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MRCI's End of Day Prices
Daily Futures Price Listing Thu January 21, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100121 950.00 959.50 948.50 954.00 +4.00 91,082 228,624 +1,135
May10 100121 956.75 966.00 955.25 961.00 +4.25 28,918 68,456 +815
Jul10 100121 961.00 970.50 960.00 966.00 +5.00 24,405 62,861 -658
Aug10 100121 955.00 962.50 955.00 960.00 +4.50 199 1,988 -35
Sep10 100121 945.25 946.25 941.00 946.25 +4.75 757 1,786 +26
Nov10 100121 927.50 936.50 927.00 934.00 +5.50 12,533 81,222 +366
Jan11 100121 942.00 945.00 936.00 943.50 +5.25 630 5,171 +387
Total Volume and Open Interest 159,670 456,833 +2,145
Soybean Meal(CBOT)
Mar10 100121 287.00 290.80 286.40 287.50 +1.30 31,014 74,239 -714
May10 100121 279.50 281.80 278.00 279.20 +1.40 13,476 34,560 +186
Jul10 100121 277.30 280.20 276.30 277.90 +1.70 8,520 24,290 -221
Aug10 100121 275.00 277.90 275.00 275.70 +1.10 889 6,607 -37
Sep10 100121 273.70 274.60 272.40 272.80 +1.10 1,106 7,296 -75
Oct10 100121 266.30 268.40 266.00 267.70 +2.10 1,570 4,054 -17
Dec10 100121 264.90 266.80 263.80 266.00 +2.30 4,086 15,667 -26
Jan11 100121 266.40 267.40 265.10 267.40 +2.30 21 871 +18
Total Volume and Open Interest 60,772 169,327 -810
Soybean Oil(CBOT)
Mar10 100121 36.75 37.24 36.65 37.00 +0.43 44,914 122,657 -1,051
May10 100121 37.19 37.68 37.04 37.45 +0.44 13,041 37,265 +691
Jul10 100121 37.52 38.00 37.52 37.87 +0.46 7,741 29,303 +957
Aug10 100121 38.04 38.05 37.72 38.03 +0.47 625 2,655 +76
Sep10 100121 37.89 38.15 37.84 38.15 +0.46 864 4,108 +96
Oct10 100121 37.92 38.32 37.92 38.23 +0.44 1,120 1,936 +122
Dec10 100121 38.17 38.68 38.17 38.53 +0.43 4,007 19,663 +1,411
Jan11 100121 38.80 38.83 38.40 38.83 +0.43 0 39 +0
Total Volume and Open Interest 72,314 217,729 +2,303
Canola(WCE)
Jan10 100114 387.0 387.0 387.0 387.0 -6.2      
Mar10 100121 377.2 384.9 377.2 383.3 +4.1 5,617 85,573 +1,230
May10 100121 384.5 391.6 384.3 390.4 +4.5 622 13,481 +49
Jul10 100121 393.0 397.2 393.0 395.7 +4.5 640 9,829 +78
Nov10 100121 398.6 403.7 398.6 402.3 +3.6 387 8,755 +224
Total Volume and Open Interest 7,266 118,117 +1,581
Corn(CBOT)
Mar10 100121 369.00 372.00 364.00 372.00 +4.00 117,028 482,904 -9,917
May10 100121 379.75 382.75 375.00 382.75 +4.00 25,776 163,351 +5,392
Jul10 100121 389.25 392.25 384.75 392.25 +4.00 18,132 141,918 +2,302
Sep10 100121 396.50 399.00 392.50 399.00 +3.25 4,201 46,757 +1,033
Dec10 100121 403.50 405.75 398.75 405.50 +2.75 22,155 240,780 +3,535
Mar11 100121 412.75 415.00 409.50 415.00 +2.25 1,641 18,718 +278
Total Volume and Open Interest 190,537 1,125,635 +3,192
Wheat(CBOT)
Mar10 100121 497.75 500.50 493.00 499.50 +2.00 48,241 186,617 -1,101
May10 100121 511.25 514.00 507.00 513.00 +1.75 10,083 54,421 +2,219
Jul10 100121 523.50 526.00 519.00 525.00 +1.25 9,722 69,811 +1,174
Sep10 100121 539.00 541.00 535.00 539.75 +0.75 1,757 19,887 +342
Dec10 100121 566.00 566.25 558.75 565.50 +1.00 3,759 55,518 -249
Total Volume and Open Interest 74,618 396,150 +2,859
Wheat(KCBT)
Mar10 100121 504.25 505.00 497.50 503.50 -1.00 12,388 54,207 -383
May10 100121 516.00 516.75 510.25 515.00 -1.50 1,051 17,512 +223
Jul10 100121 527.50 528.50 521.50 526.75 -1.50 3,354 30,764 +41
Sep10 100121 539.25 539.25 535.75 537.75 -1.50 337 4,184 -11
Dec10 100121 556.50 557.00 551.00 555.75 -1.50 1,497 39,769 -180
Total Volume and Open Interest 18,721 147,701 -306
Wheat(MGE)
Mar10 100121 511.25 513.50 507.50 512.50 +1.75 3,326 16,903 -32
May10 100121 522.50 525.00 520.00 524.75 +3.00 696 7,396 +188
Jul10 100121 534.00 537.00 531.50 536.75 +4.50 572 10,646 +81
Sep10 100121 544.00 548.25 543.75 548.25 +1.00 295 4,822 +71
Dec10 100121 565.00 566.50 560.75 566.00 +1.75 262 6,358 -120
Total Volume and Open Interest 5,170 46,998 +198
Oats(CBOT)
Mar10 100121 221.25 226.00 220.25 223.00 +3.00 1,356 8,396 -98
