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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue November 12, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
30-Year T-Bonds(CBOT)
Dec19 191112 156~170 157~060 156~000 157~000 +0~160 350,757 1,007,186 +8,861
Mar20 191112 155~280 156~100 155~080 156~050 +0~160 9,829 22,103 +7,809
Jun20 191112 156~050 156~050 156~050 156~050 +0~160      
Total Volume and Open Interest 360,586 1,029,289 +16,670
10-Year T-Notes(CBOT)
Dec19 191112 128~125 128~185 128~045 128~170 +0~045 1,764,060 3,672,406 -12,159
Mar20 191112 128~115 128~175 128~035 128~160 +0~045 51,945 227,658 +17,543
Jun20 191112 128~160 128~160 128~160 128~160 +0~045      
Total Volume and Open Interest 1,816,005 3,900,064 +5,384
5-Year T-Notes(CBOT)
Dec19 191112 118~034 118~076 117~312 118~072 +0~040 787,169 4,461,522 -9,854
Mar20 191112 118~100 118~162 118~080 118~160 +0~044 33,770 277,887 +21,305
Jun20 191112 118~160 118~160 118~160 118~160 +0~044      
Total Volume and Open Interest 820,939 4,739,409 +11,451
2 Year T-Notes(CBOT)
Dec19 191112 107~155 107~174 107~144 107~172 +0~015 514,321 3,719,734 -29,145
Mar20 191112 107~202 107~221 107~190 107~221 +0~017 41,347 373,167 +31,821
Jun20 191112 107~221 107~221 107~221 107~221 +0~017      
Total Volume and Open Interest 555,668 4,092,901 +2,676
Ultra T-Bond(CBOT)
Dec19 191112 181~07 182~27 180~18 182~12 +1~07 146,838 1,166,111 -1,344
Mar20 191112 180~00 181~27 179~30 181~19 +1~07 1,979 17,105 +1,226
Jun20 191112 181~04 181~04 181~04 181~04 +1~07      
Total Volume and Open Interest 148,817 1,183,216 -118
Ultra 10-Yr T-Note(CBOT)
Dec19 191112 139~045 139~145 138~245 139~110 +0~070 215,621 858,805 +16,266
Mar20 191112 140~065 140~205 140~065 140~205 +0~055 104 53 +15
Jun20 191112 140~205 140~205 140~205 140~205 +0~055      
Total Volume and Open Interest 215,725 858,858 +16,281
Eurodollars(CME)
Dec19 191112 98.085 98.090 98.075 98.080 -0.010 205,158 1,531,856 -1,706
Mar20 191112 98.270 98.290 98.260 98.285 +0.015 198,184 1,591,025 +4,478
Jun20 191112 98.325 98.355 98.310 98.350 +0.025 174,434 1,219,478 -69
Sep20 191112 98.370 98.410 98.350 98.400 +0.030 160,623 1,077,866 -9,437
Dec20 191112 98.350 98.390 98.325 98.385 +0.035 228,332 1,222,666 -5,860
Mar21 191112 98.395 98.440 98.365 98.430 +0.035 145,720 834,457 -16,044
Jun21 191112 98.380 98.425 98.355 98.420 +0.040 132,581 909,131 -443
Sep21 191112 98.370 98.415 98.340 98.410 +0.040 104,499 603,455 +2,510
Dec21 191112 98.340 98.380 98.305 98.380 +0.045 82,382 620,726 -1,594
Mar22 191112 98.335 98.375 98.305 98.375 +0.040 68,965 421,484 -4,432
Jun22 191112 98.325 98.355 98.290 98.355 +0.035 56,613 310,180 +1,577
Sep22 191112 98.305 98.340 98.270 98.335 +0.030 50,670 233,202 -2,051
Dec22 191112 98.275 98.310 98.245 98.310 +0.030 51,683 246,819 +4,352
Mar23 191112 98.270 98.300 98.235 98.300 +0.030 32,052 240,888 -2,374
Jun23 191112 98.255 98.280 98.220 98.280 +0.025 26,838 138,887 -826
Sep23 191112 98.235 98.265 98.205 98.260 +0.025 23,868 138,449 +340
Dec23 191112 98.215 98.240 98.180 98.240 +0.025 16,858 92,411 -457
Mar24 191112 98.200 98.225 98.165 98.220 +0.020 15,109 70,678 +1,250
Total Volume and Open Interest 1,854,042 12,088,800 -24,941
30 Day Federal Funds(CBOT)
Nov19 191112 98.433 98.435 98.430 98.433 unch 32,873 374,754 -180
Dec19 191112 98.440 98.440 98.435 98.440 unch 38,930 229,321 -9,919
Jan20 191112 98.455 98.465 98.450 98.460 +0.005 46,009 425,653 +42
Feb20 191112 98.480 98.490 98.475 98.490 +0.010 32,724 237,586 +1,005
Mar20 191112 98.495 98.510 98.490 98.505 +0.010 11,402 56,050 +1,248
Apr20 191112 98.515 98.535 98.505 98.530 +0.010 21,122 177,281 -2,258
Total Volume and Open Interest 263,673 1,939,818 -1,185
Japanese Govt Bonds(SGX)
