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MRCI's End of Day Prices
Daily Futures Price Listing Tue March 02, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100302 952.00 959.50 948.50 954.25 +1.75 22,885 9,468 -3,950
May10 100302 962.00 969.00 957.75 963.50 +1.00 71,838 192,828 +933
Jul10 100302 970.75 976.50 966.00 970.75 +0.25 18,696 91,577 -92
Aug10 100302 968.00 971.50 965.00 965.75 -0.50 473 4,731 +61
Sep10 100302 952.00 956.00 950.25 951.00 -1.50 386 3,323 +67
Nov10 100302 942.00 945.50 937.50 938.75 -3.75 12,308 104,774 +1,131
Jan11 100302 951.00 953.00 946.00 947.25 -3.75 302 5,975 +19
Total Volume and Open Interest 127,380 422,907 -1,653
Soybean Meal(CBOT)
Mar10 100302 270.90 273.10 269.00 270.50 -0.50 7,305 9,278 -2,683
May10 100302 268.20 270.30 266.50 268.30 -0.10 25,705 88,542 +2,554
Jul10 100302 268.00 269.80 266.40 267.70 -0.60 8,598 40,099 +1,181
Aug10 100302 266.20 268.10 264.90 265.80 -0.70 1,935 12,374 +196
Sep10 100302 263.00 265.40 262.60 263.10 -1.10 1,005 10,271 +279
Oct10 100302 258.80 258.90 255.00 256.30 -2.50 1,076 6,684 +232
Dec10 100302 258.00 258.70 254.50 256.30 -2.50 6,892 24,587 +381
Jan11 100302 257.90 258.00 255.60 257.30 -2.40 179 1,734 +60
Total Volume and Open Interest 52,704 197,463 +2,200
Soybean Oil(CBOT)
Mar10 100302 39.42 40.00 39.42 39.81 +0.31 11,624 7,228 -6,311
May10 100302 39.84 40.40 39.73 40.20 +0.30 38,233 134,058 -121
Jul10 100302 40.31 40.83 40.16 40.63 +0.29 11,961 78,363 -658
Aug10 100302 40.66 40.98 40.55 40.79 +0.28 1,276 10,615 +128
Sep10 100302 40.73 41.08 40.63 40.91 +0.29 1,386 7,296 +439
Oct10 100302 40.73 41.18 40.66 41.00 +0.29 819 5,403 +70
Dec10 100302 40.95 41.44 40.80 41.27 +0.29 6,112 34,365 +394
Jan11 100302 41.33 41.57 41.25 41.52 +0.29 237 1,058 +109
Total Volume and Open Interest 71,832 279,876 -5,871
Canola(WCE)
Mar10 100302 381.5 386.5 381.5 384.0 -0.5 968 591 -515
May10 100302 386.6 387.7 384.1 386.0 -0.6 6,856 79,137 -640
Jul10 100302 390.7 393.4 390.2 392.3 -0.6 1,294 18,024 +173
Nov10 100302 399.1 399.5 397.0 397.5 -2.1 1,002 14,273 -436
Jan11 100302 400.6 400.6 400.6 400.6 -2.1 0 544 +0
Total Volume and Open Interest 10,128 112,804 -1,410
Corn(CBOT)
Mar10 100302 371.00 373.50 365.25 370.50 -0.25 47,785 27,145 -13,167
May10 100302 382.00 384.50 376.00 381.50 -0.25 124,054 464,415 +3,995
Jul10 100302 392.50 395.00 386.75 392.25 -0.25 34,563 242,348 +5,044
Sep10 100302 400.00 402.00 394.25 400.00 +0.25 3,403 57,792 +200
Dec10 100302 406.50 409.00 401.00 407.00 +0.50 21,868 252,309 +5,223
Mar11 100302 416.50 419.50 411.25 417.25 +0.50 1,666 29,319 +400
Total Volume and Open Interest 235,999 1,112,485 +2,057
Wheat(CBOT)
Mar10 100302 493.00 497.25 487.00 492.00 -0.75 6,934 4,848 -2,977
May10 100302 505.75 509.75 498.25 504.50 unch 49,119 171,417 -1,781
Jul10 100302 517.75 522.00 510.75 516.75 unch 17,561 128,725 +2,144
Sep10 100302 530.75 535.25 526.25 531.00 +0.25 1,660 27,202 +32
Dec10 100302 555.50 560.00 549.50 555.00 +0.50 5,567 65,484 +1,343
Total Volume and Open Interest 81,655 417,588 -1,008
Wheat(KCBT)
Mar10 100302 501.00 504.75 495.00 499.00 -0.50 1,775 970 -991
May10 100302 510.75 514.50 504.75 508.50 -1.75 7,109 48,060 +341
Jul10 100302 522.00 525.25 515.75 519.25 -1.75 2,130 36,338 -360
Sep10 100302 531.50 536.00 527.50 530.50 -1.75 112 5,384 -20
Dec10 100302 550.50 554.00 544.75 547.50 -1.75 1,112 41,959 +137
Total Volume and Open Interest 12,351 136,596 -934
Wheat(MGE)
Mar10 100302 507.00 509.50 504.25 506.75 +1.50 616 975 -745
May10 100302 518.00 522.00 512.25 517.25 +0.50 2,912 16,501 +276
Jul10 100302 530.50 533.00 524.00 528.50 +0.75 611 10,409 +266
Sep10 100302 540.50 544.75 535.50 540.25 +0.75 172 5,321 -9
Dec10 100302 557.75 562.25 553.50 558.00 +1.00 442 6,075 +47
Total Volume and Open Interest 4,857 40,628 -170
Oats(CBOT)
Mar10 100302 221.00 222.00 219.75 221.50 +1.00 140 180 -61
May10 100302 229.00 230.50 225.00 230.00 +0.50 1,033 9,572 -34
