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MRCI's End of Day Prices
Daily Futures Price Listing Fri March 12, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100312 931.50 936.00 924.00 926.00 +0.50 572 375 -224
May10 100312 933.25 938.00 923.00 925.50 -5.00 95,396 194,288 -971
Jul10 100312 940.75 945.75 931.50 933.50 -5.50 35,102 102,824 +1,803
Aug10 100312 939.00 943.50 931.75 933.00 -4.75 1,076 5,264 +78
Sep10 100312 928.75 929.00 919.75 922.00 -3.50 1,523 4,480 +66
Nov10 100312 917.50 922.25 910.00 914.00 -2.50 20,378 113,277 +2,883
Jan11 100312 926.00 930.00 921.00 923.50 -2.25 289 5,926 +2
Total Volume and Open Interest 155,225 437,615 +3,803
Soybean Meal(CBOT)
Mar10 100312 250.60 251.20 249.60 251.20 +1.60 1,062 431 -415
May10 100312 253.60 254.90 251.20 251.30 -1.30 34,566 96,757 -2,271
Jul10 100312 253.10 254.80 251.20 251.40 -1.20 15,463 36,576 -186
Aug10 100312 251.50 253.90 250.80 250.80 -0.90 1,767 12,831 -58
Sep10 100312 250.90 251.90 241.00 249.00 -0.60 1,786 9,870 -241
Oct10 100312 244.40 246.00 244.00 244.00 -0.20 1,604 7,907 -82
Dec10 100312 244.10 246.00 243.10 244.00 -0.10 8,697 28,434 -76
Jan11 100312 245.60 247.00 245.50 245.50 unch 201 2,613 +46
Total Volume and Open Interest 65,631 199,965 -3,063
Soybean Oil(CBOT)
Mar10 100312 40.10 40.10 39.05 39.05 -0.77 363 730 -165
May10 100312 40.13 40.41 39.02 39.55 -0.56 47,239 143,247 +6,323
Jul10 100312 40.58 40.85 39.47 39.99 -0.55 13,404 81,004 +2,013
Aug10 100312 40.88 41.00 39.70 40.18 -0.55 765 11,578 +122
Sep10 100312 40.88 40.97 39.90 40.32 -0.53 633 7,708 +101
Oct10 100312 40.98 41.05 39.95 40.43 -0.53 1,006 6,079 -156
Dec10 100312 41.30 41.57 40.21 40.74 -0.53 10,262 38,893 +444
Jan11 100312 41.50 41.50 40.72 40.97 -0.50 506 1,681 -69
Total Volume and Open Interest 74,409 293,095 +8,719
Canola(WCE)
Mar10 100312 378.5 378.5 378.5 378.5 -5.1      
May10 100312 383.6 385.1 377.0 377.5 -5.1 7,030 81,638 -226
Jul10 100312 388.8 390.8 382.3 383.1 -5.1 3,500 21,881 +558
Nov10 100312 391.8 393.0 386.7 387.2 -4.6 940 16,153 +370
Jan11 100312 395.0 395.3 390.2 390.7 -4.8 38 583 -1
Total Volume and Open Interest 11,508 120,588 +701
Corn(CBOT)
Mar10 100312 356.25 357.25 344.00 354.00 -1.50 6,883 2,741 -2,298
May10 100312 366.25 367.25 362.00 364.25 -1.00 150,357 454,298 -5,297
Jul10 100312 377.50 378.25 373.00 375.50 -0.75 56,860 250,730 +398
Sep10 100312 386.00 387.25 382.25 384.25 -1.25 15,125 65,796 +1,335
Dec10 100312 396.25 396.75 391.75 393.75 -1.50 42,697 266,556 +1,291
Mar11 100312 406.50 407.25 403.75 405.00 -1.50 1,987 29,724 -348
Total Volume and Open Interest 276,522 1,113,396 -5,290
Wheat(CBOT)
Mar10 100312 469.50 472.50 469.50 472.25 +3.75 462 430 -172
May10 100312 479.25 486.25 477.25 485.25 +6.50 46,307 172,247 +1,594