May10 100121 230.50 234.50 228.50 232.00 +3.50 88 1,659 +43
Jul10 100121 237.75 240.00 236.50 239.50 +3.00 323 1,005 +137
Sep10 100121 247.00 247.00 243.00 247.00 +4.00 7 370 +1
Total Volume and Open Interest 2,359 12,603 +315
Rough Rice(CBOT)
Mar10 100121 13.49 13.89 13.40 13.88 +0.39 1,565 12,406 -520
May10 100121 13.77 14.18 13.74 14.18 +0.41 128 757 +45
Jul10 100121 13.98 14.43 13.98 14.43 +0.39 22 626 +0
Sep10 100121 13.60 13.66 13.23 13.54 -0.09 23 920 -7
Total Volume and Open Interest 1,802 15,550 -429
Live Cattle(CME)
Feb10 100121 87.300 87.300 86.450 86.850 -0.600 15,310 57,230 -3,618
Apr10 100121 90.950 90.950 90.035 90.500 -0.635 21,249 128,091 +3,643
Jun10 100121 88.150 88.300 87.650 88.230 -0.200 8,615 62,157 +471
Aug10 100121 87.500 87.800 87.250 87.750 -0.180 1,697 15,655 +674
Oct10 100121 90.150 90.250 89.700 90.230 -0.155 1,239 12,730 +620
Dec10 100121 90.500 90.700 90.100 90.700 -0.100 198 2,880 +74
Total Volume and Open Interest 48,396 280,466 +1,899
Feeder Cattle(CME)
Jan10 100121 97.950 97.950 97.200 97.430 -0.500 573 2,875 -81
Mar10 100121 99.680 99.680 98.800 99.385 -0.500 2,325 17,246 +518
Apr10 100121 100.500 100.700 99.830 100.385 -0.415 710 4,572 +48
May10 100121 100.600 100.885 100.100 100.830 -0.250 605 5,352 +275
Aug10 100121 101.550 101.850 101.300 101.850 -0.185 245 2,349 +127
Sep10 100121 101.230 101.400 100.930 101.300 -0.200 20 79 +19
Oct10 100121 101.000 101.000 100.080 100.800 unch 12 78 +12
Total Volume and Open Interest 4,490 32,566 +918
Lean Hogs(CME)
Feb10 100121 70.830 71.300 69.975 70.800 +0.350 14,067 31,437 -1,647
Apr10 100121 73.475 74.000 71.800 72.650 -0.735 16,288 89,077 +3,978
May10 100121 77.000 77.300 75.350 76.225 -0.955 212 4,640 +33
Jun10 100121 80.400 80.930 78.975 79.600 -0.750 4,802 43,788 +731
Jul10 100121 78.635 79.050 77.450 78.000 -0.650 1,012 14,998 +372
Aug10 100121 77.850 78.100 76.700 77.285 -0.795 566 10,874 +173
Oct10 100121 69.000 69.200 67.450 67.700 -1.250 321 5,387 +142
Dec10 100121 66.550 66.550 64.750 65.500 -0.830 233 2,842 +42
Total Volume and Open Interest 37,562 203,462 +3,795
Pork Bellies(CME)
Feb10 100121 89.400 90.000 89.000 89.000 -0.050 59 178 -17
Mar10 100121 88.300 88.550 88.000 88.000 -0.300 40 100 +4
May10 100121 91.200 91.200 90.750 91.200 unch 0 132 +0
Jul10 100121 93.000 93.000 93.000 93.000 unch 0 44 +0
Aug10 100121 88.000 88.000 88.000 88.000 unch 0 15 +0
Total Volume and Open Interest 99 469 -13
Class III Milk(CME)
Jan10 100121 14.45 14.46 14.44 14.45 unch 59 4,316 +12
Feb10 100121 14.25 14.26 14.05 14.09 -0.11 337 4,093 -17
Mar10 100121 14.40 14.45 14.07 14.18 -0.32 312 3,578 -22
Apr10 100121 14.50 14.50 14.21 14.26 -0.32 199 2,697 +78
May10 100121 14.85 14.98 14.65 14.75 -0.23 96 2,164 +31
Total Volume and Open Interest 1,322 27,611 +199
Cocoa(ICE)
Mar10 100121 3414 3485 3411 3431 +9 6,140 67,606 -389
May10 100121 3451 3512 3441 3458 +7 3,131 35,262 +1,124
Jul10 100121 3455 3515 3445 3461 +6 385 10,777 -221
Sep10 100121 3451 3511 3448 3459 +7 67 6,874 +4
Dec10 100121 3440 3497 3439 3448 +2 32 5,954 -8
Mar11 100121 3443 3443 3443 3443 -2 11 8,129 -1
May11 100121 3443 3443 3443 3443 -3 10 4,313 -10
Total Volume and Open Interest 9,798 141,192 +499
Coffee "C"(ICE)
Mar10 100121 139.45 140.15 137.55 138.70 -0.50 11,331 74,430 -1,377
May10 100121 141.10 141.80 139.50 140.45 -0.55 2,606 29,854 +391
Jul10 100121 141.65 143.40 141.25 142.05 -0.60 867 9,643 +116
Sep10 100121 145.00 145.00 142.50 143.45 -0.65 500 6,992 -43
Dec10 100121 145.70 145.70 144.50 145.15 -0.70 156 6,879 -78
Mar11 100121 146.75 146.75 146.75 146.75 -0.70 108 2,762 +81
Total Volume and Open Interest 15,761 131,125 -846
Orange Juice(ICE)
Mar10 100121 136.05 141.00 135.30 136.75 +0.95 1,342 22,999 +74
May10 100121 140.00 144.00 138.60 140.00 +0.90 457 6,632 +95
Jul10 100121 144.00 146.55 142.25 143.05 +0.85 286 3,331 +152
