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MRCI's End of Day Prices
Daily Futures Price Listing Tue January 12, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 100112 999.50 1001.25 961.75 969.50 -32.25 7,286 4,585 -1,304
Mar10 100112 1008.75 1013.50 969.00 978.00 -32.50 76,745 225,350 +1,950
May10 100112 1016.25 1020.25 977.25 985.75 -31.50 13,949 60,182 +2,038
Jul10 100112 1021.00 1026.50 983.75 992.75 -30.00 10,768 59,308 +1,038
Aug10 100112 1017.00 1018.75 981.25 989.00 -29.75 73 1,767 +23
Sep10 100112 969.25 1003.50 967.75 976.50 -27.00 48 1,173 +6
Nov10 100112 987.00 993.00 955.00 965.00 -25.25 7,276 74,060 +1,492
Total Volume and Open Interest 116,697 435,655 +5,269
Soybean Meal(CBOT)
Jan10 100112 304.40 305.80 293.50 295.40 -9.30 1,305 1,492 -585
Mar10 100112 296.00 297.20 284.10 285.80 -10.30 28,093 79,539 +541
May10 100112 290.70 291.80 279.30 280.90 -10.10 6,326 30,455 +495
Jul10 100112 290.80 292.00 280.10 281.80 -9.30 3,191 24,533 +297
Aug10 100112 290.50 290.50 279.50 280.80 -9.20 759 5,625 +378
Sep10 100112 287.40 287.50 277.10 278.60 -8.50 406 6,156 +41
Oct10 100112 280.30 280.30 270.10 272.80 -6.70 460 3,415 +73
Dec10 100112 277.80 278.60 261.00 271.60 -6.50 1,374 14,274 +169
Total Volume and Open Interest 41,952 166,946 +1,423
Soybean Oil(CBOT)
Jan10 100112 39.19 39.19 37.85 38.26 -0.93 3,414 2,826 -486
Mar10 100112 39.50 39.65 38.11 38.63 -0.92 34,144 128,323 +1,090
May10 100112 39.95 40.04 38.52 39.04 -0.91 10,747 31,634 -651
Jul10 100112 40.32 40.45 38.92 39.44 -0.91 3,893 21,690 +794
Aug10 100112 39.16 39.75 39.16 39.60 -0.91 22 2,435 -1
Sep10 100112 39.35 39.90 39.31 39.74 -0.93 38 2,104 +2
Oct10 100112 40.78 40.78 39.44 39.84 -0.94 160 1,415 -30
Dec10 100112 41.09 41.14 39.65 40.15 -0.94 1,954 17,066 +598
Total Volume and Open Interest 54,372 207,591 +1,316
Canola(WCE)
Jan10 100112 390.5 390.5 390.5 390.5 -4.8      
Mar10 100112 391.5 393.0 383.7 388.5 -4.8 8,627 79,026 -158
May10 100112 400.0 400.0 391.0 395.7 -4.9 1,429 8,279 +527
Jul10 100112 406.0 406.0 396.7 401.7 -4.9 1,413 7,842 +43
Nov10 100112 415.0 415.0 403.8 407.0 -4.8 1,066 6,761 +240
Total Volume and Open Interest 12,535 102,308 +652
Corn(CBOT)
Mar10 100112 419.00 419.00 392.50 392.50 -30.00 135,979 528,876 +12,651
May10 100112 429.00 429.25 403.00 403.00 -30.00 26,037 141,504 +3,228
Jul10 100112 437.75 437.75 411.25 411.25 -30.00 27,632 130,666 +5,132
Sep10 100112 441.00 441.00 415.00 415.00 -30.00 3,976 41,883 +953
Dec10 100112 444.00 444.00 417.50 417.50 -30.00 23,245 222,441 +6,203
Mar11 100112 452.50 452.50 426.25 426.25 -30.00 1,527 17,413 +703
Total Volume and Open Interest 219,567 1,108,843 +29,443
Wheat(CBOT)
Mar10 100112 570.00 570.50 520.50 535.75 -36.75 46,168 188,934 +6,420
May10 100112 581.00 581.75 533.75 548.75 -36.00 7,000 47,544 +282
Jul10 100112 591.75 592.00 545.00 559.25 -35.25 8,227 66,400 +404
Sep10 100112 603.00 604.00 561.75 573.50 -35.00 1,182 17,354 +288
Dec10 100112 627.00 627.00 584.25 596.50 -35.00 2,335 52,558 +60
Total Volume and Open Interest 65,548 379,156 +7,716
Wheat(KCBT)
Mar10 100112 563.00 563.00 518.00 534.00 -32.00 8,109 59,501 +180
May10 100112 569.75 572.75 530.00 545.75 -31.50 1,105 14,803 +369
Jul10 100112 585.00 585.00 542.00 557.75 -31.00 976 29,950 +196
Sep10 100112 595.50 595.50 554.50 569.00 -31.25 190 3,752 +76
Dec10 100112 614.00 614.00 572.00 587.50 -31.75 504 37,438 +232
Total Volume and Open Interest 10,941 146,613 +1,097
Wheat(MGE)
Mar10 100112 575.75 575.75 531.00 540.75 -37.25 3,197 19,359 +521
May10 100112 585.00 585.00 543.50 553.75 -35.75 647 6,924 +109
Jul10 100112 597.25 597.25 555.00 564.50 -37.50 689 9,083 +172
Sep10 100112 596.50 596.50 567.00 576.75 -35.25 670 4,168 +514
Dec10 100112 627.00 627.00 584.25 592.00 -38.75 334 7,844 -97
Total Volume and Open Interest 5,755 48,200 +1,380
Oats(CBOT)
Mar10 100112 268.00 268.00 251.75 252.50 -15.50 796 9,718 +194
