MRCI's End of Day Prices

MRCI's End of Day Prices

Daily Futures Price Listing Fri October 23, 2020
Most Recent Information							Previous Day			Subscriber
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change	SuperChart
30-Year T-Bonds(CBOT)									Weekly	Monthly
Dec20	201023	171~310	172~250	171~220	172~190	+0~080	423,394	1,216,749	+11,561	Hover/Click
Mar21	201023	173~090	173~280	172~310	173~270	+0~070	245	7,429	+79	Hover/Click
Jun21	201023	173~270	173~270	173~270	173~270	+0~070				Hover/Click
Total Volume and Open Interest							423,639	1,224,178	+11,640
10-Year T-Notes(CBOT)									Weekly	Monthly
Dec20	201023	138~085	138~150	138~055	138~115	+0~010	1,517,057	3,178,106	-24,670	Hover/Click
Mar21	201023	137~275	138~020	137~255	137~315	+0~010	3,970	5,443	+1,345	Hover/Click
Jun21	201023	137~315	137~315	137~315	137~315	+0~010				Hover/Click
Total Volume and Open Interest							1,521,027	3,183,549	-23,325
5-Year T-Notes(CBOT)									Weekly	Monthly
Dec20	201023	125~176	125~204	125~164	125~184	+0~002	680,155	3,102,226	-874	Hover/Click
Mar21	201023	125~290	125~292	125~280	125~290	+0~002	396	2,935	+385	Hover/Click
Jun21	201023	125~290	125~290	125~290	125~290	+0~002				Hover/Click
Total Volume and Open Interest							680,551	3,105,161	-489
2 Year T-Notes(CBOT)									Weekly	Monthly
Dec20	201023	110~130	110~135	110~127	110~131	+0~001	201,112	1,959,706	-3,401	Hover/Click
Mar21	201023	110~131	110~134	110~131	110~131	+0~001	1	4	-1	Hover/Click
Jun21	201023	110~131	110~131	110~131	110~131	+0~001				Hover/Click
Total Volume and Open Interest							201,113	1,959,710	-3,402
Ultra T-Bond(CBOT)
Dec20	201023	212~25	214~20	212~12	214~07	+0~16	196,636	990,370	+7,001
Mar21	201023	212~17	212~17	212~17	212~17	+0~16	5	22	+2
Jun21	201023	212~17	212~17	212~17	212~17	+0~16
Total Volume and Open Interest							196,641	990,392	+7,003
Ultra 10-Yr T-Note(CBOT)
Dec20	201023	157~095	157~225	157~035	157~180	+0~035	233,974	921,672	+7,421
Mar21	201023	157~030	157~030	157~030	157~030	+0~035	0	2	+0
Jun21	201023	157~030	157~030	157~030	157~030	+0~035
Total Volume and Open Interest							233,974	921,674	+7,421
Eurodollars(CME)									Weekly	Monthly
Dec20	201023	99.765	99.765	99.750	99.755	-0.005	48,587	1,019,616	-2,125	Hover/Click
Mar21	201023	99.790	99.795	99.785	99.785	-0.005	49,024	1,039,986	+6,367	Hover/Click
Jun21	201023	99.800	99.805	99.795	99.795	-0.005	49,112	874,463	+3,758	Hover/Click
Sep21	201023	99.800	99.810	99.795	99.800	unch	58,054	760,412	-4,761	Hover/Click
Dec21	201023	99.765	99.775	99.760	99.770	+0.005	65,008	817,930	+3,009	Hover/Click
Mar22	201023	99.725	99.735	99.720	99.730	+0.005	79,993	676,654	-2,625	Hover/Click
Jun22	201023	99.710	99.725	99.705	99.715	+0.005	59,081	649,755	-2,107	Hover/Click
Sep22	201023	99.690	99.710	99.685	99.700	+0.010	61,389	386,049	-6,998	Hover/Click