Sep10 100121 146.00 146.00 144.15 144.15 +0.90 60 978 +49
Nov10 100121 145.00 145.00 144.15 144.15 +1.55 3 370 +9
Jan11 100121 146.55 146.55 146.40 146.40 +2.00 4 566 +4
Total Volume and Open Interest 2,153 35,069 +384
Sugar #11(ICE)
Mar10 100121 29.29 29.82 28.68 29.26 +0.15 54,787 291,545 -2,509
May10 100121 27.99 28.55 27.55 28.02 +0.23 35,347 169,918 +1,963
Jul10 100121 24.28 24.92 24.05 24.52 +0.24 14,931 151,736 +767
Oct10 100121 21.72 22.15 21.40 22.02 +0.29 6,556 102,033 -414
Mar11 100121 19.95 20.20 19.55 20.10 +0.28 5,023 51,490 +238
Total Volume and Open Interest 120,415 839,341 -13
London Cocoa(LCE)
May11 100121 2222 2222 2222 2222 +18 0 1,388 +0
Total Volume and Open Interest 16,714 176,033 +14
London Sugar(LCE)
Cotton(ICE)
Mar10 100121 71.01 72.08 70.82 71.85 +1.05 13,128 100,330 -3,733
May10 100121 72.34 73.29 72.02 73.06 +1.05 3,681 28,844 -10
Jul10 100121 73.41 74.30 73.13 74.10 +0.94 1,060 25,574 +268
Oct10 100121 72.81 73.49 72.81 73.49 +0.78 7 166 +7
Dec10 100121 72.56 73.55 72.56 73.55 +0.79 668 17,831 +392
Mar11 100121 74.98 74.98 74.98 74.98 +0.82 0 337 +0
Total Volume and Open Interest 18,546 173,958 -3,074
Lumber(CME)
Mar10 100121 254.8 255.8 248.0 248.0 -7.0 695 6,297 -31
May10 100121 272.4 274.1 269.5 271.7 -3.2 209 2,650 +72
Jul10 100121 277.0 277.0 271.0 276.8 -1.7 125 847 +79
Sep10 100121 275.0 275.0 270.1 271.0 -6.0 21 384 +16
Total Volume and Open Interest 1,051 10,182 +136
Crude Oil(NYM)
Mar10 100121 77.56 78.36 75.66 76.08 -1.66 303,758 372,963 +15,902
Apr10 100121 78.15 78.79 76.13 76.53 -1.70 73,437 133,047 +4,837
May10 100121 78.85 79.25 76.76 77.13 -1.72 35,907 71,669 +3,418
Jun10 100121 79.45 79.85 77.35 77.74 -1.73 32,221 127,074 +3,030
Jul10 100121 80.03 80.50 77.95 78.33 -1.74 7,005 43,389 +132
Aug10 100121 80.63 80.65 78.47 78.86 -1.75 5,506 18,074 +471
Sep10 100121 79.98 79.98 79.00 79.37 -1.76 5,804 29,464 +1,222
Oct10 100121 81.70 81.89 79.53 79.89 -1.76 2,815 19,295 -334
Nov10 100121 82.30 82.30 80.06 80.42 -1.76 1,271 24,007 +539
Dec10 100121 82.68 83.02 80.57 80.97 -1.75 16,002 186,530 +264
Jan11 100121 81.00 81.35 81.00 81.35 -1.73 777 21,362 +309
Feb11 100121 81.68 81.68 81.68 81.68 -1.72 367 12,081 +14
Mar11 100121 82.01 82.01 82.01 82.01 -1.71 147 7,482 +12
Apr11 100121 82.33 82.33 82.33 82.33 -1.71 89 9,591 +27
May11 100121 82.59 82.59 82.59 82.59 -1.71 60 3,736 +27
Jun11 100121 82.69 82.83 82.69 82.83 -1.71 756 21,999 +172
Total Volume and Open Interest 493,895 1,329,586 +4,683
e-miNY Crude Oil(NYM)
Jan10 091218 72.850 74.675 72.550 73.350 +0.700 8,590 3,806 -360
Feb10 100119 77.825 79.075 76.775 79.025 +1.025 6,744 2,926 -836
Mar10 100121 77.575 78.375 75.650 76.075 -1.675 10,284 4,681 +711
Apr10 100121 78.150 78.700 76.275 76.525 -1.700 377 364 +37
May10 100121 78.450 78.450 76.850 77.125 -1.725 90 84 -8
Jun10 100121 79.850 79.850 77.600 77.750 -1.725 6 53 +6
Jul10 100121 79.050 79.050 78.325 78.325 -1.750 2 11 +2
Aug10 100121 78.675 78.850 78.675 78.850 -1.750 0 1 +0
Sep10 100121 79.075 79.375 79.075 79.375 -1.750 0 1 +0
Oct10 100121 81.800 81.800 79.900 79.900 -1.750 0 2 +0
Total Volume and Open Interest 10,759 5,298 +748
Heating Oil(NYM)
Feb10 100121 202.46 203.51 197.79 198.56 -3.55 24,901 47,926 -2,885
Mar10 100121 203.53 204.65 198.95 199.75 -3.69 32,019 80,517 +776
Apr10 100121 204.36 205.18 199.65 200.40 -3.85 9,132 35,127 +719
May10 100121 205.30 206.08 200.98 201.30 -3.92 3,922 20,522 -94
Jun10 100121 206.34 206.80 201.66 202.38 -4.02 6,874 35,612 -98
Jul10 100121 208.60 208.60 203.57 204.20 -4.06 705 12,328 +202
Aug10 100121 210.78 210.78 205.75 206.18 -4.08 1,897 5,957 +306
Sep10 100121 212.20 213.25 207.83 208.48 -4.08 1,745 8,988 +443
Oct10 100121 215.47 215.47 210.71 211.07 -4.09 2,739 8,681 +677
Nov10 100121 214.81 215.80 213.70 213.70 -4.14 2,708 6,279 -114