Jul10 100312 491.50 499.00 490.50 498.00 +6.50 18,988 131,512 +544
Sep10 100312 509.00 515.00 508.50 514.00 +5.75 3,971 33,253 +1,627
Dec10 100312 535.00 541.00 533.00 540.25 +5.75 9,644 67,685 +255
Total Volume and Open Interest 80,402 426,565 +4,203
Wheat(KCBT)
Mar10 100312 487.75 487.75 487.75 487.75 +5.25 25 50 -6
May10 100312 490.00 496.25 488.00 494.75 +5.25 9,792 46,364 -252
Jul10 100312 500.00 507.00 498.50 505.50 +5.25 4,571 38,210 +595
Sep10 100312 514.75 518.00 511.50 516.75 +5.25 454 6,150 +129
Dec10 100312 530.50 536.00 529.00 534.50 +5.25 1,492 41,675 -486
Total Volume and Open Interest 16,639 137,007 +170
Wheat(MGE)
Mar10 100312 502.50 502.50 502.50 502.50 +6.00      
May10 100312 504.75 514.75 503.75 513.50 +9.00 2,609 15,295 +389
Jul10 100312 515.00 524.75 515.00 524.25 +8.00 445 11,007 +76
Sep10 100312 531.00 536.00 528.50 535.00 +7.00 298 5,633 +127
Dec10 100312 544.00 553.50 543.00 553.25 +7.75 464 5,927 +32
Total Volume and Open Interest 3,862 39,331 +616
Oats(CBOT)
Mar10 100312 209.00 211.50 209.00 209.00 -2.50 14 21 -13
May10 100312 217.50 220.00 215.50 218.50 +2.00 793 9,853 -43
Jul10 100312 227.00 227.75 225.00 227.00 +2.00 120 2,599 +33
Sep10 100312 235.00 235.00 233.00 235.00 +2.00 3 867 +0
Total Volume and Open Interest 999 15,027 -19
Rough Rice(CBOT)
Mar10 100312 12.24 12.25 12.18 12.19 +0.01 5 3 -32
May10 100312 12.41 12.59 12.32 12.43 +0.03 1,135 9,859 -152
Jul10 100312 12.70 12.85 12.64 12.73 +0.02 262 1,377 +93
Sep10 100312 12.66 12.75 12.60 12.62 -0.03 122 1,451 +78
Total Volume and Open Interest 1,636 14,097 +35
Live Cattle(CME)
Apr10 100312 93.950 95.200 93.830 95.100 +1.270 31,236 93,322 -5,535
Jun10 100312 91.850 93.000 91.800 92.800 +0.850 29,423 128,267 +8,343
Aug10 100312 90.000 90.650 90.000 90.580 +0.430 10,276 60,502 +2,982
Oct10 100312 92.480 92.980 92.400 92.730 +0.195 2,682 29,871 +988
Dec10 100312 94.000 94.850 94.000 94.730 +0.445 1,226 11,897 +669
Feb11 100312 95.250 95.830 95.250 95.650 +0.350 430 5,158 +171
Total Volume and Open Interest 75,324 330,979 +7,633
Feeder Cattle(CME)
Mar10 100312 102.100 103.000 102.000 103.000 +1.070 1,217 4,983 -649
Apr10 100312 105.400 106.150 105.135 105.980 +0.880 3,726 11,285 -392
May10 100312 106.000 107.400 105.900 107.300 +1.550 2,601 11,637 +970
Aug10 100312 107.980 109.200 107.850 109.180 +1.430 1,011 8,932 +67
Sep10 100312 107.400 108.700 107.400 108.650 +1.450 151 1,075 +37
Oct10 100312 107.000 108.600 107.000 108.550 +1.515 58 560 +13
Nov10 100312 107.100 108.250 107.100 108.200 +0.700 90 152 +16
Total Volume and Open Interest 8,854 38,644 +62
Lean Hogs(CME)
Apr10 100312 72.000 73.385 71.975 72.650 +0.765 18,761 54,220 -3,680
May10 100312 77.250 78.200 76.850 77.950 +0.700 120 5,860 +26