Dec22	201023	99.660	99.680	99.655	99.670	+0.010	58,047	431,604	-7,485	Hover/Click
Mar23	201023	99.630	99.650	99.625	99.640	+0.010	46,011	475,277	+487	Hover/Click
Jun23	201023	99.590	99.610	99.580	99.600	+0.010	54,009	324,990	+4,720	Hover/Click
Sep23	201023	99.535	99.565	99.530	99.550	+0.010	44,015	267,038	-2,742	Hover/Click
Dec23	201023	99.475	99.505	99.465	99.485	+0.010	50,853	308,264	-692	Hover/Click
Mar24	201023	99.415	99.440	99.405	99.430	+0.010	60,680	243,582	+1,285	Hover/Click
Jun24	201023	99.355	99.380	99.345	99.370	+0.010	42,680	234,673	+2,655	Hover/Click
Sep24	201023	99.290	99.315	99.280	99.305	+0.010	44,796	181,073	-9,329	Hover/Click
Dec24	201023	99.220	99.250	99.205	99.235	+0.010	32,031	178,991	-2,449	Hover/Click
Mar25	201023	99.155	99.185	99.145	99.175	+0.010	25,504	121,279	+1,041	Hover/Click
Total Volume and Open Interest							1,019,483	9,392,022	-5,124
30 Day Federal Funds(CBOT)
Oct20	201023	99.912	99.912	99.910	99.910	unch	400	218,075	+152
Nov20	201023	99.915	99.915	99.910	99.915	unch	3,475	170,354	-1,224
Dec20	201023	99.920	99.920	99.915	99.915	unch	2,883	128,848	+232
Jan21	201023	99.920	99.925	99.920	99.920	unch	8,441	174,025	-1,751
Feb21	201023	99.925	99.925	99.920	99.920	-0.005	10,380	106,835	+4,877
Mar21	201023	99.925	99.925	99.925	99.925	unch	5,498	65,283	+1,160
Total Volume and Open Interest							44,715	1,348,827	+3,981
Japanese Govt Bonds(SGX)									Weekly	Monthly
Dec20	201022	152.01	152.09	151.94	151.97	-0.02	1,090	13,627	+66	Hover/Click
Mar21	201022	151.97	151.97	151.97	151.97	-0.02				Hover/Click
Jun21	201022	151.97	151.97	151.97	151.97	-0.02				Hover/Click
Total Volume and Open Interest							1,090	13,627	+66
Euro-Buxl(EUREX)
Dec20	201023	224.76	225.84	224.22	225.16	+0.34	65,970	231,123	+806
Mar21	201023	222.90	223.52	222.90	223.52	+0.34	2,260	2,904	+2,260
Jun21	201023	222.36	222.36	222.36	222.36	+0.34
Total Volume and Open Interest							68,230	234,027	+3,066
Euro-Bund(EUREX)									Weekly	Monthly
Dec20	201023	175.20	175.52	175.00	175.26	+0.07	649,237	1,383,736	+16,154	Hover/Click
Mar21	201023	177.72	177.72	177.39	177.59	+0.07	7,448	10,586	+7,132	Hover/Click
Jun21	201023	174.86	174.86	174.86	174.86	+0.07				Hover/Click
Total Volume and Open Interest							656,685	1,394,322	+23,286
Euro-Bobl(EUREX)									Weekly	Monthly
Dec20	201023	135.55	135.65	135.47	135.55	-0.01	335,617	1,041,465	+20,279	Hover/Click
Mar21	201023	135.40	135.40	135.40	135.40	-0.01	111	120	+100	Hover/Click
Jun21	201023	136.10	136.10	136.10	136.10	-0.01				Hover/Click
Total Volume and Open Interest							335,728	1,041,585	+20,379
Euro-Schatz(EUREX)
Dec20	201023	112.39	112.42	112.38	112.38	-0.02	403,820	1,662,136	-38,588
Mar21	201023	112.38	112.38	112.38	112.38	-0.02	0	1	+0
Jun21	201023	113.18	113.18	113.18	113.18	-0.02
Total Volume and Open Interest							403,820	1,662,137	-38,588