Dec19 191111 152.93 153.10 152.81 153.04 +0.01 1,755 16,078 -51
Mar20 191111 153.22 153.22 153.22 153.22 +0.01      
Jun20 191111 153.22 153.22 153.22 153.22 +0.01      
Total Volume and Open Interest 1,755 16,078 -51
Euro-Buxl(EUREX)
Dec19 191112 202.88 203.48 201.24 202.48 -0.18 49,799 244,212 -5,724
Mar20 191112 200.90 200.90 200.90 200.90 -0.18 2 40,015 +0
Jun20 191112 199.48 199.48 199.48 199.48 -0.18 0 7 +0
Total Volume and Open Interest 49,801 284,234 -5,724
Euro-Bund(EUREX)
Dec19 191112 169.67 169.83 169.26 169.54 -0.02 693,212 1,678,898 -131,227
Mar20 191112 171.27 171.54 171.07 171.33 -0.05 9,541 47,297 +4,510
Jun20 191112 168.73 168.73 168.73 168.73 -0.02 1 1 +0
Total Volume and Open Interest 702,754 1,726,196 -126,717
Euro-Bobl(EUREX)
Dec19 191112 133.98 134.08 133.92 134.00 +0.03 419,647 1,264,779 -68,681
Mar20 191112 133.95 133.97 133.95 133.97 +0.03 511 9,280 +408
Jun20 191112 134.35 134.35 134.35 134.35 +0.03      
Total Volume and Open Interest 420,158 1,274,059 -68,273
Euro-Schatz(EUREX)
Dec19 191112 111.97 112.00 111.96 111.98 +0.02 242,536 1,608,054 -36,836
Mar20 191112 111.97 111.97 111.97 111.97 +0.01 1,400 3,549 +1,360
Jun20 191112 111.78 111.78 111.78 111.78 +0.01      
Total Volume and Open Interest 243,936 1,611,603 -35,476
3-Mth Euribor(EUREX)
Dec19 191112 100.385 100.385 100.385 100.385 unch 0 2,136 +0
Mar20 191112 100.400 100.400 100.400 100.400 unch 0 1,051 +0
Jun20 191112 100.410 100.415 100.410 100.415 unch 0 527 -50
Total Volume and Open Interest 37 6,228 -70
Long Gilt(LIFFE)
Dec19 191112 130~21 130~31 130~16 130~25 -0~03 209,125 779,683 +717
Mar20 191112 131~13 131~15 131~13 131~15 -0~05 2 446 +2
Jun20 191112 130~23 130~23 130~23 130~23 -0~05      
Total Volume and Open Interest 209,127 780,129 +719
3-Mth Short Sterling(LIFFE)
Dec19 191112 99.18 99.19 99.18 99.19 unch 49,390 675,095 -374
Mar20 191112 99.25 99.26 99.25 99.25 unch 94,285 606,881 +5,434
Jun20 191112 99.26 99.29 99.26 99.28 +0.01 61,898 574,756 +3,089
Sep20 191112 99.28 99.30 99.27 99.29 unch 68,868 536,162 -3,327
Dec20 191112 99.24 99.27 99.24 99.25 unch 74,108 599,197 +1,206
Mar21 191112 99.25 99.28 99.24 99.26 +0.01 72,378 240,997 +4,799
Total Volume and Open Interest 805,942 4,232,412 +11,783
3-Mth Euribor(LIFFE)
Dec19 191112 100.385 100.390 100.385 100.390 +0.005 64,158 707,822 +7,255
Mar20 191112 100.395 100.405 100.395 100.400 +0.005 45,860 412,987 +4,509
Jun20 191112 100.410 100.420 100.410 100.415 +0.005 43,534 369,794 +2,905
Total Volume and Open Interest 651,220 4,243,269 +23,565
3-Mth Aus T-Bills(SFE)
Dec19 191112 99.02 99.02 99.00 99.02 unch 21,539 153,373 -475
Mar20 191112 99.14 99.16 99.14 99.16 +0.02 39,427 243,953 +6,335
Jun20 191112 99.16 99.18 99.16 99.18 +0.02 28,512 219,896 +4,266
Sep20 191112 99.18 99.20 99.18 99.20 +0.02 22,382 199,649 +231
Dec20 191112 99.13 99.16 99.13 99.16 +0.02 9,667 134,589 +97
Mar21 191112 99.14 99.16 99.14 99.16 +0.02 10,528 86,163 +3,531
Jun21 191112 99.11 99.13 99.11 99.13 +0.02 3,905 54,688 +630
Sep21 191112 99.07 99.10 99.07 99.10 +0.03 3,071 28,962 +1,274
Dec21 191112 99.05 99.05 99.02 99.04 +0.03 38 6,120 +27
Mar22 191112 99.03 99.03 99.03 99.03 +0.04 86 1,330 -10
Total Volume and Open Interest 139,221 1,129,692 +15,840
10-Year Aus T-Bonds(SFE)
Dec19 191112 98.70 98.73 98.69 98.72 +0.02 213,874 1,301,695 -6,765
Mar20 191112 98.70 98.70 98.70 98.70 +0.01 1 932 +1
Total Volume and Open Interest 213,875 1,302,627 -6,764
3-Year Aus T-Bonds(SFE)
Dec19 191112 99.13 99.15 99.13 99.15 +0.02 234,324 1,156,292 +6,033
Mar20 191112 99.17 99.17 99.17 99.17 +0.02 0 2,299 +0
Total Volume and Open Interest 234,324 1,158,591 +6,033
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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