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MRCI's End of Day Prices
Daily Futures Price Listing Wed March 03, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100303 954.75 962.50 953.50 954.50 +0.25 12,750 6,739 -2,729
May10 100303 963.00 971.50 962.00 963.50 unch 67,432 188,150 -4,678
Jul10 100303 970.75 978.75 969.50 971.00 +0.25 11,503 92,974 +1,397
Aug10 100303 967.00 972.75 966.75 966.75 +1.00 273 4,772 +41
Sep10 100303 955.75 959.25 951.00 953.50 +2.50 523 3,473 +150
Nov10 100303 938.50 948.50 938.25 942.50 +3.75 10,595 108,154 +3,380
Jan11 100303 951.00 956.25 949.75 951.00 +3.75 567 6,092 +117
Total Volume and Open Interest 103,926 420,681 -2,226
Soybean Meal(CBOT)
Mar10 100303 270.50 271.00 266.10 266.50 -4.00 3,420 8,087 -1,191
May10 100303 268.10 270.10 266.90 267.30 -1.00 25,507 89,559 +1,017
Jul10 100303 267.70 269.50 266.90 267.50 -0.20 7,553 39,946 -153
Aug10 100303 265.70 268.00 265.60 265.90 +0.10 647 12,363 -11
Sep10 100303 264.00 265.70 263.20 263.50 +0.40 548 10,261 -10
Oct10 100303 256.00 258.80 256.00 256.50 +0.20 1,343 6,880 +196
Dec10 100303 255.20 258.40 255.10 256.50 +0.20 6,151 25,993 +1,406
Jan11 100303 257.50 259.00 256.90 257.50 +0.20 275 1,818 +84
Total Volume and Open Interest 45,568 198,792 +1,329
Soybean Oil(CBOT)
Mar10 100303 40.18 40.18 39.89 40.02 +0.21 6,285 5,613 -1,615
May10 100303 40.13 40.51 40.12 40.40 +0.20 42,119 131,331 -2,727
Jul10 100303 40.55 41.00 40.55 40.83 +0.20 20,371 78,098 -265
Aug10 100303 40.86 41.08 40.86 40.99 +0.20 1,250 10,677 +62
Sep10 100303 41.14 41.16 40.98 41.12 +0.21 514 7,328 +32
Oct10 100303 41.11 41.27 41.10 41.21 +0.21 420 5,324 -79
Dec10 100303 41.25 41.65 41.19 41.49 +0.22 6,600 35,723 +1,358
Jan11 100303 41.69 41.74 41.52 41.74 +0.22 352 1,261 +203
Total Volume and Open Interest 77,931 276,855 -3,021
Canola(WCE)
Mar10 100303 385.3 385.7 385.3 385.7 +1.7 56 565 -26
May10 100303 386.0 388.4 385.2 387.7 +1.7 7,471 79,788 +651
Jul10 100303 391.8 394.3 391.4 393.9 +1.6 527 18,143 +119
Nov10 100303 397.5 399.8 397.2 399.3 +1.8 391 14,391 +118
Jan11 100303 402.4 402.4 402.4 402.4 +1.8 10 554 +10
Total Volume and Open Interest 8,457 113,678 +874
Corn(CBOT)
Mar10 100303 370.00 377.75 366.75 375.75 +5.25 32,859 20,427 -6,718
May10 100303 381.00 389.00 380.75 386.75 +5.25 113,717 467,135 +2,720
Jul10 100303 391.75 400.00 391.75 397.75 +5.50 28,194 242,791 +443
Sep10 100303 399.75 407.50 399.75 405.75 +5.75 7,765 58,769 +977
Dec10 100303 406.25 415.00 406.25 413.00 +6.00 26,744 254,844 +2,535
Mar11 100303 416.25 425.00 416.25 423.25 +6.00 1,791 29,952 +633
Total Volume and Open Interest 212,960 1,113,593 +1,108
Wheat(CBOT)
Mar10 100303 497.25 503.75 494.75 503.50 +11.50 7,920 4,473 -375
May10 100303 503.75 517.75 503.75 515.75 +11.25 49,552 173,769 +2,352
Jul10 100303 515.75 529.75 515.75 528.25 +11.50 13,038 129,817 +1,092
Sep10 100303 531.50 542.75 531.00 542.25 +11.25 2,828 27,359 +157
Dec10 100303 555.00 567.50 555.00 565.75 +10.75 4,278 66,690 +1,206
Total Volume and Open Interest 78,347 422,147 +4,559
Wheat(KCBT)
Mar10 100303 504.50 509.50 503.25 509.50 +10.50 668 584 -386
May10 100303 508.00 520.00 508.00 518.00 +9.50 7,805 47,850 -210
Jul10 100303 519.00 531.00 519.00 529.00 +9.75 1,719 36,144 -194
Sep10 100303 535.25 542.00 533.00 540.25 +9.75 705 5,743 +359
Dec10 100303 549.25 559.25 548.75 557.50 +10.00 1,224 41,820 -139
Total Volume and Open Interest 12,263 136,025 -571
Wheat(MGE)
Mar10 100303 521.00 521.00 521.00 521.00 +14.25 187 575 -400
May10 100303 517.00 530.00 517.00 527.00 +9.75 2,313 16,731 +230
Jul10 100303 530.00 541.00 530.00 538.00 +9.50 1,283 10,518 +109
Sep10 100303 543.00 552.25 542.25 549.75 +9.50 443 5,534 +213
Dec10 100303 558.75 569.50 558.75 566.75 +8.75 351 6,036 -39
Total Volume and Open Interest 4,618 40,756 +128
Oats(CBOT)
Mar10 100303 223.50 223.50 221.00 221.75 +0.25 174 103 -77
May10 100303 229.00 231.75 228.00 230.25 +0.25 875 9,646 +74