Dec10 100121 220.49 221.29 215.70 216.33 -4.19 4,343 18,185 -317
Jan11 100121 219.92 219.97 218.85 218.85 -4.24 280 9,457 +38
Total Volume and Open Interest 91,779 310,895 -304
Gasoline(NYMEX)
Feb10 100121 204.22 206.89 197.69 198.29 -6.36 30,482 45,707 -4,693
Mar10 100121 205.22 207.83 198.85 199.44 -6.32 34,870 89,658 +5,678
Apr10 100121 214.23 216.80 208.56 209.01 -6.21 11,088 40,458 -223
May10 100121 216.30 217.50 209.50 210.08 -6.03 7,860 21,642 +1,843
Jun10 100121 215.90 217.30 210.10 210.72 -5.78 5,449 20,890 +224
Jul10 100121 216.33 217.18 210.56 210.70 -5.62 2,101 12,623 +659
Aug10 100121 216.58 216.58 210.04 210.22 -5.57 2,333 7,553 +861
Sep10 100121 214.95 215.57 209.49 209.54 -5.45 1,379 9,638 +247
Oct10 100121 205.22 205.22 200.08 200.08 -5.31 1,224 4,315 +469
Nov10 100121 200.08 200.08 199.70 199.70 -4.96 1,162 11,207 +683
Total Volume and Open Interest 98,380 279,147 +5,752
e-miNY RBOB Gasoline(NYM)
Feb10 100121 198.30 198.30 198.29 198.30 -6.40 0 11 +0
Mar10 100121 199.40 199.44 199.40 199.40 -6.40 1 1 +1
Apr10 100121 209.00 209.01 209.00 209.00 -6.20      
May10 100121 210.10 210.10 210.08 210.10 -6.00      
Total Volume and Open Interest 1 12 +1
Natural Gas(NYM)
Feb10 100121 5.487 5.736 5.480 5.615 +0.119 72,278 48,592 -9,344
Mar10 100121 5.452 5.675 5.452 5.568 +0.101 40,131 208,603 +824
Apr10 100121 5.450 5.634 5.413 5.529 +0.091 19,095 84,585 +2,524
May10 100121 5.488 5.676 5.472 5.575 +0.087 8,516 62,919 +684
Jun10 100121 5.630 5.770 5.522 5.640 +0.085 2,283 24,682 +302
Jul10 100121 5.650 5.776 5.621 5.717 +0.078 1,532 25,248 +162
Aug10 100121 5.790 5.828 5.701 5.784 +0.073 1,525 33,054 +94
Sep10 100121 5.800 5.857 5.730 5.814 +0.073 2,948 22,758 +460
Oct10 100121 5.895 5.951 5.834 5.914 +0.073 4,438 48,191 +486
Nov10 100121 6.251 6.300 6.174 6.224 +0.068 434 12,620 +133
Dec10 100121 6.518 6.590 6.475 6.554 +0.053 967 21,160 -185
Jan11 100121 6.770 6.805 6.721 6.769 +0.050 1,411 27,513 +259
Feb11 100121 6.700 6.758 6.698 6.734 +0.050 241 9,015 +55
Mar11 100121 6.545 6.580 6.505 6.544 +0.050 1,575 22,636 -82
Apr11 100121 6.030 6.030 5.999 6.024 +0.042 494 22,341 -19
May11 100121 6.001 6.001 5.970 5.994 +0.042 44 9,562 +5
Total Volume and Open Interest 158,071 778,913 -3,636
Brent Crude Oil(ICE)
Mar10 100121 76.06 76.82 74.23 74.58 -1.74 147,098 234,469 -7,719
Apr10 100121 76.86 77.49 74.95 75.26 -1.75 53,457 127,304 -2,090
May10 100121 77.60 78.16 75.79 75.94 -1.76 30,281 60,829 +3,976
Jun10 100121 78.23 78.85 76.31 76.62 -1.78 22,730 67,830 +1,725
Jul10 100121 79.03 79.11 76.92 77.26 -1.78 8,816 19,154 +894
Aug10 100121 79.42 79.71 77.68 77.85 -1.78 6,219 19,417 +1,339
Sep10 100121 79.96 80.54 78.22 78.38 -1.80 3,956 12,534 +200
Oct10 100121 80.48 80.78 78.75 78.91 -1.81 2,720 15,630 +314
Nov10 100121 81.01 81.59 79.44 79.45 -1.81 3,217 12,594 -931
Dec10 100121 81.54 82.12 79.71 80.00 -1.81 11,993 79,024 +1,358
Jan11 100121 80.48 80.48 80.48 80.48 -1.79 950 11,072 +373
Feb11 100121 80.93 80.93 80.93 80.93 -1.77 394 5,304 -14
Mar11 100121 81.35 81.35 81.35 81.35 -1.78 477 4,609 -1
Apr11 100121 81.75 81.75 81.75 81.75 -1.79 226 2,140 -36
Total Volume and Open Interest 295,561 773,793 -744
Gas Oil(ICE)
Feb10 100121 618.00 620.00 602.00 612.25 -2.00 42,168 109,077 -3,056
Mar10 100121 625.50 627.00 609.50 619.50 -2.25 49,267 110,821 +496
Apr10 100121 631.25 632.75 616.25 626.00 -2.50 12,310 49,948 +5,238
May10 100121 636.25 638.75 624.00 632.50 -2.50 4,352 30,701 +1,588
Jun10 100121 641.75 645.75 630.00 639.00 -2.50 7,287 43,325 +916
Jul10 100121 648.75 651.50 638.00 645.50 -2.75 1,773 20,923 +66
Aug10 100121 655.25 657.75 644.50 652.00 -3.00 1,095 22,046 -9
Sep10 100121 663.00 665.00 651.25 658.50 -3.00 1,066 21,227 +99
Oct10 100121 667.00 670.50 664.75 664.75 -3.00 347 12,046 +26
Nov10 100121 673.00 676.00 669.75 669.75 -3.00 332 10,632 +11
Total Volume and Open Interest 126,480 559,397 +6,034