Jul10 100302 237.00 239.00 234.00 238.75 +0.25 55 2,422 +17
Sep10 100302 245.50 246.50 245.50 246.50 unch 3 373 +0
Total Volume and Open Interest 1,298 14,048 -77
Rough Rice(CBOT)
Mar10 100302 13.52 13.61 13.39 13.39 -0.16 298 1,160 -419
May10 100302 13.82 13.90 13.65 13.66 -0.19 705 10,689 +32
Jul10 100302 14.12 14.12 13.94 13.94 -0.18 70 1,221 -2
Sep10 100302 13.42 13.44 13.20 13.24 -0.19 151 1,268 +103
Total Volume and Open Interest 1,335 15,452 -271
Live Cattle(CME)
Apr10 100302 91.900 92.885 91.730 92.785 +1.055 14,095 139,920 -1,428
Jun10 100302 90.730 91.350 90.550 91.250 +0.650 10,599 98,204 +854
Aug10 100302 89.385 90.050 89.150 89.950 +0.550 4,975 39,617 +1,537
Oct10 100302 91.885 92.385 91.635 92.350 +0.370 1,997 22,913 +945
Dec10 100302 93.250 93.900 93.100 93.750 +0.420 642 8,559 +237
Feb11 100302 94.200 94.950 94.100 94.850 +0.550 172 3,461 +61
Total Volume and Open Interest 32,670 314,260 +1,957
Feeder Cattle(CME)
Mar10 100302 102.200 102.580 101.785 102.385 +0.285 755 8,814 -169
Apr10 100302 103.830 104.500 103.500 104.430 +0.780 708 12,474 +34
May10 100302 104.635 105.330 104.385 105.300 +0.800 459 8,213 -79
Aug10 100302 106.480 107.400 106.230 107.400 +0.920 227 5,711 +24
Sep10 100302 105.850 107.000 105.850 107.000 +1.150 24 576 +5
Oct10 100302 105.200 106.500 105.200 106.500 +1.070 15 346 +11
Nov10 100302 105.000 106.000 105.000 106.000 +1.100 31 85 +17
Total Volume and Open Interest 2,219 36,229 -157
Lean Hogs(CME)
Apr10 100302 73.300 73.430 71.930 72.450 -0.500 14,684 73,666 -384
May10 100302 78.300 78.450 77.180 77.650 -0.825 394 5,459 +56
Jun10 100302 82.000 82.250 80.885 81.385 -0.595 8,999 49,089 +1,256
Jul10 100302 81.250 81.500 80.475 81.225 -0.060 2,574 19,854 +1,127
Aug10 100302 80.450 80.750 80.000 80.550 -0.175 1,934 18,644 +451
Oct10 100302 70.800 71.200 70.550 71.135 +0.135 1,128 10,121 +410
Dec10 100302 68.150 68.450 67.850 68.450 +0.200 375 5,209 +143
Feb11 100302 69.930 70.000 69.400 69.975 unch 91 1,004 +42
Total Volume and Open Interest 30,189 183,303 +3,109
Pork Bellies(CME)
Mar10 100302 94.800 95.000 94.000 94.050 +2.050 26 50 -19
May10 100302 95.000 96.900 95.000 95.580 +1.380 94 203 -12
Jul10 100302 95.500 96.000 95.500 96.000 +1.750 9 55 +5
Aug10 100302 88.000 90.500 88.000 88.000 +0.500 0 22 +0
Feb11 100302 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 129 332 -26
Class III Milk(CME)
Mar10 100302 12.99 13.15 12.99 13.14 +0.14 150 3,624 -23
Apr10 100302 12.89 13.19 12.84 13.18 +0.29 54 4,095 +18
May10 100302 13.15 13.35 13.06 13.33 +0.23 73 3,423 +18
Jun10 100302 13.74 14.07 13.68 14.04 +0.38 49 2,876 +20
Jul10 100302 14.25 14.60 14.17 14.56 +0.39 27 2,273 +19
Total Volume and Open Interest 536 29,957 +75
Cocoa(ICE)
Mar10 100302 2875 2875 2816 2819 -36 46 94 -180
May10 100302 2862 2864 2809 2829 -33 4,707 63,906 -743
Jul10 100302 2882 2888 2837 2856 -35 1,556 22,359 +70
Sep10 100302 2902 2906 2863 2878 -38 664 10,201 +534
Dec10 100302 2931 2937 2895 2906 -38 431 6,846 +146
Mar11 100302 2925 2944 2918 2924 -35 49 11,855 +38
May11 100302 2946 2946 2920 2927 -34 1 4,717 +0
Total Volume and Open Interest 7,461 122,967 -131
Coffee "C"(ICE)
Mar10 100302 129.35 130.20 129.00 130.20 +0.65 20 199 -14
May10 100302 131.25 132.85 130.80 132.30 +0.55 8,757 77,046 -584
Jul10 100302 133.00 134.45 132.55 134.05 +0.60 2,196 22,947 +667
Sep10 100302 135.00 135.90 134.35 135.75 +0.70 1,012 8,436 +84
Dec10 100302 137.05 137.65 137.00 137.65 +0.75 421 7,581 -13
Mar11 100302 138.80 139.40 138.80 139.40 +0.75 266 5,008 +213
Total Volume and Open Interest 12,692 122,640 +372
Orange Juice(ICE)
Mar10 100302 151.00 152.15 150.00 151.15 +0.55 857 992 -664
May10 100302 148.50 149.00 147.50 148.85 +0.90 1,384 24,388 +645
Jul10 100302 151.35 151.65 150.75 151.65 +0.90 153 4,901 +83
Sep10 100302 151.95 152.75 151.95 152.75 +1.05 44 1,264 +24
Nov10 100302 153.20 153.90 153.10 153.90 +1.05 46 602 +6
Jan11 100302 154.20 154.50 154.20 154.50 +0.70 0 639 +0