Jul10 100303 236.25 239.50 236.25 239.00 +0.25 171 2,485 +63
Sep10 100303 247.50 247.50 246.50 246.75 +0.25 2 375 +2
Total Volume and Open Interest 1,247 14,114 +66
Rough Rice(CBOT)
Mar10 100303 13.36 13.39 13.12 13.14 -0.26 213 1,062 -98
May10 100303 13.66 13.69 13.36 13.39 -0.28 1,087 10,789 +100
Jul10 100303 13.91 13.91 13.66 13.66 -0.28 22 1,220 -1
Sep10 100303 13.24 13.24 13.10 13.10 -0.14 33 1,270 +2
Total Volume and Open Interest 1,430 15,492 +40
Live Cattle(CME)
Apr10 100303 92.800 93.250 92.650 92.900 +0.115 17,389 137,429 -2,491
Jun10 100303 91.300 91.500 91.100 91.480 +0.230 13,262 101,896 +3,692
Aug10 100303 89.900 90.135 89.700 90.080 +0.130 7,468 41,483 +1,866
Oct10 100303 92.230 92.600 92.050 92.580 +0.230 1,320 23,480 +567
Dec10 100303 93.650 94.035 93.580 93.900 +0.150 642 8,799 +240
Feb11 100303 94.750 95.100 94.600 95.050 +0.200 231 3,568 +107
Total Volume and Open Interest 40,474 318,352 +4,092
Feeder Cattle(CME)
Mar10 100303 102.430 102.900 102.250 102.500 +0.115 1,266 8,593 -221
Apr10 100303 104.500 105.050 104.285 104.750 +0.320 1,606 12,623 +149
May10 100303 105.300 105.800 105.000 105.680 +0.380 1,428 8,744 +531
Aug10 100303 107.300 107.680 106.850 107.680 +0.280 978 6,155 +444
Sep10 100303 106.500 107.300 106.500 107.200 +0.200 109 612 +36
Oct10 100303 106.250 106.600 106.100 106.600 +0.100 27 384 +38
Nov10 100303 105.500 106.200 105.500 106.150 +0.150 4 89 +4
Total Volume and Open Interest 5,429 37,216 +987
Lean Hogs(CME)
Apr10 100303 72.500 73.750 72.000 73.400 +0.950 15,725 71,501 -2,165
May10 100303 78.385 79.035 77.100 78.900 +1.250 327 5,553 +94
Jun10 100303 81.450 82.550 81.000 82.300 +0.915 8,070 50,762 +1,673
Jul10 100303 81.350 82.400 80.785 82.350 +1.125 1,674 20,252 +398
Aug10 100303 80.700 81.580 80.035 81.475 +0.925 3,187 19,274 +630
Oct10 100303 71.200 71.950 70.600 71.900 +0.765 2,108 10,961 +840
Dec10 100303 68.400 69.000 67.950 68.975 +0.525 1,309 5,657 +448
Feb11 100303 70.000 70.800 69.500 70.800 +0.825 231 1,208 +204
Total Volume and Open Interest 32,636 185,428 +2,125
Pork Bellies(CME)
Mar10 100303 93.750 95.000 93.700 94.500 +0.450 12 46 -4
May10 100303 95.300 96.200 94.200 94.750 -0.830 156 201 -2
Jul10 100303 96.000 96.000 96.000 96.000 unch 13 60 +5
Aug10 100303 88.000 91.000 88.000 88.000 unch 0 22 +0
Feb11 100303 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 181 331 -1
Class III Milk(CME)
Mar10 100303 13.08 13.16 12.92 13.00 -0.14 328 3,698 +74
Apr10 100303 13.10 13.18 12.96 13.01 -0.17 288 4,187 +92
May10 100303 13.31 13.33 13.05 13.13 -0.20 248 3,557 +134
Jun10 100303 14.04 14.10 13.86 13.90 -0.14 126 2,924 +48
Jul10 100303 14.62 14.68 14.44 14.48 -0.08 89 2,309 +36
Total Volume and Open Interest 1,203 30,355 +398
Cocoa(ICE)
Mar10 100303 2801 2813 2780 2813 -6 42 68 -26
May10 100303 2832 2844 2780 2823 -6 7,183 64,243 +337
Jul10 100303 2864 2866 2803 2849 -7 1,878 23,020 +661
Sep10 100303 2880 2891 2835 2868 -10 727 10,247 +46
Dec10 100303 2915 2915 2867 2898 -8 857 6,991 +145
Mar11 100303 2888 2933 2888 2918 -6 827 12,121 +266
May11 100303 2919 2921 2919 2921 -6 110 4,770 +53
Total Volume and Open Interest 11,764 124,555 +1,588
Coffee "C"(ICE)
Mar10 100303 129.85 130.45 129.15 129.70 -0.50 18 147 -52
May10 100303 131.70 132.70 130.25 132.10 -0.20 8,524 76,159 -887
Jul10 100303 134.05 134.25 132.00 133.80 -0.25 3,158 22,860 -87
Sep10 100303 135.75 135.85 133.80 135.45 -0.30 2,254 9,428 +992
Dec10 100303 137.25 137.75 136.65 137.25 -0.40 367 7,701 +120
Mar11 100303 139.15 139.15 138.95 138.95 -0.45 256 5,025 +17
Total Volume and Open Interest 14,722 122,751 +111
Orange Juice(ICE)
Mar10 100303 151.15 151.75 151.00 151.25 +0.10 87 521 -471
May10 100303 148.90 150.70 148.10 148.50 -0.35 2,671 25,901 +1,513
Jul10 100303 151.60 153.15 150.80 151.05 -0.60 402 5,104 +203
Sep10 100303 154.05 154.20 152.00 152.20 -0.55 81 1,317 +53
Nov10 100303 154.75 155.00 153.00 153.30 -0.60 44 644 +42
