644,192  
2 Year T-Notes(CBOT)
Sep17 170727 108~052 108~054 108~040 108~052 -0~002 274,917 1,364,255 +17,469
Dec17 170727 108~012 108~012 108~012 108~012 -0~002 550 2,157 +541
Mar18 170727 107~314 107~314 107~314 107~314 -0~002      
Total Volume and Open Interest 275,467 1,366,412 +18,010
Ultra T-Bond(CBOT)
Sep17 170727 164~19 165~00 163~04 163~20 -1~00 81,575 806,087 +5,491
Dec17 170727 163~16 163~16 162~16 162~20 -1~00 654 2,041 +330
Mar18 170727 161~20 161~20 161~20 161~20 -1~00      
Total Volume and Open Interest 82,229 808,128 +5,821
Ultra 10-Yr T-Note(CBOT)
Sep17 170727 135~025 135~075 134~200 134~265 -0~100 112,356 401,906 +10,780
Dec17 170727 134~095 134~095 134~095 134~095 -0~100 0 1 +0
Mar18 170727 134~095 134~095 134~095 134~095 -0~100      
Total Volume and Open Interest 112,356 401,907 +10,780
Eurodollars(CME)
Sep17 170727 98.670 98.670 98.660 98.665 unch 213,916 1,495,102 +43,665
Dec17 170727 98.555 98.555 98.535 98.550 -0.005 235,156 1,880,446 +2,409
Mar18 170727 98.475 98.475 98.455 98.465 -0.010 155,440 1,164,323 +7,642
Jun18 170727 98.415 98.415 98.390 98.400 -0.010 162,179 1,099,978 -10,472
Sep18 170727 98.345 98.350 98.320 98.335 -0.010 151,418 1,026,893 +3,945
Dec18 170727 98.260 98.265 98.230 98.255 -0.010 214,336 1,370,674 +12,878
Mar19 170727 98.210 98.215 98.180 98.205 -0.010 127,336 866,829 +4,643
Jun19 170727 98.155 98.165 98.125 98.150 -0.010 144,364 687,878 +2,158
Sep19 170727 98.105 98.110 98.075 98.100 -0.010 124,456 649,840 -8,426
Dec19 170727 98.035 98.040 98.000 98.025 -0.010 120,443 730,445 +812
Mar20 170727 97.990 98.000 97.955 97.985 -0.010 89,820 432,473 +3,534
Jun20 170727 97.945 97.955 97.910 97.940 -0.010 117,631 308,562 +10,956
Sep20 170727 97.900 97.910 97.860 97.890 -0.015 59,414 239,387 -2,623
Dec20 170727 97.840 97.850 97.800 97.825 -0.020 58,076 296,411 +312
Mar21 170727 97.795 97.805 97.755 97.780 -0.020 58,159 161,981 -6,037
Jun21 170727 97.750 97.755 97.700 97.730 -0.020 41,197 115,129 +1,685
Sep21 170727 97.700 97.710 97.655 97.680 -0.025 33,127 87,157 +121
Dec21 170727 97.645 97.655 97.600 97.625 -0.025 26,026 95,346 -1,166
Total Volume and Open Interest 2,202,061 12,973,911 +68,297
30 Day Federal Funds(CBOT)
Jul17 170727 98.850 98.850 98.848 98.850 unch 663 267,882 +266
Aug17 170727 98.845 98.845 98.840 98.845 unch 1,795 184,181 -806
Sep17 170727 98.840 98.845 98.840 98.840 unch 1,728 83,006 +161
Oct17 170727 98.830 98.835 98.830 98.835 +0.005 6,028 272,136 -2,117
Nov17 170727 98.825 98.830 98.820 98.830 +0.005 15,856 204,331 -2,567
Dec17 170727 98.775 98.780 98.770 98.780 +0.005 6,330 78,863 -16
Total Volume and Open Interest 82,593 1,649,496 +753
Japanese Govt Bonds(SGX)
Sep17 170726 150.21 150.21 150.07 150.15 -0.06 912 14,565 -257
Dec17 170726 150.15 150.15 150.15 150.15 -0.06      
Mar18 170726 150.15 150.15 150.15 150.15 -0.06      
Total Volume and Open Interest 912 14,565 -257
Euro-Buxl(EUREX)
Sep17 170727 162.24 163.02 161.68 162.18 +0.54 40,295 210,281 -1,400
Dec17 170727 160.66 160.66 160.66 160.66 +0.58 26 31 -1
Mar18 170727 160.18 160.18 160.18 160.18 +0.54      
Total Volume and Open Interest 40,321 210,312 -1,401
Euro-Bund(EUREX)
Sep17 170727 162.01 162.50 161.95 162.23 +0.45 667,121 1,775,297 -48,216