Total Volume and Open Interest 2,484 33,061 +94
Sugar #11(ICE)
May10 100302 22.36 22.70 21.12 22.64 +0.38 62,192 280,042 +5,255
Jul10 100302 20.99 21.01 19.78 20.94 -0.04 22,035 170,990 +1,332
Oct10 100302 20.18 20.18 19.11 20.08 -0.08 11,206 155,822 -122
Mar11 100302 19.33 19.50 18.70 19.41 +0.09 4,504 58,686 +330
May11 100302 18.33 18.45 17.80 18.43 +0.13 759 17,797 +7
Total Volume and Open Interest 102,727 744,997 -11,226
London Cocoa(LCE)
Mar10 100302 2160 2163 2120 2133 -22 2,477 27,771 -1,465
May10 100302 2177 2177 2136 2154 -16 5,578 47,507 -2,051
Jul10 100302 2163 2167 2128 2147 -15 1,135 34,206 +163
Sep10 100302 2140 2140 2107 2125 -14 735 17,652 +380
Dec10 100302 2123 2123 2096 2113 -14 347 12,466 -68
Mar11 100302 2096 2101 2076 2094 -14 13 12,176 +0
May11 100302 2089 2100 2072 2093 -10 0 1,923 +0
Total Volume and Open Interest 10,285 154,443 -3,041
London Sugar(LCE)
May10 100302 626.70 627.80 606.00 618.60 -17.70 3,198 37,751 -607
Aug10 100302 600.90 600.90 579.60 592.90 -18.80 1,205 18,753 +188
Oct10 100302 558.00 558.90 537.50 551.40 -15.40 627 8,780 +65
Dec10 100302 530.00 530.00 520.00 529.90 -12.00 65 2,033 +34
Mar11 100302 517.00 522.00 510.80 518.50 -8.80 11 1,024 +0
Total Volume and Open Interest 5,147 68,854 -281
Cotton(ICE)
Mar10 100302 84.11 84.11 81.00 81.90 -1.54 55 2,240 -94
May10 100302 83.10 83.17 80.66 81.85 -1.44 11,867 101,804 +1,062
Jul10 100302 83.30 83.30 80.75 81.92 -1.50 4,436 35,714 -1,674
Oct10 100302 76.00 76.00 75.70 75.70 -1.14 24 152 -15
Dec10 100302 74.50 74.70 73.25 74.10 -0.56 2,175 29,066 +379
Mar11 100302 74.75 74.91 74.75 74.91 -0.35 100 2,900 +68
Total Volume and Open Interest 18,678 173,772 -266
Lumber(CME)
Mar10 100302 248.3 254.5 248.0 252.1 +3.7 279 1,645 -131
May10 100302 265.4 270.3 264.2 267.5 +1.9 448 5,460 +40
Jul10 100302 273.5 277.0 273.5 276.9 +1.5 102 1,872 +42
Sep10 100302 271.9 273.0 271.9 273.0 unch 2 614 +1
Total Volume and Open Interest 831 9,655 -48
Crude Oil(NYM)
Apr10 100302 78.88 80.95 78.26 79.68 +0.98 319,038 259,774 -8,933
May10 100302 79.24 81.32 78.67 80.06 +0.98 104,180 161,068 -3,977
Jun10 100302 79.50 81.71 79.11 80.44 +0.96 56,454 167,803 +624
Jul10 100302 80.07 82.05 79.59 80.81 +0.95 13,361 57,131 +628
Aug10 100302 80.46 82.30 80.45 81.11 +0.93 9,222 26,272 -339
Sep10 100302 80.55 82.58 80.28 81.38 +0.91 8,452 33,260 -262
Oct10 100302 80.86 82.92 80.69 81.64 +0.89 6,899 19,708 +332
Nov10 100302 81.82 82.99 81.82 81.92 +0.87 4,985 22,849 +72
Dec10 100302 81.56 83.52 81.13 82.22 +0.85 33,347 196,840 +2,460
Jan11 100302 82.07 83.38 81.75 82.41 +0.84 2,383 23,089 +171
Feb11 100302 81.75 82.61 81.75 82.61 +0.82 629 15,104 -197
Mar11 100302 82.80 82.80 82.80 82.80 +0.80 624 11,397 -47
Apr11 100302 82.95 82.95 82.95 82.95 +0.78 299 11,020 -24
May11 100302 83.08 83.08 83.08 83.08 +0.76 62 4,024 -12
Jun11 100302 82.80 84.26 82.80 83.19 +0.73 1,391 24,586 -154
Jul11 100302 83.31 83.31 83.31 83.31 +0.71 111 4,078 +77
Total Volume and Open Interest 582,703 1,274,007 -10,917
e-miNY Crude Oil(NYM)
Mar10 100212 75.350 75.350 72.675 74.125 +1.225      
Apr10 100302 78.825 80.975 78.275 79.675 +0.025 13,542 5,190 +544
May10 100302 79.150 81.325 78.750 80.050 +0.975 570 968 +48
Jun10 100302 79.400 81.700 79.400 80.450 +0.975 188 211 -12
Jul10 100302 80.525 81.625 80.500 80.800 +0.950 0 24 -1
Aug10 100302 81.525 81.525 81.100 81.100 +0.925 2 4 -1
Sep10 100302 81.500 81.500 81.375 81.375 +0.900 0 4 +0
Oct10 100302 81.650 81.650 81.650 81.650 +0.900 0 10 +0
Nov10 100302 81.925 81.925 81.925 81.925 +0.875 0 1 +0
Dec10 100302 82.225 82.225 82.225 82.225 +0.850 0 56 +0
Total Volume and Open Interest 14,293 6,615 +135
Heating Oil(NYM)
Apr10 100302 203.30 208.60 201.59 205.61 +3.26 49,887 79,215 +2,322
May10 100302 203.94 209.57 202.72 206.66 +3.18 13,440 46,138 +477
Jun10 100302 205.70 210.66 204.24 207.83 +3.00 9,212 46,562 +374
Jul10 100302 207.36 211.28 205.92 209.51 +2.89 2,955 19,087 +746