Jan11 100303 155.00 155.00 153.95 153.95 -0.55 21 654 +15
Total Volume and Open Interest 3,308 34,416 +1,355
Sugar #11(ICE)
May10 100303 22.52 22.80 21.93 22.05 -0.59 73,288 277,298 -2,744
Jul10 100303 20.97 21.25 20.41 20.45 -0.49 26,879 169,909 -1,081
Oct10 100303 20.10 20.13 19.53 19.54 -0.54 14,055 156,612 +790
Mar11 100303 19.41 19.46 18.95 18.99 -0.42 4,433 57,997 -689
May11 100303 18.31 18.45 18.02 18.07 -0.36 1,336 17,997 +200
Total Volume and Open Interest 122,966 741,778 -3,219
London Cocoa(LCE)
Mar10 100303 2120 2127 2096 2125 -8 1,954 26,567 -1,204
May10 100303 2139 2152 2116 2145 -9 5,863 46,809 -698
Jul10 100303 2135 2144 2111 2138 -9 1,741 35,082 +876
Sep10 100303 2116 2120 2088 2115 -10 614 17,531 -121
Dec10 100303 2108 2109 2080 2101 -12 369 12,466 +0
Mar11 100303 2075 2078 2055 2073 -21 382 12,264 +88
May11 100303 2075 2075 2069 2069 -24 164 2,002 +79
Total Volume and Open Interest 11,229 153,568 -875
London Sugar(LCE)
May10 100303 631.00 633.40 618.60 619.50 +0.90 5,080 36,956 -795
Aug10 100303 597.50 602.40 589.30 590.40 -2.50 1,461 19,059 +306
Oct10 100303 556.00 556.80 544.00 545.20 -6.20 907 9,175 +395
Dec10 100303 533.80 535.40 529.30 530.30 +0.40 109 2,054 +21
Mar11 100303 523.50 524.30 519.00 522.90 +4.40 56 1,034 +10
Total Volume and Open Interest 7,613 68,791 -63
Cotton(ICE)
Mar10 100303 82.82 83.19 82.82 83.19 +1.29 24 2,159 -81
May10 100303 81.75 83.40 81.75 82.97 +1.12 11,599 102,555 +751
Jul10 100303 81.92 83.40 81.92 83.05 +1.13 4,864 36,556 +842
Oct10 100303 75.79 76.65 75.79 76.65 +0.95 12 152 +0
Dec10 100303 74.15 75.12 74.00 75.07 +0.97 2,643 28,800 -266
Mar11 100303 76.56 76.56 76.54 76.54 +1.63 259 2,819 -81
Total Volume and Open Interest 19,577 175,007 +1,235
Lumber(CME)
Mar10 100303 253.4 259.9 253.4 259.0 +6.9 425 1,488 -157
May10 100303 269.7 275.7 268.8 274.0 +6.5 630 5,434 -26
Jul10 100303 275.5 282.8 275.5 282.8 +5.9 311 1,904 +32
Sep10 100303 275.0 277.5 275.0 277.5 +4.5 12 616 +2
Total Volume and Open Interest 1,379 9,505 -150
Crude Oil(NYM)
Apr10 100303 79.64 81.23 79.44 80.87 +1.19 298,718 256,275 -3,499
May10 100303 80.00 81.60 79.81 81.26 +1.20 84,974 163,805 +2,737
Jun10 100303 80.37 81.95 80.24 81.64 +1.20 45,362 170,682 +2,879
Jul10 100303 80.84 82.20 80.61 82.00 +1.19 13,607 56,480 -651
Aug10 100303 81.25 82.52 81.02 82.29 +1.18 6,414 25,428 -844
Sep10 100303 81.35 82.80 81.35 82.55 +1.17 7,125 33,472 +212
Oct10 100303 82.75 82.89 82.57 82.80 +1.16 3,741 19,837 +129
Nov10 100303 82.90 83.13 82.82 83.08 +1.16 2,851 22,784 -65
Dec10 100303 82.23 83.55 82.02 83.39 +1.17 21,390 198,221 +1,381
Jan11 100303 82.31 83.72 82.31 83.57 +1.16 2,785 23,596 +507
Feb11 100303 83.75 83.76 83.75 83.76 +1.15 2,024 15,779 +675
Mar11 100303 83.01 83.94 83.01 83.94 +1.14 2,323 12,579 +1,182
Apr11 100303 84.08 84.08 84.08 84.08 +1.13 494 11,174 +154
May11 100303 84.19 84.19 84.19 84.19 +1.11 180 4,057 +33
Jun11 100303 83.30 84.28 83.30 84.28 +1.09 729 24,676 +90
Jul11 100303 84.38 84.38 84.38 84.38 +1.07 10 4,082 +4
Total Volume and Open Interest 508,010 1,279,332 +5,325
e-miNY Crude Oil(NYM)
Mar10 100212 75.350 75.350 72.675 74.125 +1.225      
Apr10 100303 79.625 81.250 79.425 80.875 +1.200 11,206 5,969 +779
May10 100303 80.175 81.575 79.850 81.250 +1.200 277 994 +26
Jun10 100303 80.525 81.975 80.525 81.650 +1.200 142 271 +60
Jul10 100303 81.025 82.000 81.025 82.000 +1.200 0 24 +0
Aug10 100303 82.300 82.300 82.300 82.300 +1.200 2 4 +0
Sep10 100303 81.375 82.550 81.375 82.550 +1.175 0 4 +0
Oct10 100303 82.800 82.800 82.800 82.800 +1.150 2 11 +1
Nov10 100303 83.075 83.075 83.075 83.075 +1.150 0 1 +0
Dec10 100303 83.400 83.400 83.400 83.400 +1.175 3 57 +1
Total Volume and Open Interest 11,632 7,381 +766
Heating Oil(NYM)
Apr10 100303 205.82 209.80 205.43 209.37 +3.76 46,042 76,774 -2,441
May10 100303 206.92 210.72 206.36 210.37 +3.71 12,575 48,017 +1,879
Jun10 100303 208.44 211.73 207.74 211.46 +3.63 8,897 47,062 +500