May10 100112 274.25 276.25 260.50 261.00 -15.25 47 1,084 +23
Jul10 100112 276.50 284.75 269.75 269.75 -15.00 7 806 +2
Sep10 100112 278.25 292.25 278.25 278.25 -14.00 0 350 +0
Total Volume and Open Interest 866 12,607 +225
Rough Rice(CBOT)
Jan10 100112 14.25 14.56 14.13 14.13 -0.43 3 97 -34
Mar10 100112 14.83 14.87 14.31 14.35 -0.46 310 13,038 -22
May10 100112 14.93 14.93 14.57 14.60 -0.47 22 523 +7
Jul10 100112 15.33 15.36 14.80 14.82 -0.48 18 553 +4
Total Volume and Open Interest 397 15,604 -19
Live Cattle(CME)
Feb10 100112 85.050 85.580 84.750 85.450 +0.400 27,566 97,092 -6,206
Apr10 100112 89.150 89.450 88.650 89.230 unch 21,455 95,918 +5,851
Jun10 100112 87.635 87.885 87.300 87.650 -0.050 7,373 55,257 +3,728
Aug10 100112 87.700 87.830 87.300 87.730 +0.050 979 11,502 +366
Oct10 100112 89.850 90.100 89.650 90.000 +0.020 401 10,112 +180
Dec10 100112 90.250 90.750 90.250 90.730 +0.180 187 2,297 +51
Total Volume and Open Interest 58,007 273,683 +4,015
Feeder Cattle(CME)
Jan10 100112 96.330 98.100 96.330 97.800 +1.515 1,211 3,882 -732
Mar10 100112 96.350 98.600 96.330 98.300 +1.900 2,112 14,773 +360
Apr10 100112 97.480 99.500 97.480 99.285 +1.785 365 4,350 +90
May10 100112 98.330 100.050 98.330 99.980 +1.650 204 3,947 -15
Aug10 100112 99.750 101.250 99.750 101.230 +1.650 62 1,694 +13
Sep10 100112 100.000 100.800 100.000 100.800 +1.370 2 30 +1
Oct10 100112 99.900 100.300 99.350 100.300 +1.150 29 37 +1
Total Volume and Open Interest 3,987 28,718 -281
Lean Hogs(CME)
Feb10 100112 66.450 66.785 65.550 66.400 -0.280 20,146 57,102 -5,056
Apr10 100112 71.050 71.330 70.285 71.035 -0.265 15,582 64,657 +3,035
May10 100112 75.350 75.600 74.900 75.550 -0.085 108 4,102 +29
Jun10 100112 79.050 79.150 78.285 78.975 -0.375 4,320 36,236 +690
Jul10 100112 77.650 77.700 76.900 77.400 -0.385 1,371 13,081 +912
Aug10 100112 76.400 76.600 75.700 76.550 -0.300 375 8,960 +202
Oct10 100112 67.785 68.000 67.200 67.850 -0.700 35 3,542 +23
Dec10 100112 66.500 66.500 65.950 66.200 -0.500 37 2,256 +19
Total Volume and Open Interest 41,975 190,158 -146
Pork Bellies(CME)
Feb10 100112 87.500 87.500 86.550 87.050 -0.335 18 211 -12
Mar10 100112 87.000 87.100 86.600 86.600 unch 0 101 +0
May10 100112 89.500 90.500 89.500 90.500 unch 0 119 +0
Jul10 100112 91.000 91.000 91.000 91.000 unch 0 23 +0
Aug10 100112 86.000 86.000 86.000 86.000 unch 0 15 +0
Total Volume and Open Interest 18 469 -12
Class III Milk(CME)
Jan10 100112 14.32 14.35 14.30 14.32 unch 42 3,767 -18
Feb10 100112 13.75 13.75 13.60 13.65 -0.10 570 4,523 -37
Mar10 100112 13.95 14.18 13.95 13.99 -0.15 233 3,449 +29
Apr10 100112 14.27 14.33 14.20 14.24 -0.09 130 2,521 +12
May10 100112 14.72 14.80 14.66 14.67 -0.13 34 2,066 +19
Total Volume and Open Interest 1,280 25,846 +158
Cocoa(ICE)
Mar10 100112 3333 3352 3282 3342 -1 7,374 67,972 -1,825
May10 100112 3357 3375 3315 3369 +2 2,727 28,895 +1,035
Jul10 100112 3370 3380 3329 3377 +4 863 9,610 +577
Sep10 100112 3373 3385 3335 3382 +6 144 6,292 +2
Dec10 100112 3359 3369 3322 3365 +7 223 5,342 +205
Mar11 100112 3339 3355 3335 3355 +8 44 8,091 +30
May11 100112 3339 3355 3338 3355 +8 14 4,272 +9
Total Volume and Open Interest 11,399 132,716 +38
Coffee "C"(ICE)
Mar10 100112 144.00 144.85 142.50 143.10 -0.60 12,495 78,266 -48
May10 100112 145.40 146.50 144.50 144.95 -0.60 3,892 29,292 +138
Jul10 100112 147.80 148.00 146.05 146.60 -0.35 2,118 7,071 +462
Sep10 100112 148.85 149.35 147.50 148.05 -0.20 482 7,118 +152
Dec10 100112 150.50 151.00 149.30 149.80 -0.15 236 6,998 -130
Mar11 100112 152.10 152.40 151.35 151.35 -0.10 16 2,341 +10
Total Volume and Open Interest 19,350 131,512 +535
Orange Juice(ICE)
Mar10 100112 132.10 138.70 132.10 136.40 +4.55 7,663 24,827 -1,852
May10 100112 137.00 141.75 137.00 139.95 +4.50 1,530 6,072 +475
Jul10 100112 140.25 145.00 140.25 143.30 +4.55 334 2,459 +174
Sep10 100112 143.75 145.00 143.75 144.30 +4.85 17 874 -6