Aug10 100302 207.97 213.39 207.73 211.16 +2.71 1,532 10,809 +322
Sep10 100302 209.73 214.67 209.73 213.06 +2.66 1,013 11,234 -199
Oct10 100302 216.50 218.07 215.31 215.31 +2.62 862 9,899 -209
Nov10 100302 215.79 217.61 215.62 217.61 +2.60 570 7,845 +41
Dec10 100302 217.15 222.77 216.84 219.94 +2.58 2,904 27,712 -135
Jan11 100302 222.65 224.91 222.19 222.19 +2.53 336 12,586 +37
Feb11 100302 223.90 225.31 223.39 223.39 +2.43 73 4,524 +0
Mar11 100302 224.85 224.85 223.29 223.29 +2.33 70 5,022 +28
Total Volume and Open Interest 82,950 296,263 -3,395
Gasoline(NYMEX)
Apr10 100302 216.19 222.24 215.50 219.66 +4.10 39,984 94,463 +4,043
May10 100302 217.00 222.79 216.35 220.26 +3.89 12,419 49,577 +1,052
Jun10 100302 217.33 222.72 216.49 220.09 +3.72 7,864 35,908 +985
Jul10 100302 216.75 221.64 216.69 219.46 +3.62 2,505 18,422 +188
Aug10 100302 217.63 220.20 216.76 218.62 +3.48 1,900 10,798 +48
Sep10 100302 216.22 219.98 215.48 217.50 +3.29 1,675 15,819 +75
Oct10 100302 205.11 207.26 205.11 207.06 +3.02 1,248 5,454 +41
Nov10 100302 205.87 206.27 205.87 206.06 +2.90 1,493 11,505 +171
Dec10 100302 203.39 208.24 203.39 205.79 +2.73 1,351 10,933 +79
Jan11 100302 208.18 209.03 207.42 207.42 +2.66 27 3,242 +1
Total Volume and Open Interest 70,466 261,713 +130
e-miNY RBOB Gasoline(NYM)
Apr10 100302 219.70 219.70 219.66 219.70 +4.10 0 7 +0
May10 100302 220.30 220.30 220.26 220.30 +3.90      
Jun10 100302 220.10 220.10 220.09 220.10 +3.70      
Jul10 100302 219.50 219.50 219.46 219.50 +3.70      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr10 100302 4.693 4.755 4.655 4.708 +0.029 69,232 187,794 +2,212
May10 100302 4.783 4.823 4.725 4.775 +0.029 23,908 151,827 +4,183
Jun10 100302 4.827 4.891 4.807 4.850 +0.023 8,482 54,376 +1,242
Jul10 100302 4.947 4.973 4.890 4.934 +0.022 6,348 41,189 +1,945
Aug10 100302 4.981 5.027 4.960 4.997 +0.021 2,690 35,049 +175
Sep10 100302 5.045 5.071 4.990 5.035 +0.019 2,445 28,034 +87
Oct10 100302 5.159 5.178 5.096 5.140 +0.018 6,968 58,284 +934
Nov10 100302 5.476 5.495 5.430 5.455 +0.005 933 12,907 +79
Dec10 100302 5.838 5.840 5.778 5.795 -0.012 1,556 26,084 +251
Jan11 100302 6.063 6.071 6.000 6.020 -0.017 3,969 36,469 +745
Feb11 100302 6.019 6.033 5.985 5.988 -0.017 443 11,424 +167
Mar11 100302 5.889 5.897 5.841 5.848 -0.017 1,340 27,091 +69
Apr11 100302 5.485 5.510 5.460 5.480 -0.015 888 23,941 +402
May11 100302 5.465 5.488 5.460 5.460 -0.013 40 11,554 +25
Jun11 100302 5.510 5.540 5.500 5.510 -0.013 164 5,666 +17
Jul11 100302 5.570 5.605 5.563 5.575 -0.013 53 4,295 +50
Total Volume and Open Interest 133,168 816,126 +15,354
Brent Crude Oil(ICE)
Apr10 100302 77.05 79.25 76.55 78.18 +1.29 139,708 178,864 -5,055
May10 100302 77.40 79.53 76.87 78.45 +1.23 68,751 198,060 +12,235
Jun10 100302 77.82 79.93 77.33 78.88 +1.18 41,486 124,490 +4,262
Jul10 100302 78.38 80.32 77.94 79.31 +1.11 14,383 47,287 +1,756
Aug10 100302 78.76 80.70 78.37 79.71 +1.05 9,867 28,085 +1,803
Sep10 100302 79.17 80.89 78.80 80.08 +1.01 7,193 20,112 +1,327
Oct10 100302 79.45 81.22 79.18 80.42 +0.97 2,677 19,177 +419
Nov10 100302 79.78 81.28 79.51 80.74 +0.95 2,172 14,385 +383
Dec10 100302 80.25 82.10 79.80 81.06 +0.93 13,497 83,157 +1,322
Jan11 100302 81.35 81.35 81.35 81.35 +0.89 1,157 12,267 +129
Feb11 100302 81.64 81.64 81.64 81.64 +0.86 801 6,698 +64
Mar11 100302 81.93 81.93 81.93 81.93 +0.85 832 6,245 +22
Apr11 100302 82.20 82.20 82.20 82.20 +0.83 485 2,799 -68
May11 100302 82.44 82.44 82.44 82.44 +0.81 202 2,842 +49
Total Volume and Open Interest 307,565 857,981 +19,325
Gas Oil(ICE)
Mar10 100302 631.00 646.50 625.75 638.00 +4.25 55,702 106,550 -13,203
Apr10 100302 634.75 649.25 627.75 640.75 +4.25 96,894 111,962 -3,756
May10 100302 640.00 652.75 631.75 644.50 +3.75 42,098 77,243 +5,326
Jun10 100302 642.50 657.25 636.00 649.25 +3.75 26,002 51,613 +398
Jul10 100302 644.25 661.25 642.00 654.25 +3.50 6,307 31,417 +2,868
Aug10 100302 648.50 664.50 648.00 659.75 +3.50 2,816 23,977 +295