Jul10 100303 210.62 213.24 210.62 213.11 +3.60 3,397 19,295 +208
Aug10 100303 212.41 214.92 211.62 214.74 +3.58 1,736 10,807 -2
Sep10 100303 213.74 216.72 213.54 216.55 +3.49 993 11,424 +190
Oct10 100303 215.98 218.86 214.94 218.73 +3.42 309 9,988 +89
Nov10 100303 217.65 221.01 216.69 221.01 +3.40 789 8,182 +337
Dec10 100303 220.24 223.58 218.83 223.33 +3.39 3,154 28,659 +947
Jan11 100303 223.40 225.75 223.40 225.54 +3.35 266 12,532 -54
Feb11 100303 226.44 226.68 226.44 226.68 +3.29 44 4,531 +7
Mar11 100303 226.48 226.48 226.48 226.48 +3.19 89 5,060 +38
Total Volume and Open Interest 78,593 297,829 +1,566
Gasoline(NYMEX)
Apr10 100303 219.50 225.07 219.14 224.76 +5.10 44,539 92,945 -1,518
May10 100303 219.93 225.22 219.76 224.94 +4.68 16,462 52,333 +2,756
Jun10 100303 220.31 224.55 219.66 224.34 +4.25 9,850 36,108 +200
Jul10 100303 219.46 223.62 219.00 223.52 +4.06 3,864 17,730 -692
Aug10 100303 218.51 222.91 218.51 222.57 +3.95 2,772 11,124 +326
Sep10 100303 217.95 221.55 217.67 221.36 +3.86 3,059 15,852 +33
Oct10 100303 209.53 210.81 209.53 210.80 +3.74 950 5,646 +192
Nov10 100303 209.55 209.70 209.48 209.70 +3.64 457 11,606 +101
Dec10 100303 205.90 209.26 205.90 209.26 +3.47 711 11,083 +150
Jan11 100303 207.67 210.81 207.67 210.81 +3.39 183 3,257 +15
Total Volume and Open Interest 83,087 263,180 +1,467
e-miNY RBOB Gasoline(NYM)
Apr10 100303 224.80 224.80 224.76 224.80 +5.10 0 7 +0
May10 100303 224.90 224.94 224.90 224.90 +4.60      
Jun10 100303 224.30 224.34 224.30 224.30 +4.20      
Jul10 100303 223.50 223.52 223.50 223.50 +4.00      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr10 100303 4.720 4.790 4.680 4.757 +0.049 89,836 186,588 -1,206
May10 100303 4.803 4.854 4.749 4.821 +0.046 29,354 153,225 +1,398
Jun10 100303 4.881 4.920 4.826 4.892 +0.042 10,850 55,000 +624
Jul10 100303 4.955 4.999 4.909 4.977 +0.043 7,549 42,947 +1,758
Aug10 100303 4.979 5.058 4.972 5.038 +0.041 4,327 34,391 -658
Sep10 100303 5.010 5.095 5.007 5.075 +0.040 2,115 28,117 +83
Oct10 100303 5.160 5.201 5.111 5.179 +0.039 9,205 58,854 +570
Nov10 100303 5.455 5.503 5.430 5.491 +0.036 2,280 12,951 +44
Dec10 100303 5.795 5.846 5.770 5.831 +0.036 3,431 26,008 -76
Jan11 100303 6.023 6.070 5.998 6.054 +0.034 11,749 38,078 +1,609
Feb11 100303 5.972 6.032 5.972 6.019 +0.031 488 11,399 -25
Mar11 100303 5.835 5.892 5.825 5.879 +0.031 5,802 27,357 +266
Apr11 100303 5.489 5.517 5.460 5.501 +0.021 3,258 24,434 +493
May11 100303 5.444 5.481 5.444 5.481 +0.021 203 11,578 +24
Jun11 100303 5.485 5.528 5.485 5.528 +0.018 270 5,793 +127
Jul11 100303 5.550 5.610 5.550 5.591 +0.016 47 4,310 +15
Total Volume and Open Interest 183,980 821,623 +5,497
Brent Crude Oil(ICE)
Apr10 100303 78.27 79.58 77.88 79.25 +1.07 130,827 175,711 -3,153
May10 100303 78.55 79.85 78.14 79.54 +1.09 71,228 204,292 +6,232
Jun10 100303 78.85 80.24 78.57 79.95 +1.07 34,946 122,916 -1,574
Jul10 100303 79.29 80.60 79.01 80.36 +1.05 9,891 47,835 +548
Aug10 100303 79.69 80.96 79.54 80.74 +1.03 5,881 28,180 +95
Sep10 100303 80.06 81.33 79.91 81.10 +1.02 4,929 19,396 -716
Oct10 100303 80.25 81.63 80.25 81.43 +1.01 3,683 19,440 +263
Nov10 100303 80.57 81.94 80.57 81.74 +1.00 2,077 14,463 +78
Dec10 100303 81.06 82.31 80.75 82.06 +1.00 12,448 84,043 +886
Jan11 100303 82.34 82.34 82.34 82.34 +0.99 779 12,174 -93
Feb11 100303 82.70 82.70 82.62 82.62 +0.98 638 6,671 -27
Mar11 100303 82.90 82.90 82.90 82.90 +0.97 463 6,341 +96
Apr11 100303 83.16 83.16 83.16 83.16 +0.96 132 2,796 -3
May11 100303 83.39 83.39 83.39 83.39 +0.95 135 2,819 -23
Total Volume and Open Interest 282,559 859,392 +1,411
Gas Oil(ICE)
Mar10 100303 634.50 648.25 634.50 646.50 +8.50 48,571 102,663 -3,887
Apr10 100303 642.25 651.50 638.00 649.25 +8.50 78,545 114,716 +2,754
May10 100303 644.25 655.25 642.00 653.25 +8.75 25,388 76,007 -1,236
Jun10 100303 650.00 660.00 646.50 658.00 +8.75 19,122 53,788 +2,175
Jul10 100303 655.00 664.75 651.50 662.75 +8.50 4,582 31,217 -200