Nov10 100112 144.00 144.80 144.00 144.80 +5.35 8 358 -2
Jan11 100112 146.80 146.95 146.25 146.25 +4.55 2 551 +1
Total Volume and Open Interest 9,554 35,330 -1,210
Sugar #11(ICE)
Mar10 100112 26.93 27.98 26.87 27.36 +0.61 57,826 311,348 -11,195
May10 100112 25.75 26.60 25.75 26.04 +0.39 29,908 157,814 +3,763
Jul10 100112 23.02 23.75 23.02 23.28 +0.32 10,296 140,816 +324
Oct10 100112 21.40 21.91 21.28 21.33 +0.03 5,016 100,747 -674
Mar11 100112 20.09 20.15 19.60 19.71 -0.14 2,496 51,489 -378
Total Volume and Open Interest 106,123 834,837 -8,065
London Cocoa(LCE)
Mar10 100112 2280 2286 2267 2278 +1 4,069 64,247 +1,595
May10 100112 2283 2293 2275 2282 -2 574 52,488 +156
Jul10 100112 2265 2265 2249 2255 -3 1,207 25,468 +1,010
Sep10 100112 2232 2234 2218 2224 unch 675 12,789 -275
Dec10 100112 2195 2205 2191 2195 +5 41 9,795 +6
Mar11 100112 2177 2177 2177 2177 +7 214 8,779 +214
May11 100112 2162 2162 2162 2162 +5 0 1,386 +0
Total Volume and Open Interest 6,780 174,952 +2,706
London Sugar(LCE)
Cotton(ICE)
Mar10 100112 74.00 74.20 72.63 72.79 -1.45 9,374 113,101 -975
May10 100112 75.18 75.27 73.75 73.96 -1.44 1,780 26,850 +429
Jul10 100112 75.80 75.92 74.67 74.92 -1.24 1,487 24,130 +532
Oct10 100112 74.31 74.31 74.31 74.31 -1.05 0 158 +0
Dec10 100112 75.00 75.15 74.11 74.52 -0.80 436 16,681 +142
Mar11 100112 75.71 75.92 75.71 75.92 -0.78 0 333 +0
Total Volume and Open Interest 13,077 182,120 +128
Lumber(CME)
Jan10 100112 213.4 214.0 207.6 210.0 -0.5 219 830 -31
Mar10 100112 238.8 240.0 230.8 232.9 -7.9 932 6,106 +289
May10 100112 259.3 260.1 252.3 256.0 -4.5 270 1,848 +160
Jul10 100112 267.5 268.6 263.0 266.0 -4.5 97 421 +93
Total Volume and Open Interest 1,570 9,406 +545
Crude Oil(NYM)
Feb10 100112 82.07 82.34 79.91 80.79 -1.73 296,304 226,210 -24,161
Mar10 100112 82.69 82.82 80.29 81.17 -1.84 130,542 227,888 +24,899
Apr10 100112 83.09 83.29 80.82 81.70 -1.85 30,455 84,853 -671
May10 100112 83.58 83.89 81.50 82.28 -1.86 14,649 51,982 +1,200
Jun10 100112 84.09 84.45 81.99 82.84 -1.86 15,725 106,882 -1,103
Jul10 100112 84.84 84.96 82.55 83.40 -1.84 5,041 39,303 +1,238
Aug10 100112 85.00 85.00 83.82 83.89 -1.81 1,897 16,628 +83
Sep10 100112 85.01 85.01 84.26 84.35 -1.81 2,654 28,909 -452
Oct10 100112 85.50 85.54 84.48 84.82 -1.80 2,089 19,777 +881
Nov10 100112 85.95 85.95 85.29 85.29 -1.77 2,380 22,654 +231
Dec10 100112 86.90 87.28 85.01 85.79 -1.74 11,282 173,991 +1,252
Jan11 100112 86.88 86.88 86.15 86.15 -1.71 1,121 20,119 -59
Feb11 100112 86.40 86.46 86.40 86.46 -1.69 716 10,102 -82
Mar11 100112 86.77 86.77 86.77 86.77 -1.67 230 6,807 +121
Apr11 100112 87.06 87.06 87.06 87.06 -1.65 101 9,387 +61
May11 100112 87.30 87.30 87.30 87.30 -1.63 31 3,737 -1
Total Volume and Open Interest 525,825 1,294,224 +4,599
e-miNY Crude Oil(NYM)
Jan10 091218 72.850 74.675 72.550 73.350 +0.700 8,590 3,806 -360
Feb10 100112 82.050 82.325 79.900 80.800 -1.725 10,976 3,919 -689
Mar10 100112 82.675 82.775 80.300 81.175 -1.825 801 1,869 +151
Apr10 100112 82.825 82.875 81.025 81.700 -1.850 34 272 +16
May10 100112 83.000 83.000 82.000 82.275 -1.875 3 86 -2
Jun10 100112 83.600 83.600 82.550 82.850 -1.850 4 15 +4
Jul10 100112 84.175 84.175 83.400 83.400 -1.850 1 8 +0
Aug10 100112 83.900 83.900 83.900 83.900 -1.800 1 1 -1
Sep10 100112 84.350 84.350 84.350 84.350 -1.800 0 1 +0
Oct10 100112 84.825 84.825 84.825 84.825 -1.800 0 2 +0
Total Volume and Open Interest 11,820 6,273 -521
Heating Oil(NYM)
Feb10 100112 217.20 217.53 210.74 213.18 -4.83 47,380 84,511 -5,066
Mar10 100112 218.01 218.36 211.81 214.17 -4.78 24,313 68,361 +5,601
Apr10 100112 217.55 217.92 212.20 214.53 -4.75 10,666 34,226 +1,243
May10 100112 217.80 219.04 213.99 214.98 -4.79 4,704 20,285 +252
Jun10 100112 218.36 219.78 213.58 215.65 -4.76 7,791 37,813 +303
Jul10 100112 219.45 219.76 216.45 217.20 -4.72 2,175 11,057 -167
Aug10 100112 220.42 221.25 217.95 218.97 -4.74 1,150 4,954 +413