Jun10 100312 80.250 81.650 80.250 80.800 +0.600 14,868 63,987 +3,461
Jul10 100312 80.500 81.200 80.250 80.750 +0.570 3,434 24,345 +898
Aug10 100312 80.225 80.500 79.300 79.500 -0.300 3,347 25,320 +1,350
Oct10 100312 71.000 71.200 70.580 70.900 +0.050 1,971 16,108 +1,345
Dec10 100312 68.135 68.330 67.750 68.225 +0.275 502 7,150 +80
Feb11 100312 70.000 70.100 69.700 70.100 +0.100 182 2,012 +87
Total Volume and Open Interest 43,250 199,497 +3,615
Pork Bellies(CME)
Mar10 100312 91.000 92.000 91.000 91.000 unch 0 13 -16
May10 100312 92.885 94.500 92.035 92.050 -0.450 12 211 -8
Jul10 100312 95.000 95.000 95.000 95.000 +0.250 1 63 +1
Aug10 100312 88.000 89.000 88.000 88.000 unch 0 22 +0
Feb11 100312 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 13 311 -23
Class III Milk(CME)
Mar10 100312 12.87 12.89 12.81 12.84 -0.05 15 3,959 +1
Apr10 100312 12.72 12.82 12.65 12.78 -0.01 217 4,585 +44
May10 100312 13.20 13.30 13.15 13.26 +0.07 203 3,940 +24
Jun10 100312 13.87 13.95 13.80 13.90 +0.03 161 3,153 +58
Jul10 100312 14.32 14.32 14.15 14.24 -0.01 122 2,448 +20
Total Volume and Open Interest 976 28,838 +257
Cocoa(ICE)
Mar10 100312 2844 2910 2820 2910 +66 4 8 -4
May10 100312 2852 2929 2818 2920 +66 9,316 59,570 -413
Jul10 100312 2867 2955 2849 2946 +68 2,469 26,814 +483
Sep10 100312 2889 2973 2876 2969 +67 1,194 12,708 +66
Dec10 100312 2932 3000 2906 2998 +63 897 7,942 -147
Mar11 100312 2925 3016 2924 3015 +59 507 11,951 -113
May11 100312 2936 3020 2929 3019 +57 306 5,035 +253
Total Volume and Open Interest 15,281 127,699 +588
Coffee "C"(ICE)
Mar10 100312 132.75 132.75 130.05 130.15 -1.30 2 28 -11
May10 100312 134.00 135.20 131.75 132.50 -1.25 6,896 74,330 -1,607
Jul10 100312 134.90 136.65 133.25 134.05 -1.35 2,704 22,368 -844
Sep10 100312 137.00 138.15 135.05 135.60 -1.40 2,786 9,618 -1,123
Dec10 100312 139.15 140.00 137.00 137.50 -1.45 1,857 8,339 -574
Mar11 100312 140.70 141.00 139.10 139.10 -1.50 283 5,225 +47
Total Volume and Open Interest 14,592 121,441 -4,109
Orange Juice(ICE)
May10 100312 150.10 152.55 150.05 151.85 +2.05 860 26,852 +156
Jul10 100312 153.50 154.80 153.00 154.10 +1.85 171 6,443 +28
Sep10 100312 154.40 155.70 154.40 155.50 +2.40 149 1,528 +107
Nov10 100312 155.00 155.00 155.00 155.00 +1.10 65 672 +56
Jan11 100312 156.00 156.00 156.00 156.00 +1.05 6 670 +5
Mar11 100312 157.95 158.50 157.95 158.50 +0.65 3 82 +3
Total Volume and Open Interest 1,259 37,077 +354
Sugar #11(ICE)
May10 100312 19.30 19.99 19.21 19.67 +0.40 89,380 279,392 +5,108
Jul10 100312 18.69 19.17 18.44 18.87 +0.37 43,347 179,319 +546
Oct10 100312 18.00 18.55 17.97 18.35 +0.38 18,395 156,915 -258
Mar11 100312 17.56 18.00 17.55 17.94 +0.47 7,190 60,272 +119
May11 100312 16.88 17.18 16.88 17.16 +0.39 2,172 18,067 -391