Sep10 100302 655.00 668.75 653.25 664.75 +3.25 2,625 25,458 +226
Oct10 100302 659.00 673.25 659.00 669.50 +3.00 1,316 17,397 +198
Nov10 100302 664.00 674.25 662.50 673.50 +2.50 754 15,873 -20
Dec10 100302 671.75 684.75 666.00 677.25 +2.25 9,781 70,475 -1,234
Total Volume and Open Interest 248,647 613,152 -7,862
Ethanol(CBOT)
Mar10 100302 1.672 1.680 1.672 1.680 -0.012 27 247 -111
Apr10 100302 1.700 1.700 1.680 1.687 -0.002 353 1,122 +22
May10 100302 1.712 1.712 1.691 1.703 -0.006 62 778 +17
Jun10 100302 1.705 1.710 1.703 1.707 -0.004 29 857 -3
Jul10 100302 1.715 1.719 1.708 1.713 -0.009 47 1,064 +5
Aug10 100302 1.713 1.714 1.707 1.708 -0.004 5 826 +5
Sep10 100302 1.713 1.713 1.707 1.707 -0.003 5 788 +5
Oct10 100302 1.713 1.713 1.713 1.713 +0.003 20 730 +15
Total Volume and Open Interest 616 8,478 -2
US Dollar Index(ICE)
Mar10 100302 80.930 81.340 80.425 80.575 -0.130 29,002 50,912 -571
Jun10 100302 81.265 81.600 80.740 80.885 -0.130 293 4,995 +1
Sep10 100302 81.165 81.165 81.165 81.165 -0.130 0 8 +0
Total Volume and Open Interest 29,295 55,916 -570
Australian Dollar(CME)
Mar10 100302 90.01 90.48 89.43 90.27 +0.32 114,254 102,083 +2,610
Jun10 100302 89.11 89.56 88.57 89.38 +0.30 900 7,071 +239
Sep10 100302 88.44 88.44 88.15 88.44 +0.29 0 41 +0
Total Volume and Open Interest 115,154 109,205 +2,849
British Pound(CME)
Mar10 100302 149.92 150.70 148.53 149.48 -0.60 159,976 125,011 +931
Jun10 100302 149.75 149.99 148.45 149.38 -0.61 1,511 2,962 +278
Sep10 100302 149.29 149.89 148.67 149.29 -0.60 5 82 +1
Total Volume and Open Interest 161,492 128,080 +1,210
Canadian Dollar(CME)
Mar10 100302 96.02 97.01 95.75 96.53 +0.50 87,587 90,901 +838
Jun10 100302 96.00 96.98 95.74 96.51 +0.50 1,236 8,061 +320
Sep10 100302 96.00 96.80 95.75 96.48 +0.49 148 866 +2
Dec10 100302 96.20 96.68 95.91 96.38 +0.47 6 835 +6
Total Volume and Open Interest 88,980 100,800 +1,168
Japanese Yen(CME)
Mar10 100302 112.16 112.94 111.88 112.80 +0.50 95,681 124,875 -2,316
Jun10 100302 112.22 112.98 111.95 112.85 +0.50 1,113 3,532 +221
Sep10 100302 112.92 112.92 112.26 112.92 +0.49 1 205 +1
Total Volume and Open Interest 96,796 128,641 -2,094
Swiss Franc(CME)
Mar10 100302 92.68 93.08 91.84 92.94 +0.17 60,065 40,053 -2,957
Jun10 100302 92.73 93.13 91.91 93.00 +0.17 165 465 +48
Sep10 100302 92.65 93.06 92.65 93.06 +0.16 1 6 -1
Total Volume and Open Interest 60,231 40,529 -2,910
EuroFX(CME)
Mar10 100302 135.69 136.23 134.33 136.00 +0.25 379,305 201,301 -745
Jun10 100302 135.65 136.19 134.33 135.98 +0.25 7,921 15,734 +2,737
Sep10 100302 134.36 136.29 134.36 135.93 +0.25 12 940 +7
Total Volume and Open Interest 387,238 218,055 +1,999
Mexican Peso(CME)
Mar10 100302 783.8 787.0 782.8 783.8 +0.2 24,952 108,586 +1,838
Apr10 100302 781.2 781.2 780.8 781.2 +0.5      
Total Volume and Open Interest 25,115 111,316 +1,905
30-Year T-Bonds(CBOT)
Mar10 100226 118~150 119~090 118~090 118~290 +0~140      
Jun10 100302 117~140 117~160 116~280 117~110 -0~040 314,118 620,059 +28,946
Sep10 100302 116~000 116~050 116~000 116~010 -0~040 3 59 +2
Total Volume and Open Interest 438,527 709,882 -15,613
10-Year T-Notes(CBOT)
Mar10 100302 118~270 118~305 118~180 118~285 +0~005 359,041 176,127 -103,509
Jun10 100302 117~120 117~150 117~015 117~130 +0~005 878,696 1,279,448 +48,786
Sep10 100302 115~295 115~310 115~295 115~295 -0~015 1 31 +1
Total Volume and Open Interest 1,237,738 1,455,607 -54,722
5-Year T-Notes(CBOT)
Mar10 100226 116~108 117~006 116~108 117~006 +0~029      
Jun10 100302 115~117 116~004 115~095 115~126 +0~008 413,352 885,135 +52,729
Sep10 100302 114~112 114~112 114~104 114~112 +0~008      
Total Volume and Open Interest 576,134 1,002,273 +13,227
2 Year T-Notes(CBOT)
Mar10 100226 109~027 109~027 109~027 109~027 +0~009      
Jun10 100302 108~092 108~098 108~085 108~096 +0~004 289,228 805,859 +27,436
Sep10 100302 108~020 108~029 108~020 108~020 -0~009 0 1 +0
Total Volume and Open Interest 437,855 927,559 -25,755