Sep10 100112 225.53 225.53 220.57 221.17 -4.79 719 8,156 +74
Oct10 100112 225.22 226.12 222.67 223.60 -4.86 377 7,223 +102
Nov10 100112 227.40 227.80 226.00 226.00 -4.88 358 6,462 +163
Dec10 100112 231.27 232.40 227.50 228.40 -4.88 1,604 17,132 +286
Jan11 100112 233.00 233.00 230.75 230.75 -4.88 1,481 7,963 +1,244
Total Volume and Open Interest 105,146 329,151 +5,230
Gasoline(NYMEX)
Feb10 100112 214.15 214.60 206.61 209.78 -4.49 51,389 80,936 -6,447
Mar10 100112 214.85 215.60 207.99 211.06 -4.41 29,070 60,178 +6,660
Apr10 100112 224.50 225.02 218.20 221.02 -4.42 14,284 36,845 +709
May10 100112 225.45 225.45 219.16 221.91 -4.48 7,460 18,611 +466
Jun10 100112 225.50 226.98 219.71 222.43 -4.59 3,557 18,871 +357
Jul10 100112 223.61 223.61 219.85 222.39 -4.57 1,947 9,478 +519
Aug10 100112 224.50 224.50 222.01 222.01 -4.60 421 6,028 -1
Sep10 100112 223.40 223.40 221.05 221.26 -4.60 786 7,068 +154
Oct10 100112 214.00 214.00 211.56 211.56 -4.50 108 2,953 +22
Nov10 100112 212.81 212.81 210.86 210.86 -4.40 239 9,355 +21
Total Volume and Open Interest 110,257 263,011 +2,773
e-miNY RBOB Gasoline(NYM)
Feb10 100112 209.80 209.80 209.78 209.80 -4.50 0 13 +0
Mar10 100112 211.10 211.10 211.06 211.10 -4.40      
Apr10 100112 221.00 221.02 221.00 221.00 -4.40      
May10 100112 221.90 221.91 221.90 221.90 -4.50      
Total Volume and Open Interest 0 13 +0
Natural Gas(NYM)
Feb10 100112 5.485 5.605 5.354 5.591 +0.137 120,791 107,978 -3,479
Mar10 100112 5.449 5.565 5.327 5.552 +0.120 62,122 153,563 +10,432
Apr10 100112 5.414 5.524 5.312 5.520 +0.115 29,303 76,843 -1,054
May10 100112 5.450 5.575 5.371 5.569 +0.112 12,152 53,000 +2,739
Jun10 100112 5.560 5.641 5.441 5.639 +0.108 4,874 24,533 -113
Jul10 100112 5.609 5.724 5.565 5.720 +0.104 5,319 23,430 +1,184
Aug10 100112 5.730 5.785 5.700 5.785 +0.101 2,838 32,723 +285
Sep10 100112 5.757 5.814 5.728 5.813 +0.097 2,148 21,669 -299
Oct10 100112 5.750 5.913 5.750 5.913 +0.097 7,016 46,657 +758
Nov10 100112 6.110 6.220 6.110 6.218 +0.077 1,334 11,801 +88
Dec10 100112 6.428 6.568 6.423 6.563 +0.072 2,337 22,286 -410
Jan11 100112 6.695 6.792 6.666 6.788 +0.067 4,506 25,369 +1,090
Feb11 100112 6.690 6.757 6.680 6.756 +0.065 469 8,361 +95
Mar11 100112 6.525 6.576 6.505 6.571 +0.065 2,370 21,567 -114
Apr11 100112 5.965 6.042 5.965 6.036 +0.045 1,534 18,530 +1,268
May11 100112 5.940 6.001 5.940 6.001 +0.040 255 9,617 -16
Total Volume and Open Interest 259,834 752,440 +12,523
Brent Crude Oil(ICE)
Feb10 100112 80.55 80.86 78.49 79.30 -1.67 127,754 100,566 -24,262
Mar10 100112 81.12 81.40 79.01 79.83 -1.71 110,295 234,995 +29,051
Apr10 100112 81.80 82.06 79.68 80.46 -1.74 41,807 101,089 +13,300
May10 100112 82.48 82.68 80.67 81.11 -1.78 20,296 44,813 +2,142
Jun10 100112 83.14 83.34 81.32 81.76 -1.78 16,214 67,182 +1,604
Jul10 100112 83.29 83.54 82.22 82.36 -1.77 5,185 18,389 +1,060
Aug10 100112 83.84 84.14 82.68 82.93 -1.74 4,323 17,117 +1,197
Sep10 100112 84.33 84.58 83.32 83.45 -1.71 2,984 10,438 +304
Oct10 100112 84.81 85.08 83.70 83.96 -1.69 1,745 13,774 +450
Nov10 100112 84.50 84.50 84.46 84.46 -1.68 2,202 12,238 +170
Dec10 100112 86.23 86.42 84.56 84.99 -1.67 9,440 77,121 +1,343
Jan11 100112 85.47 85.47 85.47 85.47 -1.67 1,049 9,294 +121
Feb11 100112 85.91 85.91 85.91 85.91 -1.66 290 4,702 -275
Mar11 100112 86.32 86.32 86.32 86.32 -1.65 9 4,637 +4
Total Volume and Open Interest 346,281 817,977 +25,505
Gas Oil(ICE)
Jan10 100112 654.00 657.00 652.75 657.00 unch 39,013 20,180 -24,924
Feb10 100112 661.25 664.25 645.00 658.25 -5.75 89,815 142,055 +536
Mar10 100112 667.00 669.75 650.50 664.00 -5.75 36,750 75,049 +7,848
Apr10 100112 674.50 675.00 656.50 669.25 -6.00 11,779 43,547 +1,214
May10 100112 675.25 680.00 665.00 674.50 -6.25 7,201 27,814 -182
Jun10 100112 683.25 686.00 671.00 680.00 -6.25 10,726 40,955 -641
Jul10 100112 686.75 691.50 681.00 685.75 -6.50 5,165 20,190 +162
Aug10 100112 692.75 696.50 685.75 691.75 -6.75 3,350 19,993 +326