Total Volume and Open Interest 167,930 759,963 +5,764
London Cocoa(LCE)
Mar10 100305 2140 2172 2136 2156 +14 1,139 25,119 -433
May10 100312 2189 2236 2178 2230 +39 11,743 48,299 +1,912
Jul10 100312 2176 2229 2168 2226 +43 6,637 35,136 +1,356
Sep10 100312 2146 2175 2132 2172 +25 2,765 19,403 +1,525
Dec10 100312 2109 2145 2109 2144 +29 582 14,769 +119
Mar11 100312 2082 2122 2082 2122 +34 831 14,968 +309
May11 100312 2121 2121 2121 2121 +27 278 3,015 +53
Total Volume and Open Interest 6,744 150,730 -363
London Sugar(LCE)
May10 100312 530.60 553.00 530.40 540.90 +9.20 12,041 29,129 -1,664
Aug10 100312 514.10 530.50 513.20 517.90 +2.80 5,040 19,782 +469
Oct10 100312 498.50 508.10 497.20 497.80 +0.60 990 9,196 +260
Dec10 100312 485.50 489.20 484.10 484.60 +2.20 215 2,066 +21
Mar11 100312 484.40 484.40 479.90 483.10 +4.20 179 1,059 +33
Total Volume and Open Interest      
Cotton(ICE)
May10 100312 78.77 80.77 78.76 80.47 +1.70 9,880 104,223 -503
Jul10 100312 79.29 81.25 79.29 81.02 +1.74 3,728 41,944 -136
Oct10 100312 76.03 76.97 76.03 76.91 +0.53 3 162 -1
Dec10 100312 75.00 75.67 74.89 75.62 +0.49 2,407 32,925 +157
Mar11 100312 76.78 76.78 76.78 76.78 +0.35 238 3,529 +197
May11 100312 77.08 77.08 76.85 77.08 +0.35 73 50 +4
Total Volume and Open Interest 16,466 185,121 -171
Lumber(CME)
Mar10 100312 271.0 273.7 266.1 267.2 -4.2 165 483 -148
May10 100312 284.5 289.0 281.8 283.0 -1.9 523 5,814 +26
Jul10 100312 295.7 296.9 291.6 294.3 +0.9 142 2,296 +79
Sep10 100312 290.0 290.0 286.7 289.7 -0.1 15 692 +6
Total Volume and Open Interest 846 9,459 -36
Crude Oil(NYM)
Apr10 100312 82.20 83.16 80.57 81.24 -0.87 430,148 190,419 -22,473
May10 100312 82.45 83.47 80.89 81.54 -0.89 181,314 247,724 +27,472
Jun10 100312 82.83 83.80 81.25 81.88 -0.90 96,762 173,882 -8,625
Jul10 100312 83.32 84.13 81.75 82.25 -0.93 28,375 75,602 +6,580
Aug10 100312 83.50 84.42 82.20 82.58 -0.97 7,522 27,689 +180
Sep10 100312 83.86 84.61 82.38 82.87 -1.02 8,333 37,809 +748
Oct10 100312 84.23 84.62 82.53 83.13 -1.05 3,632 19,684 -19
Nov10 100312 84.88 84.88 83.35 83.39 -1.09 2,597 23,868 -12
Dec10 100312 84.86 85.59 83.10 83.68 -1.12 33,767 203,563 +699
Jan11 100312 85.28 85.28 83.84 83.84 -1.14 1,916 27,142 +483
Feb11 100312 85.25 85.25 83.89 84.01 -1.15 985 16,893 +388
Mar11 100312 84.90 84.90 84.07 84.16 -1.17 586 13,360 -119
Apr11 100312 84.00 84.30 83.97 84.30 -1.19 471 11,998 -12
May11 100312 84.40 84.40 84.40 84.40 -1.21 170 4,321 +9
Jun11 100312 86.04 86.04 84.20 84.48 -1.23 1,121 29,064 +34
Jul11 100312 84.55 84.55 84.55 84.55 -1.24 106 3,699 +21
Total Volume and Open Interest 811,362 1,353,762 +5,521
e-miNY Crude Oil(NYM)
Mar10 100219 78.325 79.925 77.775 79.800 +0.750 9,128 2,521 -652