Aug10 100303 660.00 668.50 657.50 668.00 +8.25 3,627 24,375 +398
Sep10 100303 665.25 673.00 662.25 673.00 +8.25 2,575 25,616 +158
Oct10 100303 667.25 679.50 665.75 677.75 +8.25 1,648 18,271 +874
Nov10 100303 671.25 682.50 669.50 681.75 +8.25 894 15,878 +5
Dec10 100303 677.75 687.50 673.00 685.50 +8.25 5,906 70,506 +31
Total Volume and Open Interest 192,929 613,830 +678
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100303 1.680 1.680 1.655 1.661 -0.026 104 1,089 -33
May10 100303 1.682 1.688 1.675 1.679 -0.024 44 777 -1
Jun10 100303 1.691 1.692 1.678 1.688 -0.019 32 856 -1
Jul10 100303 1.694 1.699 1.688 1.698 -0.015 22 1,084 +20
Aug10 100303 1.701 1.701 1.684 1.692 -0.016 220 780 -46
Sep10 100303 1.707 1.707 1.690 1.695 -0.012 222 737 -51
Oct10 100303 1.715 1.715 1.695 1.700 -0.013 220 710 -20
Total Volume and Open Interest 990 8,376 -102
US Dollar Index(ICE)
Mar10 100303 80.445 80.600 79.835 80.020 -0.555 26,586 51,080 +168
Jun10 100303 80.700 80.890 80.135 80.310 -0.575 527 5,187 +192
Sep10 100303 80.630 80.630 80.630 80.630 -0.535 0 8 +0
Total Volume and Open Interest 27,113 56,276 +360
Australian Dollar(CME)
Mar10 100303 90.25 90.75 89.97 90.40 +0.13 81,497 105,444 +3,361
Jun10 100303 89.36 89.85 89.09 89.50 +0.12 748 7,194 +123
Sep10 100303 88.56 88.56 88.44 88.56 +0.12 1 42 +1
Total Volume and Open Interest 82,246 112,690 +3,485
British Pound(CME)
Mar10 100303 149.60 151.31 149.58 150.93 +1.45 209,836 124,118 -893
Jun10 100303 149.58 151.23 149.57 150.83 +1.45 3,857 3,456 +494
Sep10 100303 150.74 150.77 149.29 150.74 +1.45 1 81 -1
Total Volume and Open Interest 213,694 127,680 -400
Canadian Dollar(CME)
Mar10 100303 96.53 97.33 96.50 96.98 +0.45 82,571 94,445 +3,544
Jun10 100303 96.57 97.31 96.49 96.97 +0.46 2,208 8,350 +289
Sep10 100303 96.65 97.26 96.48 96.91 +0.43 24 876 +10
Dec10 100303 96.75 97.12 96.38 96.80 +0.42 9 838 +3
Total Volume and Open Interest 84,814 104,646 +3,846
Japanese Yen(CME)
Mar10 100303 112.66 113.23 112.36 113.14 +0.34 78,836 126,906 +2,031
Jun10 100303 112.68 113.29 112.42 113.19 +0.34 1,410 3,846 +314
Sep10 100303 113.13 113.26 112.92 113.26 +0.34 0 205 +0
Total Volume and Open Interest 80,246 130,986 +2,345
Swiss Franc(CME)
Mar10 100303 92.97 93.93 92.91 93.65 +0.71 57,369 43,722 +3,669
Jun10 100303 93.25 93.97 92.98 93.71 +0.71 232 482 +17
Sep10 100303 93.99 93.99 93.06 93.77 +0.71 0 6 +0
Total Volume and Open Interest 57,601 44,215 +3,686
EuroFX(CME)
Mar10 100303 136.08 137.37 135.92 137.00 +1.00 358,508 203,745 +2,444
Jun10 100303 136.08 137.34 135.90 136.98 +1.00 6,075 16,664 +930
Sep10 100303 136.10 137.03 136.10 136.93 +1.00 10 943 +3
Total Volume and Open Interest 364,593 221,432 +3,377
Mexican Peso(CME)
Mar10 100303 784.2 788.0 784.2 786.2 +2.5 12,543 111,632 +3,046
Apr10 100303 784.0 784.0 781.2 784.0 +2.8 8 8 +8
Total Volume and Open Interest 13,571 114,754 +3,438
30-Year T-Bonds(CBOT)
Mar10 100303 118~280 118~300 118~090 118~250 -0~040      
Jun10 100303 117~120 117~160 116~240 117~090 -0~020 176,987 619,020 -1,039
Sep10 100303 115~310 116~010 115~310 115~310 -0~020 10 69 +10
Total Volume and Open Interest 201,411 700,641 -9,241
10-Year T-Notes(CBOT)
Mar10 100303 118~290 118~310 118~190 118~290 +0~005 157,926 109,779 -66,348
Jun10 100303 117~140 117~155 117~035 117~135 +0~005 668,826 1,297,687 +18,239
Sep10 100303 115~230 115~300 115~230 115~300 +0~005 1 30 -1
Total Volume and Open Interest 826,753 1,407,497 -48,110
5-Year T-Notes(CBOT)
Mar10 100303 58~066 58~071 58~063 58~071 -58~063      
Jun10 100303 116~001 116~008 115~106 115~127 +0~001 355,312 913,027 +27,892
Sep10 100303 114~112 114~112 114~112 114~112 unch      
Total Volume and Open Interest 421,876 1,001,722 -551
2 Year T-Notes(CBOT)
Mar10 100303 54~076 54~078 54~076 54~078 -54~077      
Jun10 100303 108~096 108~098 108~086 108~093 -0~003 179,033 818,920 +13,061
Sep10 100303 108~017 108~020 108~017 108~017 -0~003 0 1 +0