Sep10 100112 702.00 702.50 690.50 697.50 -7.00 2,492 20,172 +482
Oct10 100112 701.50 704.00 696.00 703.25 -7.00 1,201 11,968 +359
Total Volume and Open Interest 211,485 549,836 -13,466
Ethanol(CBOT)
Jan10 100106 1.949 1.958 1.941 1.957 +0.010 21 369 -4
Feb10 100112 1.845 1.845 1.800 1.813 -0.091 103 987 +27
Mar10 100112 1.829 1.829 1.811 1.820 -0.091 61 974 +11
Apr10 100112 1.838 1.838 1.805 1.817 -0.098 113 1,168 +35
May10 100112 1.826 1.826 1.824 1.824 -0.087 10 423 +10
Jun10 100112 1.840 1.840 1.821 1.827 -0.087 18 397 +18
Jul10 100112 1.845 1.845 1.815 1.820 -0.094 28 566 +13
Aug10 100112 1.817 1.817 1.805 1.805 -0.073 40 533 +37
Total Volume and Open Interest 609 7,278 +354
US Dollar Index(ICE)
Mar10 100112 77.310 77.460 76.890 77.120 -0.040 20,000 50,354 -2,654
Jun10 100112 77.545 77.630 77.270 77.440 -0.080 37 4,959 +13
Sep10 100112 76.850 77.440 76.850 77.440 -0.080 0 1 +0
Total Volume and Open Interest 20,037 55,314 -2,641
Australian Dollar(CME)
Mar10 100112 92.34 92.47 91.11 91.52 -0.94 56,788 120,959 +2,495
Jun10 100112 91.33 91.49 90.18 90.56 -0.93 837 4,454 +646
Sep10 100112 89.56 90.46 89.56 89.56 -0.90 0 18 +0
Total Volume and Open Interest 57,625 125,431 +3,141
British Pound(CME)
Mar10 100112 161.06 161.90 160.55 161.71 +0.77 80,749 89,853 -872
Jun10 100112 160.85 161.70 160.48 161.62 +0.77 127 762 +28
Sep10 100112 161.54 161.54 160.76 161.54 +0.78 0 79 +0
Total Volume and Open Interest 80,876 90,697 -844
Canadian Dollar(CME)
Mar10 100112 96.77 96.95 96.01 96.34 -0.44 53,513 116,092 +2,873
Jun10 100112 96.55 96.92 96.02 96.33 -0.44 262 1,495 +77
Sep10 100112 96.24 96.74 96.00 96.30 -0.44 16 646 +15
Dec10 100112 96.50 96.65 95.93 96.21 -0.44 25 503 +9
Total Volume and Open Interest 53,816 118,793 +2,974
Japanese Yen(CME)
Mar10 100112 108.64 110.26 108.21 109.91 +1.27 69,309 113,717 -997
Jun10 100112 108.74 110.24 108.33 109.97 +1.27 142 492 +63
Sep10 100112 109.92 110.15 108.82 110.08 +1.26 0 196 +0
Total Volume and Open Interest 69,451 114,429 -934
Swiss Franc(CME)
Mar10 100112 98.48 98.61 97.98 98.31 -0.19 52,153 38,041 +403
Jun10 100112 98.13 98.56 98.05 98.37 -0.19 11 146 +9
Sep10 100112 98.57 98.64 98.46 98.46 -0.18 0 5 -10
Total Volume and Open Interest 52,164 38,194 +402
EuroFX(CME)
Mar10 100112 145.12 145.44 144.52 144.95 -0.23 212,216 158,216 +7,629
Jun10 100112 144.80 145.37 144.58 144.90 -0.23 260 1,393 +34
Sep10 100112 144.81 145.04 144.76 144.81 -0.23 0 660 +0
Total Volume and Open Interest 212,476 160,284 +7,663
Mexican Peso(CME)
Jan10 100112 783.8 783.8 783.2 783.8 +0.5 8 0 -8
Feb10 100112 780.8 780.8 780.2 780.8 +0.5 0 3 +0
Total Volume and Open Interest 11,882 103,632 +935
30-Year T-Bonds(CBOT)
Mar10 100112 115~080 116~300 115~080 116~260 +1~200 187,928 652,872 -13,165
Jun10 100112 113~310 115~130 113~230 115~110 +1~200 33 541 +25
Sep10 100112 113~280 113~280 112~080 113~280 +1~200 1 2 +1
Total Volume and Open Interest 187,962 653,415 -13,139
10-Year T-Notes(CBOT)
Mar10 100112 116~015 116~270 116~010 116~240 +0~230 574,469 1,235,789 +8,205
Jun10 100112 114~260 115~080 114~150 115~055 +0~225 1,289 1,162 +613
Sep10 100112 113~190 113~190 112~290 113~190 +0~220      
Total Volume and Open Interest 575,758 1,236,951 +8,818
5-Year T-Notes(CBOT)
Mar10 100112 115~002 115~060 115~002 115~051 +0~047 242,002 778,509 -8,567
Jun10 100112 114~009 114~013 113~094 114~013 +0~047 0 2 +0
Sep10 100112 112~103 112~103 112~056 112~103 +0~047      
Total Volume and Open Interest 242,002 778,511 -8,567
2 Year T-Notes(CBOT)
Mar10 100112 108~072 108~084 108~072 108~081 +0~007 173,763 853,299 +340
Jun10 100112 108~006 108~008 107~103 108~008 +0~012 0 8,352 +0
Sep10 100112 107~063 107~063 107~046 107~063 +0~017      
Total Volume and Open Interest 173,763 861,651 +340
Eurodollars(CME)
Mar10 100112 99.710 99.720 99.705 99.710 unch 109,694 1,157,591 -22,185
Jun10 100112 99.530 99.550 99.520 99.550 +0.020 183,254 912,634 +19,477