Apr10 100312 82.200 83.175 80.575 81.250 -0.850 17,174 4,655 -186
May10 100312 82.500 83.475 80.900 81.550 -0.875 1,670 2,043 +659
Jun10 100312 83.000 83.550 81.475 81.875 -0.900 104 430 +21
Jul10 100312 83.125 83.275 81.600 82.250 -0.925 0 117 +0
Aug10 100312 82.425 82.600 82.200 82.575 -0.975 10 2 -4
Sep10 100312 82.500 82.875 82.500 82.875 -1.025 3 7 -3
Oct10 100312 83.125 83.125 83.125 83.125 -1.050 1 10 +0
Nov10 100312 83.400 83.400 83.400 83.400 -1.075 2 1 +0
Dec10 100312 83.675 83.675 83.675 83.675 -1.125 0 55 +0
Total Volume and Open Interest 18,964 7,366 +487
Heating Oil(NYM)
Apr10 100312 211.97 214.42 207.51 209.40 -2.10 53,420 69,167 -3,806
May10 100312 213.00 215.41 208.66 210.54 -2.04 24,513 66,589 +2,984
Jun10 100312 214.26 216.50 209.98 211.76 -1.97 22,359 48,504 -1,538
Jul10 100312 216.25 217.99 211.85 213.48 -1.93 5,138 20,957 -685
Aug10 100312 218.18 218.76 213.30 215.21 -1.92 2,137 12,799 +256
Sep10 100312 221.09 221.09 215.10 217.01 -1.95 1,938 11,946 +556
Oct10 100312 222.20 222.20 218.01 219.15 -1.99 416 9,589 +7
Nov10 100312 224.28 224.28 220.15 221.42 -2.02 1,315 9,855 +188
Dec10 100312 226.36 228.41 222.07 223.74 -2.06 7,199 29,574 +1,356
Jan11 100312 229.14 229.14 224.60 225.89 -2.09 1,297 12,891 -44
Feb11 100312 227.18 227.20 226.25 226.97 -2.13 294 4,456 -71
Mar11 100312 226.84 226.84 226.84 226.84 -2.15 100 5,767 +10
Total Volume and Open Interest 120,497 317,566 -859
Gasoline(NYMEX)
Apr10 100312 227.77 229.52 223.28 225.50 -1.70 56,255 75,389 -6,626
May10 100312 228.19 230.05 223.80 225.81 -1.88 34,122 78,558 +5,335
Jun10 100312 227.88 229.60 223.50 225.24 -1.96 17,463 43,963 +1,234
Jul10 100312 227.72 228.32 222.99 224.33 -1.98 5,868 24,554 +620
Aug10 100312 227.31 227.31 221.63 223.25 -2.03 2,791 11,899 -173
Sep10 100312 224.41 224.62 221.30 221.96 -2.10 4,082 18,355 -36
Oct10 100312 213.04 213.13 209.47 211.09 -2.19 1,746 7,820 +188
Nov10 100312 211.63 211.63 209.10 209.65 -2.24 987 11,962 +259
Dec10 100312 211.86 212.91 207.68 209.23 -2.30 2,802 11,147 -579
Jan11 100312 210.63 210.63 210.63 210.63 -2.39 556 3,772 +173
Total Volume and Open Interest 128,119 294,622 +1,706
e-miNY RBOB Gasoline(NYM)
Apr10 100312 225.50 225.50 225.50 225.50 -1.70 0 7 +0
May10 100312 225.80 225.81 225.80 225.80 -1.90      
Jun10 100312 225.20 225.24 225.20 225.20 -2.00      
Jul10 100312 224.30 224.33 224.30 224.30 -2.00      
Total Volume and Open Interest 1 9 +1
Natural Gas(NYM)
Apr10 100312 4.415 4.469 4.377 4.400 -0.040 95,843 160,077 -8,363
May10 100312 4.503 4.534 4.443 4.466 -0.040 45,419 178,623 +5,411
Jun10 100312 4.582 4.602 4.518 4.538 -0.041 25,665 48,611 -2,655
Jul10 100312 4.686 4.694 4.608 4.632 -0.040 22,191 56,635 +3,614
Aug10 100312 4.753 4.753 4.684 4.702 -0.038 13,262 30,660 -1,724