3-Mth Euribor(EUREX)
Dec20	201023	100.515	100.515	100.515	100.515	unch	0	1,058	+0
Mar21	201023	100.525	100.525	100.525	100.525	-0.005	0	638	-60
Jun21	201023	100.540	100.540	100.540	100.540	unch	0	282	+0
Total Volume and Open Interest							12	3,853	-68
Long Gilt(LIFFE)									Weekly	Monthly
Dec20	201023	135~13	135~17	135~01	135~12	unch	252,196	538,214	-9,830	Hover/Click
Mar21	201023	134~14	134~14	134~14	134~14	unch	0	762	+0	Hover/Click
Jun21	201023	133~15	133~15	133~15	133~15	unch				Hover/Click
Total Volume and Open Interest							252,196	538,976	-9,830
3-Mth Short Sterling(LIFFE)									Weekly	Monthly
Dec20	201023	99.94	99.94	99.94	99.94	unch	36,570	541,196	-8,938	Hover/Click
Mar21	201023	99.97	99.97	99.96	99.96	-0.01	43,947	670,651	+3,111	Hover/Click
Jun21	201023	100.01	100.01	100.00	100.00	-0.01	42,636	772,984	+5,981	Hover/Click
Sep21	201023	100.03	100.03	100.02	100.03	-0.00	41,390	594,000	+1,344	Hover/Click
Dec21	201023	100.03	100.03	100.01	100.02	-0.01	26,310	465,047	-791	Hover/Click
Mar22	201023	99.98	99.99	99.97	99.97	-0.01	29,327	441,389	+3,551	Hover/Click
Total Volume and Open Interest							390,821	4,607,764	-73,103
3-Mth Euribor(LIFFE)									Weekly	Monthly
Dec20	201023	100.515	100.520	100.515	100.515	unch	27,171	544,133	-1,219
Mar21	201023	100.530	100.530	100.525	100.525	unch	29,124	310,943	-1,396
Jun21	201023	100.540	100.545	100.535	100.535	-0.005	52,329	376,312	-5,961
Total Volume and Open Interest							595,559	3,452,913	-3,581
3-Mth Aus T-Bills(SFE)									Weekly	Monthly
Dec20	201023	99.98	99.98	99.97	99.98	unch	19,326	138,091	-430
Mar21	201023	99.98	99.98	99.96	99.97	-0.01	16,183	134,253	+2,165
Jun21	201023	99.97	99.97	99.96	99.97	unch	11,484	141,542	+814
Sep21	201023	99.96	99.97	99.95	99.96	-0.01	6,652	117,727	-1,062
Dec21	201023	99.94	99.94	99.93	99.94	unch	5,131	88,451	+437
Mar22	201023	99.92	99.93	99.92	99.93	unch	3,872	87,486	-1,033
Jun22	201023	99.91	99.91	99.91	99.91	-0.01	1,099	37,344	+582
Sep22	201023	99.90	99.90	99.89	99.90	unch	2,292	33,631	+126
Dec22	201023	99.86	99.86	99.85	99.86	-0.01	14	1,059	-3
Mar23	201023	99.84	99.84	99.84	99.84	-0.01	140	408	+128
Total Volume and Open Interest							66,214	780,981	+1,703
10-Year Aus T-Bonds(SFE)									Weekly	Monthly
Dec20	201023	99.18	99.20	99.12	99.14	-0.05	215,378	1,586,007	+6,363
Mar21	201023	99.09	99.09	99.09	99.09	-0.05	0	1,650	+0
Total Volume and Open Interest							215,378	1,587,657	+6,363
3-Year Aus T-Bonds(SFE)									Weekly	Monthly
Dec20	201023	99.83	99.83	99.82	99.83	-0.00	203,429	1,167,415	+20,422
Mar21	201023	99.83	99.83	99.83	99.83	-0.00
Total Volume and Open Interest							203,429	1,167,415	+20,422

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.

Moore Research Center, Inc.

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