Sep10 100112 99.210 99.255 99.205 99.250 +0.030 200,558 763,335 +14,016
Dec10 100112 98.820 98.875 98.815 98.865 +0.035 170,841 773,024 +4,193
Mar11 100112 98.415 98.485 98.415 98.470 +0.045 184,633 561,114 +8,886
Jun11 100112 98.010 98.090 98.005 98.075 +0.055 147,243 562,305 +5,738
Sep11 100112 97.635 97.725 97.630 97.710 +0.065 90,267 482,670 +3,237
Dec11 100112 97.280 97.380 97.280 97.365 +0.075 86,401 301,025 -2,671
Mar12 100112 96.970 97.075 96.970 97.060 +0.080 46,725 237,855 +1,943
Jun12 100112 96.665 96.775 96.665 96.765 +0.090 44,913 209,146 +5,955
Sep12 100112 96.395 96.510 96.395 96.505 +0.105 39,712 119,939 +1,214
Dec12 100112 96.135 96.255 96.135 96.250 +0.115 27,380 97,726 -419
Mar13 100112 95.990 96.065 95.990 96.055 +0.120 11,203 68,087 -576
Jun13 100112 95.760 95.880 95.760 95.875 +0.125 8,557 61,666 +445
Sep13 100112 95.575 95.715 95.575 95.705 +0.130 12,586 50,778 -883
Dec13 100112 95.425 95.540 95.420 95.530 +0.130 6,200 36,624 -147
Mar14 100112 95.345 95.410 95.330 95.395 +0.130 4,543 32,881 +255
Jun14 100112 95.195 95.280 95.195 95.270 +0.130 3,131 28,696 +149
Total Volume and Open Interest 1,401,607 6,713,974 +41,331
30 Day Federal Funds(CBOT)
Jan10 100112 99.885 99.887 99.885 99.885 unch 1,853 72,333 -173
Feb10 100112 99.865 99.870 99.860 99.865 unch 2,881 94,639 -1,938
Mar10 100112 99.845 99.855 99.845 99.850 +0.005 2,894 58,555 +386
Apr10 100112 99.825 99.835 99.825 99.830 +0.005 2,631 66,551 +86
May10 100112 99.795 99.805 99.795 99.800 +0.005 4,931 59,469 +323
Jun10 100112 99.770 99.785 99.770 99.780 +0.010 4,920 39,580 +163
Total Volume and Open Interest 32,046 526,945 +1,649
30 Day Fed Funds(e-CBOT)
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100112 99.590 99.590 99.590 99.590 unch 0 692 +0
Jun10 100112 99.630 99.630 99.630 99.630 unch 0 80 +0
Sep10 100112 99.650 99.650 99.650 99.650 unch 0 230 +0
Dec10 100112 99.640 99.640 99.640 99.640 unch 0 242 +0
Mar11 100112 99.555 99.555 99.555 99.555 unch      
Jun11 100112 99.530 99.530 99.530 99.530 unch      
Sep11 100112 99.530 99.530 99.530 99.530 unch      
Dec11 100112 99.335 99.335 99.335 99.335 unch      
Mar12 100112 99.305 99.305 99.305 99.305 +0.005      
Jun12 100112 99.355 99.355 99.355 99.355 +0.005      
Total Volume and Open Interest 0 1,244 +0
3-Mth Euro-Yen(SGX)
Mar10 100112 99.60 99.60 99.60 99.60 +0.01 0 4,557 -1
Jun10 100112 99.64 99.64 99.64 99.64 +0.01 0 1,709 +0
Sep10 100112 99.66 99.66 99.66 99.66 +0.01 0 1,666 +0
Dec10 100112 99.63 99.64 99.63 99.64 +0.00 0 1,281 +0
Mar11 100112 99.56 99.56 99.56 99.56 +0.00 0 662 +0
Jun11 100112 99.54 99.54 99.54 99.54 +0.01 0 52 +0
Sep11 100112 99.54 99.54 99.54 99.54 +0.01 0 51 +0
Dec11 100112 99.34 99.34 99.34 99.34 +0.00 0 101 +0
Total Volume and Open Interest 0 11,450 -1
Japanese Gov't Bonds(SGX)
Mar10 100112 138.73 139.06 138.68 138.98 +0.30 2,647 16,506 -46
Jun10 100112 138.98 138.98 138.98 138.98 +0.30      
Sep10 100112 138.98 138.98 138.98 138.98 +0.30      
Total Volume and Open Interest 2,647 16,506 -46
Euro-Bund(EUREX)
Mar10 100112 121.80 122.24 121.74 122.14 +0.43 587,045 847,305 +36,427
Jun10 100112 120.41 120.72 120.41 120.67 +0.41 12 80 +4
Sep10 100112 120.34 120.34 120.34 120.34 +0.43      
Total Volume and Open Interest 587,057 847,385 +36,431
Euro-Bobl(EUREX)
Mar10 100112 116.15 116.34 116.10 116.29 +0.20 309,692 685,149 +10,124
Jun10 100112 114.83 114.83 114.83 114.83 +0.20 0 2 +0
Sep10 100112 114.59 114.59 114.59 114.59 +0.20      
Total Volume and Open Interest 309,692 685,151 +10,124
3-Mth Euribor(EUREX)
Mar10 100112 99.300 99.305 99.295 99.305 +0.010 197 15,353 +6
Jun10 100112 99.030 99.035 99.025 99.035 +0.015 28 7,133 +1
Sep10 100112 98.715 98.715 98.705 98.715 +0.020 23 2,455 -15
Total Volume and Open Interest 389 28,451 -14
Long Gilt(LIFFE)
Mar10 100112 114~30 115~11 114~26 115~06 +0~15 68,262 231,264 -6,734