Eurodollars(CME)
Mar10 100302 99.740 99.745 99.738 99.740 +0.002 91,412 1,126,364 +2,170
Jun10 100302 99.665 99.670 99.655 99.665 +0.005 128,969 1,157,967 +21,911
Sep10 100302 99.500 99.515 99.475 99.505 +0.010 180,082 1,066,092 +8,644
Dec10 100302 99.210 99.235 99.175 99.220 +0.020 225,264 1,001,075 +2,432
Mar11 100302 98.860 98.895 98.830 98.885 +0.030 216,560 674,714 +153
Jun11 100302 98.495 98.530 98.460 98.520 +0.035 181,504 752,894 +8,692
Sep11 100302 98.130 98.170 98.100 98.160 +0.035 127,869 593,507 -2,136
Dec11 100302 97.780 97.825 97.750 97.810 +0.030 94,975 373,953 -36
Mar12 100302 97.480 97.520 97.445 97.505 +0.030 53,546 293,587 -908
Jun12 100302 97.185 97.220 97.150 97.205 +0.025 44,042 206,618 -5,322
Sep12 100302 96.900 96.950 96.875 96.935 +0.020 36,004 122,240 -1,075
Dec12 100302 96.655 96.685 96.615 96.670 +0.015 27,277 112,110 +1,427
Mar13 100302 96.430 96.475 96.405 96.460 +0.015 12,277 78,301 +744
Jun13 100302 96.230 96.270 96.200 96.255 +0.015 8,947 61,950 +85
Sep13 100302 96.045 96.085 96.015 96.065 +0.010 6,549 53,841 -1,208
Dec13 100302 95.850 95.890 95.825 95.875 +0.010 5,615 30,607 +43
Mar14 100302 95.700 95.740 95.670 95.725 +0.010 4,598 36,909 -189
Jun14 100302 95.550 95.590 95.520 95.575 +0.010 4,383 30,802 -425
Total Volume and Open Interest 1,467,092 7,914,348 +35,560
30 Day Federal Funds(CBOT)
Mar10 100302 99.860 99.863 99.857 99.860 unch 4,542 76,131 +1,231
Apr10 100302 99.845 99.850 99.845 99.845 unch 2,895 86,559 +901
May10 100302 99.835 99.840 99.830 99.835 +0.005 5,959 70,390 -654
Jun10 100302 99.825 99.830 99.820 99.825 +0.005 6,076 68,707 +116
Jul10 100302 99.805 99.810 99.800 99.805 unch 6,449 66,834 -798
Aug10 100302 99.780 99.790 99.780 99.785 +0.005 5,007 58,192 +1,803
Total Volume and Open Interest 41,415 588,042 -82,696
30 Day Fed Funds(e-CBOT)
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  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100302 99.565 99.565 99.565 99.565 unch 0 1,838 -571
Jun10 100302 99.600 99.600 99.600 99.600 unch 0 480 +0
Sep10 100302 99.605 99.605 99.605 99.605 unch 0 230 +0
Dec10 100302 99.620 99.620 99.620 99.620 unch 0 242 +0
Mar11 100302 99.605 99.605 99.605 99.605 unch      
Jun11 100302 99.580 99.580 99.580 99.580 unch      
Sep11 100302 99.580 99.580 99.580 99.580 unch      
Dec11 100302 99.510 99.510 99.510 99.510 unch      
Mar12 100302 99.475 99.475 99.475 99.475 unch      
Jun12 100302 99.525 99.525 99.525 99.525 unch      
Total Volume and Open Interest 0 2,790 -571
3-Mth Euro-Yen(SGX)
Mar10 100302 99.57 99.57 99.57 99.57 unch 2 5,057 +430
Jun10 100302 99.60 99.60 99.60 99.60 unch 0 1,619 -155
Sep10 100302 99.61 99.61 99.61 99.61 unch 50 2,351 +200
Dec10 100302 99.62 99.62 99.62 99.62 unch 0 1,380 +0
Mar11 100302 99.61 99.61 99.61 99.61 unch 0 704 +40
Jun11 100302 99.58 99.58 99.58 99.58 unch 0 56 +0
Sep11 100302 99.58 99.58 99.58 99.58 unch 0 51 +0
Dec11 100302 99.51 99.51 99.51 99.51 unch 0 102 +0
Total Volume and Open Interest 52 12,691 +584
Japanese Gov't Bonds(SGX)
Mar10 100302 139.75 139.90 139.70 139.90 +0.17 2,732 18,141 +1,202
Jun10 100302 138.92 139.04 138.84 139.00 +0.15 83 302 +206
Sep10 100302 139.00 139.00 139.00 139.00 +0.15      
Total Volume and Open Interest 2,815 18,443 +426
Euro-Bund(EUREX)
Mar10 100302 124.32 124.40 123.94 124.20 -0.13 989,451 871,661 -46,301
Jun10 100302 122.84 122.93 122.48 122.74 -0.12 118,707 162,096 +76,797
Sep10 100302 121.80 123.32 121.80 122.30 -0.13      
Total Volume and Open Interest 1,108,158 1,033,757 +69,532
Euro-Bobl(EUREX)
Mar10 100222 117.39 117.51 117.29 117.46 +0.08 534,305 798,081 +37,058
Jun10 100302 116.87 116.91 116.64 116.80 -0.05 48,878 121,514 +35,514
Sep10 100302 116.56 116.56 116.56 116.56 -0.06      
Total Volume and Open Interest 678,442 899,556 +52,465
3-Mth Euribor(EUREX)
Mar10 100302 99.345 99.345 99.345 99.345 +0.010 159 10,738 -77
Jun10 100302 99.225 99.225 99.215 99.220 +0.005 285 6,934 +63