Sep10 100312 4.783 4.800 4.717 4.740 -0.038 12,405 32,023 +370
Oct10 100312 4.886 4.890 4.824 4.842 -0.036 15,933 59,683 +2,177
Nov10 100312 5.200 5.202 5.154 5.168 -0.027 2,244 14,991 +232
Dec10 100312 5.576 5.576 5.527 5.543 -0.015 3,148 25,190 -583
Jan11 100312 5.785 5.785 5.738 5.757 -0.016 9,316 41,060 +1,539
Feb11 100312 5.732 5.750 5.715 5.724 -0.016 1,045 15,405 +242
Mar11 100312 5.620 5.630 5.584 5.599 -0.013 4,609 33,501 +665
Apr11 100312 5.326 5.330 5.299 5.309 +0.002 3,689 28,591 +626
May11 100312 5.316 5.318 5.290 5.303 +0.002 1,233 12,732 +374
Jun11 100312 5.360 5.360 5.330 5.346 +0.002 384 5,947 -22
Jul11 100312 5.415 5.429 5.385 5.408 +0.008 287 4,436 +52
Total Volume and Open Interest 260,549 855,658 +2,399
Brent Crude Oil(ICE)
Apr10 100312 80.41 81.29 78.70 79.39 -0.89 174,052 74,642 -22,831
May10 100312 80.90 81.79 79.27 79.96 -0.81 148,171 245,430 +16,632
Jun10 100312 81.33 82.19 79.69 80.37 -0.82 74,182 178,968 +7,992
Jul10 100312 81.74 82.62 80.40 80.80 -0.83 18,618 52,954 -1,113
Aug10 100312 82.06 83.02 80.69 81.20 -0.85 6,989 32,088 +494
Sep10 100312 82.45 83.38 81.04 81.54 -0.90 4,606 19,071 +538
Oct10 100312 82.80 83.69 81.40 81.84 -0.95 3,375 20,510 +152
Nov10 100312 83.12 83.97 81.87 82.11 -0.99 2,482 15,569 +58
Dec10 100312 83.52 84.25 81.73 82.38 -1.04 17,383 87,024 +389
Jan11 100312 82.63 82.63 82.63 82.63 -1.08 2,483 12,848 -345
Feb11 100312 82.88 82.88 82.88 82.88 -1.11 1,704 6,438 +45
Mar11 100312 82.85 83.14 82.85 83.14 -1.12 1,859 7,220 +447
Apr11 100312 83.38 83.38 83.38 83.38 -1.14 513 3,923 +218
May11 100312 83.60 83.60 83.60 83.60 -1.16 204 3,051 -7
Total Volume and Open Interest 461,522 868,691 +2,369
Gas Oil(ICE)
Apr10 100312 665.25 675.25 655.25 665.75 +0.50 117,864 124,843 +1,602
May10 100312 667.00 676.75 656.50 666.75 -0.25 58,344 91,764 +4,437
Jun10 100312 671.50 678.50 658.50 669.00 -1.00 37,190 70,759 +3,060
Jul10 100312 676.00 681.50 662.25 673.00 -1.25 7,094 30,163 -951
Aug10 100312 680.50 683.75 668.25 677.50 -1.00 4,755 24,134 -734
Sep10 100312 685.25 689.25 671.50 682.25 -1.00 4,126 27,338 +718
Oct10 100312 689.75 692.50 678.25 686.75 -1.00 2,761 18,486 -126
Nov10 100312 693.50 694.25 682.25 690.50 -1.00 2,310 14,355 -500
Dec10 100312 697.25 703.25 684.50 694.00 -1.25 8,415 74,313 +1,217
Jan11 100312 702.50 707.00 699.00 699.00 -1.25 957 18,722 +48
Total Volume and Open Interest 286,983 575,880 -22,420
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100312 1.604 1.604 1.584 1.585 -0.019 160 941 -68
May10 100312 1.603 1.603 1.590 1.594 -0.019 84 1,038 +14
Jun10 100312 1.620 1.620 1.614 1.617 -0.013 92 739 +10
Jul10 100312 1.634 1.634 1.627 1.629 -0.017 64 1,304 +31
Aug10 100312 1.645 1.645 1.631 1.631 -0.019 145 551 -65