Ethanol(CBOT)
Jan10 100106 1.949 1.958 1.941 1.957 +0.010 21 369 -4
Feb10 100121 1.780 1.790 1.780 1.789 +0.027 53 755 -7
Mar10 100121 1.776 1.784 1.769 1.784 +0.025 68 1,035 +36
Apr10 100121 1.779 1.788 1.775 1.788 +0.027 39 1,275 +25
May10 100121 1.780 1.788 1.780 1.786 +0.022 22 453 +11
Jun10 100121 1.783 1.789 1.783 1.787 +0.025 1 358 +0
Jul10 100121 1.777 1.788 1.777 1.780 +0.010 27 623 +16
Aug10 100121 1.765 1.765 1.763 1.764 +0.011 25 447 +10
Total Volume and Open Interest 301 6,715 +145
US Dollar Index(ICE)
Mar10 100121 78.495 79.000 78.300 78.515 +0.015 20,819 45,071 +888
Jun10 100121 78.835 79.150 78.815 78.815 +0.010 72 4,936 -19
Sep10 100121 79.115 79.115 79.115 79.115 +0.010 0 1 +0
Total Volume and Open Interest 20,891 50,008 +869
Australian Dollar(CME)
Mar10 100121 90.60 90.96 89.47 89.92 -0.36 118,535 121,660 -7,053
Jun10 100121 89.87 89.94 88.57 88.97 -0.36 132 4,272 -78
Sep10 100121 87.99 88.35 87.99 87.99 -0.36 0 20 +0
Total Volume and Open Interest 118,667 125,955 -7,131
British Pound(CME)
Mar10 100121 162.87 163.06 161.17 162.03 -0.78 119,134 80,557 -1,787
Jun10 100121 162.44 162.77 161.09 161.93 -0.78 105 896 -15
Sep10 100121 161.82 162.58 161.34 161.82 -0.76 0 79 +0
Total Volume and Open Interest 119,239 81,535 -1,802
Canadian Dollar(CME)
Mar10 100121 95.62 95.79 95.00 95.19 -0.29 102,303 104,957 -12,519
Jun10 100121 95.73 95.78 95.02 95.19 -0.28 321 1,640 +71
Sep10 100121 95.19 95.55 95.06 95.15 -0.28 25 644 -11
Dec10 100121 95.50 95.58 94.97 95.10 -0.29 56 539 +25
Total Volume and Open Interest 102,707 107,837 -12,434
Japanese Yen(CME)
Mar10 100121 109.62 111.00 108.86 110.65 +0.98 102,494 121,132 -463
Jun10 100121 109.27 111.00 108.95 110.71 +0.98 110 561 +9
Sep10 100121 110.79 110.87 109.31 110.79 +0.97 0 196 +0
Total Volume and Open Interest 102,604 121,913 -454
Swiss Franc(CME)
Mar10 100121 95.86 96.16 95.30 96.04 +0.20 62,492 34,758 -2,828
Jun10 100121 95.54 96.17 95.38 96.10 +0.20 29 155 +7
Sep10 100121 96.17 96.17 95.77 96.17 +0.20 0 8 +0
Total Volume and Open Interest 62,521 34,923 -2,821
EuroFX(CME)
Mar10 100121 141.07 141.42 140.27 141.03 -0.02 341,110 169,706 +7,159
Jun10 100121 141.00 141.35 140.22 140.99 -0.02 532 1,342 +65
Sep10 100121 140.90 141.02 140.40 140.90 -0.02 4 662 +1
Total Volume and Open Interest 341,646 171,726 +7,225
Mexican Peso(CME)
Feb10 100121 771.8 782.2 771.8 771.8 -10.5 0 3 +0
Mar10 100121 779.8 784.0 765.2 768.8 -10.5 21,367 107,184 -3,429
Total Volume and Open Interest 21,367 108,953 -3,429
30-Year T-Bonds(CBOT)
Mar10 100121 117~310 118~270 117~230 118~200 +0~210 218,212 653,111 +2,079
Jun10 100121 116~080 117~080 116~080 117~040 +0~210 196 1,220 +119
Sep10 100121 116~000 116~000 115~040 115~250 +0~210 0 5 +0
Total Volume and Open Interest 218,408 654,336 +2,198
10-Year T-Notes(CBOT)
Mar10 100121 117~130 117~300 117~055 117~260 +0~130 821,765 1,293,851 +18,854
Jun10 100121 115~275 116~110 115~250 116~075 +0~130 269 3,189 +221
Sep10 100121 114~210 114~210 114~080 114~210 +0~130      
Total Volume and Open Interest 822,034 1,297,040 +19,075
5-Year T-Notes(CBOT)
Mar10 100121 115~097 116~018 115~078 116~006 +0~037 310,416 791,628 -5,586
Jun10 100121 114~090 114~095 114~057 114~095 +0~038 4 65 +0
Sep10 100121 113~056 113~056 113~017 113~056 +0~039      
Total Volume and Open Interest 310,420 791,693 -5,586
2 Year T-Notes(CBOT)
Mar10 100121 108~096 108~111 108~089 108~106 +0~011 208,559 888,365 -6,089
Jun10 100121 108~018 108~037 108~018 108~036 +0~014 1,235 11,949 +1,173
Sep10 100121 107~094 107~094 107~077 107~094 +0~017      
Total Volume and Open Interest 209,794 900,314 -4,916
Eurodollars(CME)
Mar10 100121 99.725 99.725 99.710 99.720 unch 136,109 1,195,094 +23,090
Jun10 100121 99.585 99.615 99.570 99.605 +0.020 151,658 980,930 +7,290
Sep10 100121 99.285 99.340 99.260 99.320 +0.035 157,892 876,791 +14,200