Total Volume and Open Interest 216,796 917,574 -9,985
Eurodollars(CME)
Mar10 100303 99.743 99.745 99.740 99.740 unch 78,463 1,122,849 -3,515
Jun10 100303 99.665 99.670 99.655 99.665 unch 110,317 1,157,125 -842
Sep10 100303 99.505 99.510 99.490 99.495 -0.010 122,521 1,066,288 +196
Dec10 100303 99.220 99.230 99.195 99.210 -0.010 190,436 1,004,934 +3,859
Mar11 100303 98.885 98.890 98.845 98.870 -0.015 182,174 673,881 -833
Jun11 100303 98.525 98.530 98.470 98.510 -0.010 127,191 757,587 +4,693
Sep11 100303 98.160 98.175 98.110 98.160 unch 86,016 590,183 -3,324
Dec11 100303 97.815 97.830 97.765 97.820 +0.010 83,182 378,354 +4,401
Mar12 100303 97.515 97.535 97.460 97.520 +0.015 33,928 297,370 +3,783
Jun12 100303 97.215 97.240 97.165 97.225 +0.020 25,673 207,178 +560
Sep12 100303 96.930 96.975 96.890 96.960 +0.025 18,517 122,687 +447
Dec12 100303 96.680 96.715 96.630 96.700 +0.030 16,399 112,327 +217
Mar13 100303 96.470 96.505 96.420 96.490 +0.030 7,325 79,477 +1,176
Jun13 100303 96.245 96.305 96.220 96.285 +0.030 6,591 62,761 +811
Sep13 100303 96.055 96.120 96.030 96.095 +0.030 4,364 53,890 +49
Dec13 100303 95.880 95.925 95.835 95.900 +0.025 4,946 31,377 +770
Mar14 100303 95.710 95.770 95.685 95.750 +0.025 1,753 36,558 -351
Jun14 100303 95.580 95.615 95.530 95.595 +0.020 1,643 30,904 +102
Total Volume and Open Interest 1,113,116 7,929,875 +15,527
30 Day Federal Funds(CBOT)
Mar10 100303 99.860 99.863 99.853 99.857 -0.003 8,516 75,414 -717
Apr10 100303 99.850 99.850 99.840 99.845 unch 6,194 85,428 -1,131
May10 100303 99.840 99.840 99.830 99.835 unch 9,154 71,422 +1,032
Jun10 100303 99.830 99.830 99.820 99.825 unch 12,201 71,579 +2,872
Jul10 100303 99.805 99.810 99.800 99.805 unch 5,700 66,295 -539
Aug10 100303 99.785 99.785 99.780 99.785 unch 5,377 58,023 -169
Total Volume and Open Interest 71,583 595,928 +7,886
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 100303 99.565 99.565 99.565 99.565 unch 0 1,832 -6
Jun10 100303 99.600 99.600 99.600 99.600 unch 0 480 +0
Sep10 100303 99.605 99.605 99.605 99.605 unch 0 230 +0
Dec10 100303 99.620 99.620 99.620 99.620 unch 0 242 +0
Mar11 100303 99.605 99.605 99.605 99.605 unch      
Jun11 100303 99.580 99.580 99.580 99.580 unch      
Sep11 100303 99.580 99.580 99.580 99.580 unch      
Dec11 100303 99.510 99.510 99.510 99.510 unch      
Mar12 100303 99.475 99.475 99.475 99.475 unch      
Jun12 100303 99.525 99.525 99.525 99.525 unch      
Total Volume and Open Interest 0 2,784 -6
3-Mth Euro-Yen(SGX)
Mar10 100303 99.57 99.57 99.57 99.57 unch 443 5,014 -43
Jun10 100303 99.60 99.60 99.60 99.60 unch 200 1,619 +0
Sep10 100303 99.61 99.61 99.61 99.61 unch 200 2,531 +180
Dec10 100303 99.62 99.62 99.62 99.62 unch 0 1,380 +0
Mar11 100303 99.61 99.61 99.61 99.61 unch 115 790 +86
Jun11 100303 99.58 99.58 99.58 99.58 unch 0 56 +0
Sep11 100303 99.58 99.58 99.58 99.58 unch 0 51 +0
Dec11 100303 99.51 99.51 99.51 99.51 unch 0 102 +0
Total Volume and Open Interest 958 12,914 +223
Japanese Gov't Bonds(SGX)
Mar10 100303 139.89 139.93 139.78 139.82 -0.08 2,227 16,439 -1,702
Jun10 100303 139.06 139.08 138.95 138.97 -0.03 283 3,279 +2,977
Sep10 100303 138.97 138.97 138.97 138.97 -0.03      
Total Volume and Open Interest 2,510 19,718 +1,275
Euro-Bund(EUREX)
Mar10 100303 124.30 124.34 123.97 124.08 -0.12 632,735 803,465 -68,196
Jun10 100303 122.86 122.87 122.52 122.61 -0.13 117,919 211,012 +48,916
Sep10 100303 122.18 122.18 122.18 122.18 -0.12      
Total Volume and Open Interest 750,654 1,014,477 -19,280
Euro-Bobl(EUREX)
Mar10 100222 117.39 117.51 117.29 117.46 +0.08 534,305 798,081 +37,058
Jun10 100303 116.85 116.89 116.67 116.73 -0.07 122,772 165,859 +44,345
Sep10 100303 116.50 116.50 116.50 116.50 -0.06      
Total Volume and Open Interest 612,772 895,539 -4,017
3-Mth Euribor(EUREX)
Mar10 100303 99.345 99.345 99.340 99.340 -0.005 208 10,733 -5
Jun10 100303 99.225 99.225 99.215 99.215 -0.005 581 6,886 -48
Sep10 100303 99.040 99.040 99.030 99.030 -0.010 465 2,547 +311