Jun10 100112 114~05 114~05 114~05 114~05 -0~16      
Total Volume and Open Interest 68,262 231,264 -6,734
3-Mth Short Sterling(LIFFE)
Mar10 100112 99.36 99.37 99.35 99.36 +0.01 28,952 337,373 -4,304
Jun10 100112 99.16 99.19 99.15 99.18 +0.03 85,613 382,015 -5,226
Sep10 100112 98.80 98.84 98.80 98.83 +0.03 103,621 346,219 +8,181
Dec10 100112 98.33 98.38 98.33 98.37 +0.04 82,725 304,592 +6,418
Mar11 100112 97.90 97.94 97.88 97.93 +0.06 83,646 287,961 +2,221
Jun11 100112 97.46 97.52 97.45 97.50 +0.07 67,518 160,439 +5,237
Total Volume and Open Interest 562,543 2,195,403 +19,831
3-Mth Euribor(LIFFE)
Mar10 100112 99.300 99.310 99.290 99.305 +0.010 95,883 747,428 -15,212
Jun10 100112 99.020 99.040 99.015 99.035 +0.015 157,948 735,900 +5,756
Sep10 100112 98.700 98.725 98.685 98.715 +0.020 144,986 598,062 +18
Total Volume and Open Interest 822,860 3,636,572 +15,483
3-Mth Aus T-Bills(SFE)
Mar10 100112 95.46 95.53 95.44 95.49 +0.03 16,283 288,482 -145
Jun10 100112 95.05 95.16 95.03 95.10 +0.04 18,956 188,926 +6,168
Sep10 100112 94.78 94.88 94.76 94.84 +0.05 7,780 96,314 +1,706
Dec10 100112 94.58 94.67 94.55 94.63 +0.04 5,820 78,574 +1,145
Mar11 100112 94.37 94.49 94.36 94.45 +0.06 4,083 30,276 +2,863
Jun11 100112 94.19 94.33 94.19 94.30 +0.07 1,574 24,838 +874
Sep11 100112 94.06 94.20 94.06 94.18 +0.08 730 16,888 +317
Dec11 100112 93.96 94.11 93.96 94.10 +0.09 385 8,357 +267
Mar12 100112 94.05 94.05 94.05 94.05 +0.11 150 3,089 +0
Jun12 100112 94.00 94.00 94.00 94.00 +0.11 0 1,186 +0
Total Volume and Open Interest 55,761 737,848 +13,195
10-Year Aus T-Bonds(SFE)
Mar10 100112 94.22 94.32 94.20 94.29 +0.07 34,878 323,472 +6,863
Jun10 100112 94.29 94.29 94.29 94.29 +0.07      
Total Volume and Open Interest 34,878 323,472 +6,863
3-Year Aus T-Bonds(SFE)
Mar10 100112 94.80 94.88 94.77 94.83 +0.03 82,990 447,564 +12,518
Jun10 100112 94.83 94.83 94.83 94.83 +0.03      
Total Volume and Open Interest 82,990 447,564 +12,518
Gold(CMX)
Feb10 100112 1152.0 1158.3 1124.3 1129.4 -22.0 173,768 303,821 -223
Apr10 100112 1153.3 1159.5 1125.6 1130.8 -22.0 24,106 82,642 +10,997
Jun10 100112 1160.0 1160.5 1127.7 1131.7 -22.2 3,598 41,424 +1,641
Aug10 100112 1153.6 1160.1 1130.8 1132.6 -22.3 2,007 19,786 +1,166
Oct10 100112 1157.4 1161.0 1133.3 1133.6 -22.6 352 4,643 +55
Dec10 100112 1156.5 1164.3 1130.0 1135.1 -22.8 2,356 24,567 +630
Feb11 100112 1160.7 1160.7 1137.0 1137.1 -23.0 121 6,354 +100
Apr11 100112 1148.9 1148.9 1139.5 1139.5 -23.3 0 3,745 +0
Jun11 100112 487.1 487.1 487.1 487.1 -23.5 5 7,411 -5
Aug11 100112 1146.7 1146.7 1146.1 1146.1 -23.6 0 1,386 +0
Oct11 100112 1150.1 1150.1 1150.1 1150.1 -23.8 0 1,160 +0
Dec11 100112 1176.0 1177.0 1150.0 1154.5 -23.9 114 10,725 +7
Total Volume and Open Interest 206,862 527,821 +14,477
Silver(CMX)
Mar10 100112 1856.0 1881.0 1816.0 1825.5 -44.0 31,146 82,445 +2,268
May10 100112 1867.0 1880.0 1823.0 1827.8 -44.1 2,903 14,664 +1,721
Jul10 100112 1872.0 1872.0 1823.5 1829.8 -44.2 368 8,647 +63
Sep10 100112 1834.5 1834.5 1831.7 1831.7 -44.3 7 2,696 -5
Dec10 100112 1862.5 1885.0 1825.5 1834.6 -44.4 612 10,884 +323
Mar11 100112 1846.0 1846.0 1837.4 1837.4 -44.6 12 783 +0
May11 100112 1839.7 1839.7 1839.7 1839.7 -44.7 11 204 +10
Total Volume and Open Interest 35,739 131,939 +4,567
Platinum(NYMEX)
Jan10 100112 1597.2 1612.5 1573.9 1573.9 -14.4 19 32 -48
Apr10 100112 1591.5 1627.5 1549.3 1578.6 -13.9 2,615 32,824 -237
Jul10 100112 1622.0 1622.0 1554.6 1579.6 -12.9 107 1,151 +98
Oct10 100112 1582.7 1582.7 1582.7 1582.7 -12.9 0 14 +0
Total Volume and Open Interest 2,762 34,042 -173
Palladium(NYMEX)
Mar10 100112 432.50 448.85 420.55 425.80 -6.15 1,240 23,089 -91
Jun10 100112 433.50 440.30 421.00 426.10 -6.15 111 671 +63
Sep10 100112 433.05 434.95 426.10 426.10 -6.15 5 9 +5
Total Volume and Open Interest 1,356 23,777 -24
Copper(CMX)
Mar10 100112 344.55 346.25 330.50 334.95 -9.15 21,424 113,530 -2,385
May10 100112 345.40 346.95 332.00 336.20 -9.20 2,017 21,258 -625