Dec10 100121 98.905 98.970 98.875 98.945 +0.040 187,293 822,161 +7,279
Mar11 100121 98.520 98.590 98.485 98.565 +0.045 213,447 552,692 -680
Jun11 100121 98.155 98.215 98.110 98.190 +0.045 169,455 642,241 +10,921
Sep11 100121 97.805 97.875 97.760 97.845 +0.045 121,686 512,441 +6,086
Dec11 100121 97.475 97.555 97.430 97.520 +0.050 101,788 331,834 +3,265
Mar12 100121 97.190 97.270 97.140 97.235 +0.060 53,204 251,181 +8,057
Jun12 100121 96.895 96.985 96.855 96.950 +0.065 40,286 219,852 +3,325
Sep12 100121 96.635 96.720 96.590 96.690 +0.070 29,079 121,569 -1,423
Dec12 100121 96.380 96.465 96.340 96.435 +0.070 34,370 105,515 +2,734
Mar13 100121 96.175 96.260 96.140 96.235 +0.070 14,665 69,559 +1,457
Jun13 100121 95.975 96.070 95.945 96.045 +0.075 9,437 62,958 +293
Sep13 100121 95.785 95.895 95.765 95.865 +0.080 5,187 50,676 -432
Dec13 100121 95.605 95.715 95.580 95.680 +0.080 4,319 35,447 -846
Mar14 100121 95.450 95.570 95.445 95.545 +0.080 4,434 34,950 -109
Jun14 100121 95.325 95.435 95.310 95.410 +0.080 5,651 28,790 -813
Total Volume and Open Interest 1,468,396 7,060,141 +85,741
30 Day Federal Funds(CBOT)
Jan10 100121 99.885 99.887 99.882 99.887 unch 2,430 73,487 -1,100
Feb10 100121 99.865 99.870 99.865 99.870 unch 6,849 96,032 -558
Mar10 100121 99.855 99.860 99.850 99.855 +0.005 7,051 59,997 -570
Apr10 100121 99.835 99.840 99.835 99.835 unch 4,144 70,497 +2,314
May10 100121 99.810 99.825 99.810 99.820 +0.010 8,932 63,234 +1,192
Jun10 100121 99.790 99.810 99.785 99.800 +0.010 4,861 43,808 +1,338
Total Volume and Open Interest 49,614 561,178 +6,035
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 100121 99.580 99.580 99.580 99.580 unch 0 683 +0
Jun10 100121 99.620 99.620 99.620 99.620 unch 0 80 +0
Sep10 100121 99.640 99.640 99.640 99.640 unch 0 230 +0
Dec10 100121 99.625 99.625 99.625 99.625 unch 0 242 +0
Mar11 100121 99.600 99.600 99.600 99.600 +0.055      
Jun11 100121 99.575 99.575 99.575 99.575 +0.055      
Sep11 100121 99.575 99.575 99.575 99.575 +0.055      
Dec11 100121 99.380 99.380 99.380 99.380 +0.055      
Mar12 100121 99.345 99.345 99.345 99.345 unch      
Jun12 100121 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest 0 1,235 +0
3-Mth Euro-Yen(SGX)
Mar10 100121 99.58 99.58 99.58 99.58 unch 6 4,532 +88
Jun10 100121 99.62 99.62 99.62 99.62 unch 0 1,591 -118
Sep10 100121 99.64 99.64 99.64 99.64 unch 0 1,666 +0
Dec10 100121 99.62 99.62 99.62 99.62 unch 0 1,381 +100
Mar11 100121 99.60 99.60 99.60 99.60 unch 2 664 +0
Jun11 100121 99.57 99.57 99.57 99.57 unch 0 52 +0
Sep11 100121 99.57 99.57 99.57 99.57 unch 0 51 +0
Dec11 100121 99.38 99.38 99.38 99.38 unch 0 101 +0
Total Volume and Open Interest 8 11,409 +70
Japanese Gov't Bonds(SGX)
Mar10 100121 139.17 139.33 138.89 138.97 -0.21 728 15,841 +337
Jun10 100121 138.89 138.89 138.89 138.89 -0.21      
Sep10 100121 138.89 138.89 138.89 138.89 -0.21      
Total Volume and Open Interest 728 15,841 +337
Euro-Bund(EUREX)
Mar10 100121 122.87 123.34 122.62 123.15 +0.11 834,309 932,935 +31,389
Jun10 100121 121.42 121.90 121.27 121.70 +0.10 346 875 +315
Sep10 100121 121.35 121.35 121.35 121.35 +0.11      
Total Volume and Open Interest 834,655 933,810 +31,704
Euro-Bobl(EUREX)
Mar10 100121 116.86 117.23 116.76 117.08 +0.11 426,346 752,686 +32,734
Jun10 100121 115.44 115.70 115.39 115.61 +0.08 11 69 -8
Sep10 100121 115.38 115.38 115.38 115.38 +0.11      
Total Volume and Open Interest 426,357 752,755 +32,726
3-Mth Euribor(EUREX)
Mar10 100121 99.325 99.330 99.325 99.325 -0.005 156 13,928 +34
Jun10 100121 99.080 99.090 99.080 99.085 +0.010 277 7,335 -147
Sep10 100121 98.780 98.795 98.780 98.795 +0.020 136 2,484 +7
Total Volume and Open Interest 734 27,546 -127
Long Gilt(LIFFE)
Mar10 100121 114~15 115~21 114~13 115~12 +0~24 85,770 252,039 -4,378
Jun10 100121 113~29 113~29 113~29 113~29 +0~24      