Dec17 170727 159.41 159.58 159.19 159.33 +0.43 1,016 30,241 +1,778
Mar18 170727 158.23 158.23 158.23 158.23 +0.45 0 37 +0
Total Volume and Open Interest 668,137 1,805,575 -46,438
Euro-Bobl(EUREX)
Sep17 170727 131.95 132.13 131.93 132.10 +0.18 375,409 1,364,962 -37,948
Dec17 170727 130.50 130.51 130.45 130.50 +0.18 1,873 50,023 -1,174
Mar18 170727 130.50 130.50 130.50 130.50 +0.18      
Total Volume and Open Interest 377,282 1,414,985 -39,122
Euro-Schatz(EUREX)
Sep17 170727 112.04 112.07 112.02 112.06 +0.02 228,390 1,363,570 -26,410
Dec17 170727 111.92 111.93 111.92 111.93 +0.03 9,907 16,146 +380
Mar18 170727 112.06 112.06 112.06 112.06 +0.02      
Total Volume and Open Interest 238,297 1,379,716 -26,030
3-Mth Euribor(EUREX)
Sep17 170727 100.330 100.330 100.330 100.330 unch 0 5,878 +7
Dec17 170727 100.315 100.315 100.315 100.315 unch 0 7,567 +0
Mar18 170727 100.290 100.290 100.290 100.290 -0.005 3 7,113 +0
Total Volume and Open Interest 11 38,763 +19
Long Gilt(LIFFE)
Sep17 170727 126~10 126~15 126~02 126~11 +0~11 198,810 656,796 -186
Dec17 170727 125~14 125~14 125~14 125~14 +0~11      
Mar18 170727 124~18 124~18 124~18 124~18 +0~11      
Total Volume and Open Interest 198,810 656,796 -186
3-Mth Short Sterling(LIFFE)
Sep17 170727 99.68 99.68 99.68 99.68 +0.01 69,882 446,414 -11,290
Dec17 170727 99.59 99.61 99.59 99.60 +0.01 73,274 374,836 -6,290
Mar18 170727 99.53 99.55 99.52 99.54 +0.02 46,526 332,508 -1,548
Jun18 170727 99.48 99.50 99.48 99.49 +0.02 74,117 304,261 -3,634
Sep18 170727 99.44 99.45 99.43 99.44 +0.01 52,733 267,919 +6,461
Dec18 170727 99.38 99.40 99.38 99.39 +0.01 49,020 284,051 -3,186
Total Volume and Open Interest 743,045 2,839,672 -47,070
3-Mth Euribor(LIFFE)
Sep17 170727 100.325 100.330 100.325 100.325 -0.005 40,382 388,707 +8,601
Dec17 170727 100.315 100.315 100.310 100.310 -0.005 49,288 381,740 -4,831
Mar18 170727 100.295 100.295 100.285 100.290 -0.005 66,525 434,546 -3,755
Total Volume and Open Interest 693,805 3,769,280 +17,577
3-Mth Aus T-Bills(SFE)
Sep17 170727 98.29 98.29 98.28 98.29 unch 6,329 120,673 -4,413
Dec17 170727 98.23 98.25 98.23 98.25 +0.01 13,615 228,434 -1,154
Mar18 170727 98.16 98.19 98.16 98.19 +0.03 13,469 171,686 +2,895
Jun18 170727 98.08 98.12 98.07 98.11 +0.03 5,880 157,724 -337
Sep18 170727 98.00 98.04 97.99 98.03 +0.03 7,766 103,509 -1,457
Dec18 170727 97.91 97.96 97.91 97.95 +0.04 5,290 85,994 -2,415
Mar19 170727 97.83 97.88 97.82 97.87 +0.04 2,625 58,680 -196
Jun19 170727 97.75 97.80 97.74 97.79 +0.04 1,472 41,778 +342
Sep19 170727 97.67 97.72 97.67 97.71 +0.04 21 3,403 +10
Dec19 170727 97.60 97.65 97.60 97.64 +0.04 2 2,795 +2
Total Volume and Open Interest 56,469 977,050 -6,723
10-Year Aus T-Bonds(SFE)
Sep17 170727 97.27 97.33 97.25 97.31 +0.04 85,005 970,195 +2,774
Dec17 170727 97.31 97.31 97.31 97.31 +0.04 430 430 +430
Total Volume and Open Interest 85,435 970,625 +3,204
3-Year Aus T-Bonds(SFE)
Sep17 170727 97.99 98.05 97.98 98.03 +0.04 120,830 985,750 -3,672
Dec17 170727 98.03 98.03 98.03 98.03 +0.04      
Total Volume and Open Interest 120,830 985,750 -3,672
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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