Total Volume and Open Interest 2,611 24,181 +340
Long Gilt(LIFFE)
Mar10 100225 115~18 115~28 115~11 115~23 +0~13 301,509 139,236 -76,552
Jun10 100303 114~20 114~24 114~10 114~15 -0~03 93,823 264,621 +7,678
Total Volume and Open Interest 108,369 307,106 +3,176
3-Mth Short Sterling(LIFFE)
Mar10 100303 99.33 99.34 99.33 99.33 -0.01 21,255 321,218 -2,900
Jun10 100303 99.26 99.26 99.23 99.24 -0.01 52,552 388,946 +5,037
Sep10 100303 99.09 99.09 99.05 99.07 -0.02 53,494 354,491 -1,496
Dec10 100303 98.82 98.82 98.76 98.77 -0.04 63,604 362,668 -3,180
Mar11 100303 98.50 98.50 98.41 98.42 -0.08 62,307 335,703 +1,316
Jun11 100303 98.15 98.16 98.03 98.04 -0.11 49,822 229,233 +7,750
Total Volume and Open Interest 365,088 2,412,762 +7,474
3-Mth Euribor(LIFFE)
Mar10 100303 99.340 99.345 99.340 99.340 -0.005 48,634 702,808 +20,408
Jun10 100303 99.215 99.230 99.215 99.215 -0.005 108,554 681,040 -4,413
Sep10 100303 99.040 99.050 99.025 99.030 -0.010 130,457 721,124 +15,293
Total Volume and Open Interest 686,205 3,928,744 +1,226
3-Mth Aus T-Bills(SFE)
Mar10 100303 95.68 95.72 95.67 95.69 unch 51,923 137,735 -156,169
Jun10 100303 95.44 95.47 95.42 95.44 unch 44,279 261,388 +14,986
Sep10 100303 95.16 95.18 95.13 95.14 -0.02 16,278 131,454 +6,551
Dec10 100303 94.91 94.94 94.90 94.91 -0.01 7,731 88,959 +106
Mar11 100303 94.74 94.78 94.74 94.75 -0.01 2,845 39,395 +102
Jun11 100303 94.63 94.67 94.61 94.64 unch 3,484 38,652 +1,466
Sep11 100303 94.55 94.59 94.53 94.55 +0.01 1,427 17,216 +958
Dec11 100303 94.51 94.53 94.47 94.47 +0.01 804 8,929 +404
Mar12 100303 94.41 94.41 94.40 94.40 +0.01 110 2,653 +0
Jun12 100303 94.35 94.36 94.35 94.36 +0.01 10 1,769 +10
Total Volume and Open Interest 128,901 729,940 -131,576
10-Year Aus T-Bonds(SFE)
Mar10 100303 94.56 94.58 94.52 94.53 -0.03 33,522 402,951 +7,339
Jun10 100303 94.48 94.48 94.48 94.48 -0.04 12 12 +12
Total Volume and Open Interest 33,534 402,963 +7,351
3-Year Aus T-Bonds(SFE)
Mar10 100303 95.16 95.20 95.14 95.16 unch 138,213 833,819 +32,237
Jun10 100303 95.00 95.00 95.00 95.00 +0.01 1,335 8,543 +1,335
Total Volume and Open Interest 139,548 842,362 +33,572
Gold(CMX)
Apr10 100303 1134.5 1145.8 1132.8 1143.3 +5.9 124,679 277,963 +4,205
Jun10 100303 1136.0 1146.6 1134.4 1144.6 +6.0 6,788 65,326 +910
Aug10 100303 1137.8 1147.3 1135.5 1145.7 +6.1 1,850 24,123 +508
Oct10 100303 1137.4 1146.9 1137.4 1146.7 +6.1 987 11,023 +184
Dec10 100303 1140.0 1149.6 1137.7 1147.9 +6.1 1,091 36,826 -476
Feb11 100303 1149.4 1149.4 1149.4 1149.4 +6.1 219 8,321 +95
Apr11 100303 1148.8 1151.4 1148.8 1151.4 +6.2 664 3,995 -497
Jun11 100303 498.3 498.3 498.3 498.3 +6.2 214 7,509 -208
Aug11 100303 1156.3 1156.3 1156.3 1156.3 +6.2 660 2,262 +40
Oct11 100303 1159.6 1159.6 1159.6 1159.6 +6.3 0 3,644 +0
Dec11 100303 1159.0 1163.8 1157.0 1163.2 +6.4 899 12,228 +276
Total Volume and Open Interest 139,772 472,836 +5,449
Silver(CMX)
Mar10 100303 1694.5 1735.0 1689.5 1730.9 +26.5 1,010 1,025 -727
May10 100303 1695.5 1737.0 1688.5 1732.9 +26.5 25,616 63,104 +1,081
Jul10 100303 1699.0 1740.0 1693.0 1735.4 +26.6 584 13,836 +26
Sep10 100303 1725.0 1740.0 1725.0 1737.4 +26.7 28 2,902 +3
Dec10 100303 1699.0 1742.0 1699.0 1740.2 +26.9 260 12,957 +22
Mar11 100303 1742.9 1742.9 1742.9 1742.9 +27.1 8 1,071 +1
May11 100303 1744.6 1744.6 1744.6 1744.6 +27.1 4 1,730 +4
Total Volume and Open Interest 27,675 108,073 +438
Platinum(NYMEX)
Apr10 100303 1571.1 1589.0 1571.1 1583.5 +7.5 4,362 31,225 -324
Jul10 100303 1580.9 1590.4 1580.8 1587.6 +7.0 572 3,298 +405
Oct10 100303 1590.0 1590.0 1587.3 1588.5 +7.4 80 203 +38
Jan11 100303 1579.6 1583.5 1578.4 1583.5 +8.4 0 207 +0
Total Volume and Open Interest 5,014 34,947 +99
Palladium(NYMEX)
Mar10 100303 449.15 452.25 449.15 449.50 +6.05 34 211 -79
Jun10 100303 442.95 453.75 441.45 450.50 +5.65 1,363 21,260 +90
Sep10 100303 446.85 452.40 446.85 451.10 +5.50 0 309 +0
Total Volume and Open Interest 1,398 21,812 +11