Total Volume and Open Interest 85,770 252,039 -4,378
3-Mth Short Sterling(LIFFE)
Mar10 100121 99.35 99.39 99.35 99.37 +0.02 35,155 338,748 -1,938
Jun10 100121 99.14 99.23 99.13 99.20 +0.07 104,465 397,210 +8,629
Sep10 100121 98.72 98.86 98.70 98.81 +0.10 119,124 331,716 +6,744
Dec10 100121 98.24 98.39 98.23 98.33 +0.09 118,735 330,949 +10,737
Mar11 100121 97.81 97.97 97.80 97.90 +0.09 117,000 295,662 -6,069
Jun11 100121 97.44 97.57 97.40 97.50 +0.09 58,134 175,143 -673
Total Volume and Open Interest 657,654 2,261,120 +13,905
3-Mth Euribor(LIFFE)
Mar10 100121 99.325 99.345 99.320 99.325 -0.005 116,293 788,822 -4,159
Jun10 100121 99.075 99.120 99.065 99.085 +0.010 134,032 783,068 -824
Sep10 100121 98.775 98.835 98.755 98.795 +0.020 157,339 607,232 -10,642
Total Volume and Open Interest 902,089 3,754,218 +769
3-Mth Aus T-Bills(SFE)
Mar10 100121 95.49 95.52 95.48 95.50 unch 18,405 280,419 +3,393
Jun10 100121 95.15 95.22 95.14 95.15 -0.01 31,443 201,024 +7,668
Sep10 100121 94.90 94.97 94.90 94.91 unch 13,189 102,939 +859
Dec10 100121 94.73 94.79 94.71 94.72 -0.01 5,690 87,099 +2,260
Mar11 100121 94.55 94.62 94.54 94.55 -0.01 1,787 31,211 -81
Jun11 100121 94.43 94.47 94.39 94.41 unch 962 24,863 +329
Sep11 100121 94.32 94.36 94.27 94.28 -0.01 185 16,681 +28
Dec11 100121 94.24 94.24 94.18 94.19 -0.01 152 8,093 +0
Mar12 100121 94.13 94.15 94.13 94.14 unch 10 3,169 +10
Jun12 100121 94.12 94.12 94.12 94.12 +0.02 0 1,186 +0
Total Volume and Open Interest 71,823 757,702 +14,466
10-Year Aus T-Bonds(SFE)
Mar10 100121 94.40 94.48 94.39 94.40 unch 29,525 340,264 +5,389
Jun10 100121 94.40 94.40 94.40 94.40 unch      
Total Volume and Open Interest 29,525 340,264 +5,389
3-Year Aus T-Bonds(SFE)
Mar10 100121 94.88 94.94 94.86 94.88 unch 168,876 544,269 +42,916
Jun10 100121 94.88 94.88 94.88 94.88 unch      
Total Volume and Open Interest 168,876 544,269 +42,916
Gold(CMX)
Feb10 100121 1112.4 1117.4 1088.0 1103.2 -9.4 232,575 216,554 -13,948
Apr10 100121 1114.1 1118.5 1089.0 1104.2 -9.4 38,382 148,135 +10,406
Jun10 100121 1116.4 1118.8 1089.8 1105.1 -9.4 3,861 50,417 +1,720
Aug10 100121 1117.7 1119.5 1093.1 1105.9 -9.4 146 21,852 +19
Oct10 100121 1116.0 1116.0 1098.1 1106.6 -9.4 25 7,201 +0
Dec10 100121 1119.3 1121.0 1093.1 1107.7 -9.4 957 29,655 +435
Feb11 100121 1101.3 1109.3 1097.2 1109.3 -9.4 3 7,920 +2
Apr11 100121 1116.5 1116.5 1100.0 1111.3 -9.5 12 4,038 +0
Jun11 100121 458.7 458.7 458.7 458.7 -9.5 0 7,170 +0
Aug11 100121 1117.1 1117.1 1117.1 1117.1 -9.6 0 1,486 +0
Oct11 100121 1120.5 1120.5 1120.5 1120.5 -9.7 0 1,360 +0
Dec11 100121 1117.0 1124.4 1111.0 1124.4 -9.7 129 10,900 +104
Total Volume and Open Interest 276,998 527,764 -1,160
Silver(CMX)
Mar10 100121 1791.0 1806.5 1734.0 1751.0 -37.0 53,618 75,187 -6,921
May10 100121 1801.0 1808.0 1738.5 1753.1 -37.0 5,759 14,154 +1,288
Jul10 100121 1800.0 1800.0 1751.5 1754.8 -37.2 551 9,515 -40
Sep10 100121 1803.5 1803.5 1756.6 1756.6 -37.3 268 2,868 +7
Dec10 100121 1810.0 1810.0 1745.0 1759.4 -37.3 1,088 10,806 +570
Mar11 100121 1781.0 1781.0 1751.0 1762.3 -37.4 1 767 +0
May11 100121 1771.0 1771.0 1764.3 1764.3 -37.4 4 1,715 +0
Total Volume and Open Interest 61,515 126,220 -5,165
Platinum(NYMEX)
Jan10 100121 1588.3 1588.3 1587.1 1587.1 -24.0 13 18 -15
Apr10 100121 1624.0 1634.5 1590.0 1592.1 -25.5 5,421 33,064 +34
Jul10 100121 1629.2 1629.2 1591.5 1591.9 -26.1 86 1,302 +70
Oct10 100121 1599.9 1599.9 1595.0 1595.0 -26.1 6 21 +6
Total Volume and Open Interest 5,533 34,445 +93
Palladium(NYMEX)
Mar10 100121 465.50 474.50 448.20 453.95 -8.10 2,334 22,610 +197
Jun10 100121 469.80 472.20 448.80 453.90 -7.15 100 844 +24
Sep10 100121 460.00 460.00 453.90 453.90 -7.15 0 22 +0
Total Volume and Open Interest 2,436 23,485 +223
Copper(CMX)
Mar10 100121 335.80 340.65 328.15 329.50 -6.00 27,967 96,863 -978
May10 100121 337.05 341.10 329.45 330.70 -5.85 1,529 21,246 +168