Jul10 100112 347.50 347.50 336.75 337.00 -9.10 701 9,471 +299
Sep10 100112 343.75 343.75 336.75 337.20 -9.20 93 4,419 -14
Dec10 100112 346.20 346.20 337.20 337.20 -9.20 122 3,881 +77
Total Volume and Open Interest 24,973 157,191 -2,951
DJIA Index(CBOT)
Mar10 100112 10583 10605 10515 10588 -16 380 11,210 -23
Jun10 100112 10527 10542 10527 10527 -15 0 11 +0
Sep10 100112 10472 10488 10472 10472 -16      
Dec10 100112 10423 10439 10423 10423 -16      
Total Volume and Open Interest 380 11,221 -23
S & P 500(CME)
Mar10 100112 1140.90 1142.80 1127.80 1133.90 -8.60 11,923 320,129 +1,059
Jun10 100112 1128.90 1133.60 1123.60 1128.90 -8.70 0 2,408 -104
Sep10 100112 1124.40 1129.10 1119.10 1124.40 -8.70 0 447 +0
Dec10 100112 1121.40 1126.10 1116.10 1121.40 -8.70 0 10 +0
Total Volume and Open Interest 11,923 322,995 +955
S & P 500 E-Mini(Globex)
Mar10 100112 1141.25 1143.00 1127.75 1134.00 -8.50 1,456,443 2,427,453 +7,259
Jun10 100112 1136.00 1137.75 1123.00 1129.00 -8.50 425 4,638 -268
Total Volume and Open Interest 1,456,871 2,433,240 +6,992
NASDAQ 100(CME)
Mar10 100112 1879.80 1883.50 1849.00 1865.50 -18.00 1,074 14,225 +231
Jun10 100112 1862.80 1867.00 1862.80 1862.80 -18.00 360 788 +462
Sep10 100112 1861.80 1861.80 1861.80 1861.80 -18.00      
Total Volume and Open Interest 1,434 15,013 +693
NASDAQ 100 E-Mini(Globex)
Mar10 100112 1882.00 1883.80 1850.00 1865.50 -18.00 244,841 314,557 -13,361
Jun10 100112 1879.50 1881.30 1847.80 1862.80 -18.00 288 898 +153
Total Volume and Open Interest 245,129 315,457 -13,208
S & P Midcap 400(CME)
Mar10 100112 745.50 745.50 737.00 741.60 -6.90 287 1,484 -2
Jun10 100112 739.50 739.90 739.50 739.50 -6.90      
Sep10 100112 737.50 737.90 737.50 737.50 -6.90      
Total Volume and Open Interest 287 1,484 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100112 10870 10930 10735 10800 -100 7,922 38,492 +1,714
Jun10 100112 10800 10800 10795 10800 -100      
Total Volume and Open Interest 7,922 38,492 +1,714
Nikkei 225(SGX)
Mar10 100112 10835 10910 10755 10905 +85 123,245 181,340 -311
Jun10 100112 10850 10850 10850 10850 +85 20 1,340 +0
Sep10 100112 10855 10855 10855 10855 +85 0 55 +0
Total Volume and Open Interest 123,285 183,609 -291
CAC 40(EURONEXT)
Jan10 100112 4054.0 4055.5 3979.5 4001.0 -42.0 113,200 359,612 -5,854
Feb10 100112 4055.5 4056.5 3981.0 4002.0 -42.0 23,539 25,281 +23,371
Mar10 100112 4046.0 4056.5 3984.0 4002.5 -42.0 4,453 58,166 +3,442
Total Volume and Open Interest 141,192 444,909 +20,959
Hang Seng Index(HKFE)
Jan10 100112 22491 22519 22203 22241 -267 69,190 83,024 +1,689
Feb10 100112 22455 22500 22199 22230 -268 1,403 1,564 +53
Mar10 100112 22400 22422 22151 22159 -278 263 4,739 -12
Total Volume and Open Interest 70,887 90,007 +1,722
DAX(EUREX)
Mar10 100112 6056.0 6061.5 5922.5 5952.5 -86.0 108,182 140,719 +1,588
Jun10 100112 6055.5 6055.5 5938.0 5962.0 -86.0 202 7,953 -12
Sep10 100112 6007.0 6027.0 5950.0 5972.0 -86.0 1 79 +0
Total Volume and Open Interest 108,385 148,751 +1,576
FT-SE 100(EURONEXT)
Mar10 100112 5497.50 5506.50 5416.50 5456.00 -32.50 80,956 634,156 -5,133
Jun10 100112 5376.00 5406.50 5373.50 5406.50 -32.50 608 2,178 +43
Sep10 100112 5372.00 5372.00 5372.00 5372.00 -32.50 0 374 +0
Total Volume and Open Interest 81,589 637,158 -5,065
SPI 200(SFE)
Mar10 100112 4934.0 4958.0 4879.0 4891.0 -42.0 23,951 192,758 +12
Jun10 100112 4950.0 4950.0 4914.0 4914.0 -41.0 3 1,683 -35
Sep10 100112 4960.0 4960.0 4914.0 4914.0 -41.0 1 1,823 +1
Total Volume and Open Interest 23,955 196,887 -38
GSCI(CME)
Jan10 100112 531.50 535.00 526.00 528.00 -12.30 3,625 14,277 -2,792
Feb10 100112 536.00 538.90 529.50 531.40 -12.60 3,206 5,669 +2,673
Mar10 100112 535.00 543.00 534.50 535.00 -13.00      
Total Volume and Open Interest 6,831 19,946 -119
Reuters CCI(ICE)
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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