Copper(CMX)
Mar10 100303 338.40 345.35 333.65 341.90 +2.35 1,923 5,390 -277
May10 100303 340.55 347.20 335.10 343.50 +2.35 46,161 83,365 +226
Jul10 100303 339.10 348.60 336.75 345.00 +2.50 2,433 19,088 +767
Sep10 100303 339.65 348.15 339.65 345.60 +2.50 653 7,136 +355
Dec10 100303 340.00 348.50 340.00 345.90 +2.50 413 5,705 +208
Total Volume and Open Interest 52,449 125,413 +1,179
DJIA Index(CBOT)
Mar10 100303 10387 10455 10365 10387 -12 226 13,835 -50
Jun10 100303 10377 10385 10324 10324 -12 0 29 +0
Sep10 100303 10267 10279 10267 10267 -12      
Dec10 100303 10217 10219 10217 10217 -2      
Total Volume and Open Interest 226 13,864 -50
S & P 500(CME)
Mar10 100303 1117.30 1124.90 1115.20 1118.60 +1.20 19,849 373,000 -5,093
Jun10 100303 1115.50 1120.00 1112.60 1113.90 +1.30 3,613 19,696 +2,962
Sep10 100303 1108.80 1114.40 1107.40 1108.80 +1.40 1 2,174 +0
Dec10 100303 1103.90 1109.60 1102.60 1103.90 +1.30 0 2,951 +0
Total Volume and Open Interest 23,463 397,842 -2,131
S & P 500 E-Mini(Globex)
Mar10 100303 1117.50 1125.00 1115.00 1118.50 +1.00 1,615,001 2,816,032 -3,944
Jun10 100303 1111.25 1120.00 1110.50 1114.00 +1.50 20,237 74,274 +16,384
Total Volume and Open Interest 1,635,244 2,891,882 +12,440
NASDAQ 100(CME)
Mar10 100303 1852.80 1861.00 1845.00 1852.00 -0.30 2,303 27,475 -877
Jun10 100303 1849.30 1856.50 1848.00 1849.30 -0.20 13 790 -5
Sep10 100303 1848.30 1848.50 1848.30 1848.30 -0.20      
Total Volume and Open Interest 2,316 28,265 -882
NASDAQ 100 E-Mini(Globex)
Mar10 100303 1851.00 1861.30 1845.80 1852.00 -0.30 257,074 403,164 +5,662
Jun10 100303 1850.50 1858.50 1843.30 1849.30 -0.20 1,377 7,736 +363
Total Volume and Open Interest 258,456 410,910 +6,025
S & P Midcap 400(CME)
Mar10 100303 758.00 762.00 756.00 759.20 +3.80 34 2,571 -4
Jun10 100303 756.60 756.60 756.60 756.60 +3.80      
Sep10 100303 754.60 754.60 754.60 754.60 +3.80      
Total Volume and Open Interest 34 2,571 -4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100303 10310 10325 10250 10250 +90      
Jun10 100303 10245 10340 10245 10260 +5 51 58 +31
Total Volume and Open Interest 6,224 39,392 -653
Nikkei 225(SGX)
Mar10 100303 10240 10275 10180 10250 +20 86,593 192,451 +2,829
Jun10 100303 10130 10190 10130 10190 +20 700 4,137 +1,069
Sep10 100303 10195 10195 10195 10195 +25 0 55 +0
Total Volume and Open Interest 87,368 198,159 +4,063
CAC 40(EURONEXT)
Mar10 100303 3802.0 3851.5 3788.0 3842.0 +29.5 117,683 375,879 +17,995
Apr10 100303 3801.5 3850.0 3797.0 3843.0 +29.5 19 678 -22
May10 100303 3768.0 3768.0 3768.0 3768.0 +28.5      
Total Volume and Open Interest 117,766 379,635 +18,044
Hang Seng Index(HKFE)
Mar10 100303 21028 21056 20805 20893 -44 68,826 72,259 -1,024
Apr10 100303 21010 21016 20775 20857 -44 802 799 +199
Total Volume and Open Interest 69,907 74,914 -736
DAX(EUREX)
Mar10 100303 5763.5 5831.5 5750.5 5815.0 +39.0 168,697 149,600 -5,192
Jun10 100303 5768.0 5837.0 5761.5 5823.0 +39.0 270 11,570 +3
Sep10 100303 5768.0 5840.0 5768.0 5830.0 +39.5 253 1,960 +15
Total Volume and Open Interest 169,220 163,130 -5,174
FT-SE 100(EURONEXT)
Mar10 100303 5461.00 5530.00 5451.50 5520.50 +56.50 127,217 668,461 +4,037
Jun10 100303 5408.00 5476.00 5408.00 5469.00 +55.50 84 6,068 +12
Sep10 100303 5372.50 5430.50 5372.50 5430.50 +56.00 6 364 +4
Total Volume and Open Interest 127,419 675,997 +4,161
SPI 200(SFE)
Mar10 100303 4700.0 4755.0 4692.0 4750.0 +47.0 28,079 197,219 +2,275
Jun10 100303 4738.0 4770.0 4738.0 4769.0 +46.0 262 2,885 +181
Sep10 100303 4749.0 4749.0 4749.0 4749.0 +44.0 0 1,970 +0
Total Volume and Open Interest 28,557 203,655 +2,420
GSCI(CME)
Mar10 100303 522.00 526.50 519.75 526.50 +8.50 757 15,687 +61
Apr10 100303 525.00 529.60 522.75 529.60 +8.50 89 73 +71
May10 100303 531.60 531.60 522.75 531.60 +8.60      
Total Volume and Open Interest 846 15,760 +132
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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