Sep10 100302 99.045 99.045 99.035 99.040 -0.005 70 2,236 -1
Total Volume and Open Interest 647 23,841 -39
Long Gilt(LIFFE)
Mar10 100225 115~18 115~28 115~11 115~23 +0~13 301,509 139,236 -76,552
Jun10 100302 113~30 114~20 113~30 114~17 +0~16 108,598 256,943 +6,831
Total Volume and Open Interest 153,125 303,930 -7,514
3-Mth Short Sterling(LIFFE)
Mar10 100302 99.33 99.35 99.33 99.34 +0.01 13,655 324,118 +3,444
Jun10 100302 99.25 99.26 99.23 99.25 unch 54,915 383,909 +17,342
Sep10 100302 99.08 99.11 99.06 99.09 unch 41,609 355,987 +6,076
Dec10 100302 98.81 98.84 98.79 98.81 -0.01 64,853 365,848 -6,479
Mar11 100302 98.52 98.54 98.48 98.50 -0.02 74,659 334,387 +627
Jun11 100302 98.16 98.19 98.13 98.15 -0.02 56,749 221,483 -3,944
Total Volume and Open Interest 380,887 2,405,288 +24,893
3-Mth Euribor(LIFFE)
Mar10 100302 99.340 99.345 99.335 99.345 +0.015 32,378 682,400 -2,186
Jun10 100302 99.215 99.260 99.205 99.220 +0.005 183,866 685,453 -27,715
Sep10 100302 99.045 99.065 99.020 99.040 -0.005 230,258 705,831 +23,065
Total Volume and Open Interest 1,081,328 3,927,518 +22,329
3-Mth Aus T-Bills(SFE)
Mar10 100302 95.73 95.74 95.66 95.69 -0.05 21,997 293,904 +4,379
Jun10 100302 95.49 95.51 95.41 95.44 -0.05 26,553 246,402 -1,333
Sep10 100302 95.19 95.20 95.11 95.16 -0.03 15,805 124,903 +4,506
Dec10 100302 94.94 94.95 94.86 94.92 -0.02 5,658 88,853 -557
Mar11 100302 94.76 94.78 94.68 94.76 -0.01 2,887 39,293 -289
Jun11 100302 94.62 94.65 94.56 94.64 +0.01 2,131 37,186 +1,324
Sep11 100302 94.51 94.56 94.49 94.54 +0.03 496 16,258 +111
Dec11 100302 94.42 94.49 94.42 94.46 +0.03 104 8,525 -196
Mar12 100302 94.39 94.39 94.39 94.39 +0.03 0 2,653 +0
Jun12 100302 94.35 94.35 94.35 94.35 +0.02 0 1,759 +0
Total Volume and Open Interest 75,631 861,516 +7,945
10-Year Aus T-Bonds(SFE)
Mar10 100302 94.52 94.57 94.49 94.56 +0.05 28,749 395,612 -18,220
Jun10 100302 94.52 94.52 94.52 94.52 +0.05      
Total Volume and Open Interest 28,749 395,612 -18,220
3-Year Aus T-Bonds(SFE)
Mar10 100302 95.15 95.20 95.11 95.16 +0.01 85,503 801,582 -43,067
Jun10 100302 94.96 94.99 94.96 94.99 +0.01 11,458 7,208 +6,458
Total Volume and Open Interest 96,961 808,790 -36,609
Gold(CMX)
Apr10 100302 1118.0 1138.3 1115.0 1137.4 +19.1 129,613 273,758 -6,294
Jun10 100302 1119.3 1139.5 1116.4 1138.6 +19.1 3,847 64,416 +134
Aug10 100302 1121.0 1139.9 1117.8 1139.6 +19.1 1,523 23,615 +901
Oct10 100302 1121.8 1141.0 1121.8 1140.6 +19.2 176 10,839 +100
Dec10 100302 1122.0 1142.0 1120.5 1141.8 +19.2 2,106 37,302 -19
Feb11 100302 1131.0 1143.3 1131.0 1143.3 +19.2 25 8,226 +25
Apr11 100302 1133.0 1145.2 1133.0 1145.2 +19.3 20 4,492 +1
Jun11 100302 481.0 492.1 479.5 492.1 +19.4 916 7,717 +459
Aug11 100302 1150.1 1150.1 1150.1 1150.1 +19.5 0 2,222 +0
Oct11 100302 1153.3 1153.3 1153.3 1153.3 +19.4 0 3,644 +0
Dec11 100302 1156.8 1156.8 1156.8 1156.8 +19.3 429 11,952 -293
Total Volume and Open Interest 141,277 467,387 -4,818
Silver(CMX)
Mar10 100302 1647.5 1707.5 1632.0 1704.4 +59.5 3,883 1,752 -2,000
May10 100302 1647.5 1710.5 1633.0 1706.4 +59.5 30,203 62,023 +1,036
Jul10 100302 1651.0 1710.0 1637.0 1708.8 +59.7 948 13,810 +73
Sep10 100302 1651.0 1713.5 1650.0 1710.7 +59.7 62 2,899 +7
Dec10 100302 1653.5 1715.0 1647.5 1713.3 +59.7 284 12,935 -63
Mar11 100302 1696.5 1715.8 1696.5 1715.8 +59.8 10 1,070 +6
May11 100302 1688.0 1717.5 1688.0 1717.5 +59.9 4 1,726 -3
Total Volume and Open Interest 35,643 107,635 -869
Platinum(NYMEX)
Apr10 100302 1551.0 1578.7 1545.1 1576.0 +32.0 3,626 31,549 -386
Jul10 100302 1558.7 1581.4 1558.5 1580.6 +32.1 501 2,893 +295
Oct10 100302 1555.0 1581.6 1555.0 1581.1 +31.6 4 165 +4
Jan11 100302 1575.1 1575.1 1575.1 1575.1 +33.1 0 207 +0
Total Volume and Open Interest 4,147 34,848 -91
Palladium(NYMEX)
Mar10 100302 436.80 443.45 434.90 443.45 +6.95 433 290 -626
Jun10 100302 434.50 446.00 434.50 444.85 +6.85 1,444 21,170 +153
Sep10 100302 443.95 445.60 443.95 445.60 +6.85 0 309 +0