Jul10 100121 337.55 339.50 331.15 331.45 -5.85 342 10,553 +211
Sep10 100121 338.25 338.25 331.55 331.55 -5.85 59 4,487 -21
Dec10 100121 338.00 339.20 331.25 331.25 -5.80 69 4,272 +30
Total Volume and Open Interest 30,403 141,781 -1,231
DJIA Index(CBOT)
Mar10 100121 10564 10580 10330 10338 -219 517 12,601 +43
Jun10 100121 10480 10480 10277 10277 -219 1 13 +1
Sep10 100121 10218 10437 10218 10218 -219      
Dec10 100121 10168 10387 10168 10168 -219      
Total Volume and Open Interest 518 12,614 +44
S & P 500(CME)
Mar10 100121 1134.90 1139.00 1108.50 1111.10 -22.90 24,516 337,065 +7,428
Jun10 100121 1106.20 1131.10 1105.10 1106.20 -22.90 203 2,972 +220
Sep10 100121 1101.30 1126.10 1100.10 1101.30 -22.80 0 447 +0
Dec10 100121 1097.80 1122.60 1096.60 1097.80 -22.80 0 10 +0
Total Volume and Open Interest 24,719 340,495 +7,648
S & P 500 E-Mini(Globex)
Mar10 100121 1134.50 1139.25 1110.25 1111.00 -23.00 2,391,710 2,482,172 +9,966
Jun10 100121 1130.25 1134.00 1105.50 1106.25 -22.75 2,318 7,312 +1,378
Total Volume and Open Interest 2,394,032 2,490,890 +11,345
NASDAQ 100(CME)
Mar10 100121 1870.00 1884.00 1838.00 1841.00 -26.00 4,591 14,091 -953
Jun10 100121 1838.30 1876.50 1838.30 1838.30 -26.20 0 625 +0
Sep10 100121 1837.30 1840.50 1837.30 1837.30 -26.20      
Total Volume and Open Interest 4,591 14,716 -953
NASDAQ 100 E-Mini(Globex)
Mar10 100121 1867.80 1883.50 1838.80 1841.00 -26.00 403,528 316,675 -21,231
Jun10 100121 1869.80 1880.30 1836.80 1838.30 -26.20 828 3,143 +639
Total Volume and Open Interest 404,356 319,820 -20,592
S & P Midcap 400(CME)
Mar10 100121 747.00 749.00 733.00 734.40 -10.70 9 1,495 -2
Jun10 100121 732.30 733.00 732.30 732.30 -10.70      
Sep10 100121 730.30 731.00 730.30 730.30 -10.70      
Total Volume and Open Interest 9 1,495 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100121 10695 10885 10590 10635 -55 9,858 39,760 -367
Jun10 100121 10635 10645 10635 10635 -55      
Total Volume and Open Interest 9,858 39,760 -367
Nikkei 225(SGX)
Mar10 100121 10695 10890 10550 10835 +125 99,546 189,136 +9,839
Jun10 100121 10740 10780 10740 10780 +135 3 1,372 +10
Sep10 100121 10785 10785 10785 10785 +125 0 55 +0
Total Volume and Open Interest 100,169 192,305 +9,848
CAC 40(EURONEXT)
Feb10 100121 3972.0 3972.0 3821.0 3863.5 -65.0 138,943 346,056 +32,890
Mar10 100121 3963.0 3967.5 3826.5 3863.5 -66.0 3,538 79,675 +3,114
Apr10 100121 3860.0 3860.0 3860.0 3860.0 -71.0      
Total Volume and Open Interest 142,481 427,755 +36,004
Hang Seng Index(HKFE)
Jan10 100121 21158 21295 20712 20743 -440 83,652 78,815 +1,046
Feb10 100121 21149 21280 20716 20728 -452 2,699 4,082 +776
Mar10 100121 21120 21200 20635 20689 -427 490 5,307 +49
Total Volume and Open Interest 87,009 89,141 +1,885
DAX(EUREX)
Mar10 100121 5906.0 5914.0 5689.5 5749.0 -104.0 188,210 149,914 +231
Jun10 100121 5905.0 5921.0 5710.0 5758.0 -104.5 436 9,384 -91
Sep10 100121 5896.0 5912.5 5742.5 5768.5 -104.5 6 638 -1
Total Volume and Open Interest 188,652 159,936 +139
FT-SE 100(EURONEXT)
Mar10 100121 5414.00 5427.00 5245.50 5295.00 -83.50 130,945 664,943 -4,863
Jun10 100121 5245.50 5245.50 5245.50 5245.50 -83.50 3 2,375 +1
Sep10 100121 5208.50 5208.50 5208.50 5208.50 -85.00 10 323 -10
Total Volume and Open Interest 130,968 668,232 -4,862
SPI 200(SFE)
Mar10 100121 4834.0 4840.0 4776.0 4801.0 -36.0 32,815 193,713 -23
Jun10 100121 4832.0 4832.0 4825.0 4825.0 -36.0 1 1,740 -26
Sep10 100121 4825.0 4825.0 4825.0 4825.0 -36.0 0 2,038 +0
Total Volume and Open Interest 32,816 198,284 -49
GSCI(CME)
Feb10 100121 516.50 518.00 507.00 508.90 -4.60 350 18,090 -198
Mar10 100121 520.50 522.00 510.00 512.25 -5.25 2 0 +0
Apr10 100121 523.50 525.00 513.00 515.25 -6.25 2 0 +0
Total Volume and Open Interest 354 18,090 -198
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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