Total Volume and Open Interest 1,877 21,801 -473
Copper(CMX)
Mar10 100302 332.90 339.80 327.75 339.55 +6.25 3,669 5,667 -621
May10 100302 334.55 341.50 329.00 341.15 +6.15 32,369 83,139 -169
Jul10 100302 336.00 342.70 331.40 342.50 +6.00 1,242 18,321 +587
Sep10 100302 334.25 343.30 333.35 343.10 +5.85 142 6,781 +64
Dec10 100302 335.05 343.40 335.05 343.40 +5.75 47 5,497 -46
Total Volume and Open Interest 37,815 124,234 +1
DJIA Index(CBOT)
Mar10 100302 10389 10446 10375 10399 +14 398 13,885 +104
Jun10 100302 10336 10336 10322 10336 +14 1 29 -1
Sep10 100302 10279 10279 10265 10279 +14      
Dec10 100302 10219 10219 10215 10219 +4      
Total Volume and Open Interest 399 13,914 +103
S & P 500(CME)
Mar10 100302 1114.20 1123.00 1112.80 1117.40 +2.80 17,297 378,093 -760
Jun10 100302 1114.30 1117.50 1111.00 1112.60 +2.80 1,699 16,734 +1,525
Sep10 100302 1107.40 1111.70 1106.20 1107.40 +2.70 301 2,174 +580
Dec10 100302 1102.60 1106.90 1101.40 1102.60 +2.70 0 2,951 +0
Total Volume and Open Interest 19,297 399,973 +1,345
S & P 500 E-Mini(Globex)
Mar10 100302 1114.25 1122.75 1112.75 1117.50 +3.00 1,944,020 2,819,976 -10,323
Jun10 100302 1109.75 1117.75 1108.00 1112.50 +2.75 7,314 57,890 +1,093
Total Volume and Open Interest 1,951,342 2,879,442 -9,231
NASDAQ 100(CME)
Mar10 100302 1844.30 1863.00 1843.00 1852.30 +9.50 739 28,352 -57
Jun10 100302 1849.50 1854.00 1849.50 1849.50 +9.50 0 795 +0
Sep10 100302 1848.50 1848.80 1848.50 1848.50 +9.50      
Total Volume and Open Interest 739 29,147 -57
NASDAQ 100 E-Mini(Globex)
Mar10 100302 1842.80 1862.30 1842.50 1852.30 +9.50 223,029 397,502 -291
Jun10 100302 1842.30 1859.30 1840.30 1849.50 +9.50 644 7,373 -5
Total Volume and Open Interest 223,673 404,885 -296
S & P Midcap 400(CME)
Mar10 100302 752.00 758.00 752.00 755.40 +6.70 43 2,575 +2
Jun10 100302 752.80 752.90 752.80 752.80 +6.70      
Sep10 100302 750.80 750.90 750.80 750.80 +6.70      
Total Volume and Open Interest 43 2,575 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100226 10070 10160 10060 10160 +90 7,134 39,312 -1,232
Jun10 100302 10250 10315 10225 10255 +10 13 27 +6
Total Volume and Open Interest 7,428 40,045 -261
Nikkei 225(SGX)
Mar10 100302 10205 10255 10145 10230 +40 88,492 189,622 -1,583
Jun10 100302 10160 10195 10090 10170 +40 452 3,068 +707
Sep10 100302 10170 10170 10170 10170 +40 0 55 +0
Total Volume and Open Interest 88,944 194,096 +1,982
CAC 40(EURONEXT)
Mar10 100302 3775.0 3814.5 3763.0 3812.5 +45.0 118,402 357,884 -92
Apr10 100302 3771.5 3813.5 3771.5 3813.5 +45.0 57 700 +42
May10 100302 3739.5 3739.5 3739.5 3739.5 +45.0      
Total Volume and Open Interest 118,553 361,591 -24
Hang Seng Index(HKFE)
Mar10 100302 20893 20956 20802 20937 -46 71,955 73,283 -370
Apr10 100302 20834 20901 20780 20901 -57 707 600 +261
Total Volume and Open Interest 72,979 75,650 -139
DAX(EUREX)
Mar10 100302 5725.0 5783.5 5711.0 5776.0 +62.0 141,620 154,792 +3,607
Jun10 100302 5740.0 5789.0 5721.0 5784.0 +62.5 299 11,567 -68
Sep10 100302 5746.0 5796.0 5729.5 5790.5 +61.5 133 1,945 -2
Total Volume and Open Interest 142,052 168,304 +3,537
FT-SE 100(EURONEXT)
Mar10 100302 5409.00 5471.50 5388.00 5464.00 +76.00 148,063 664,424 -1,679
Jun10 100302 5354.50 5419.00 5340.00 5413.50 +76.00 109 6,056 +22
Sep10 100302 5321.00 5381.00 5321.00 5374.50 +74.50 0 360 +0
Total Volume and Open Interest 148,207 671,836 -1,622
SPI 200(SFE)
Mar10 100302 4686.0 4727.0 4669.0 4703.0 +13.0 32,050 194,944 -5,764
Jun10 100302 4712.0 4725.0 4700.0 4723.0 +16.0 421 2,704 +216
Sep10 100302 4705.0 4705.0 4705.0 4705.0 +16.0 0 1,970 +0
Total Volume and Open Interest 32,471 201,235 -5,548
GSCI(CME)
Mar10 100302 515.25 522.00 514.50 518.00 +5.25 1,516 15,626 +516
Apr10 100302 518.25 525.00 517.50 521.10 +4.95 2 2 +0
May10 100302 523.00 527.00 520.00 523.00 +4.50      
Total Volume and Open Interest 1,518 15,628 +516
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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