Sep10 100312 1.647 1.647 1.640 1.642 -0.011 140 567 -70
Oct10 100312 1.660 1.660 1.655 1.656 -0.006 135 559 -78
Total Volume and Open Interest 1,359 7,966 -52
US Dollar Index(ICE)
Mar10 100312 80.300 80.330 79.650 79.840 -0.475 31,099 29,743 -9,071
Jun10 100312 80.540 80.600 79.945 80.075 -0.520 15,777 24,352 +7,379
Sep10 100312 80.350 80.375 80.350 80.375 -0.540 0 2,333 +0
Total Volume and Open Interest 46,876 56,429 -1,692
Australian Dollar(CME)
Mar10 100312 91.47 91.94 91.40 91.58 +0.07 95,723 54,797 -14,057
Jun10 100312 90.55 91.03 90.47 90.67 +0.07 43,481 85,717 +23,825
Sep10 100312 89.69 89.69 89.62 89.69 +0.07 36 79 +28
Total Volume and Open Interest 139,240 140,604 +9,796
British Pound(CME)
Mar10 100312 150.69 152.40 150.26 151.72 +1.23 160,214 73,496 -10,947
Jun10 100312 150.55 152.35 150.17 151.63 +1.23 50,794 83,975 +19,994
Sep10 100312 151.43 151.67 150.33 151.57 +1.24 17 105 -8
Total Volume and Open Interest 211,025 157,601 +9,039
Canadian Dollar(CME)
Mar10 100312 97.62 98.47 97.57 98.27 +0.73 87,185 59,403 -16,384
Jun10 100312 97.66 98.48 97.54 98.27 +0.73 49,027 89,195 +28,108
Sep10 100312 97.62 98.37 97.50 98.22 +0.72 80 1,076 -36
Dec10 100312 98.05 98.24 97.38 98.11 +0.73 13 845 -6
Total Volume and Open Interest 136,306 150,673 +11,682
Japanese Yen(CME)
Mar10 100312 110.34 110.90 109.78 110.47 +0.09 117,156 72,566 -17,093
Jun10 100312 110.41 110.96 109.84 110.53 +0.09 49,384 67,700 +20,152
Sep10 100312 110.23 110.62 110.17 110.62 +0.10 4 207 +0
Total Volume and Open Interest 166,544 140,502 +3,059
Swiss Franc(CME)
Mar10 100312 93.56 94.55 93.49 94.40 +0.86 49,535 27,896 -4,415
Jun10 100312 93.64 94.67 93.55 94.47 +0.87 19,176 22,609 +7,121
Sep10 100312 94.55 94.55 93.68 94.55 +0.87 4 7 +1
Total Volume and Open Interest 68,716 50,517 +2,707
EuroFX(CME)
Mar10 100312 136.78 137.96 136.70 137.58 +0.85 266,173 133,474 -25,671
Jun10 100312 136.74 137.96 136.68 137.57 +0.86 98,822 115,468 +32,555
Sep10 100312 137.12 138.05 136.69 137.54 +0.85 26 1,389 +5
Total Volume and Open Interest 365,021 250,413 +6,889
Mexican Peso(CME)
Mar10 100312 795.8 798.5 794.8 797.2 +3.0 36,861 68,455 -10,225
Apr10 100312 795.2 795.2 792.2 795.2 +3.0 0 8 +0
Total Volume and Open Interest 71,040 178,288 +10,215
30-Year T-Bonds(CBOT)
Mar10 100312 117~290 118~030 117~120 117~200 -0~010      
Jun10 100312 116~150 117~070 115~270 116~300 +0~110 189,348 606,968 -6,163
Sep10 100312 115~130 115~220 115~110 115~220 +0~110 55 118 +3
Total Volume and Open Interest 196,246 627,889 -10,359
10-Year T-Notes(CBOT)
Mar10 100312 118~045 118~165 117~240 118~080 unch 8,720 40,876 -1,802
Jun10 100312 116~225 117~010 116~085 116~255 +0~005 712,144 1,317,853 +7,925
Sep10 100312 115~140 115~140 115~115 115~115 unch 71 1,223 +69
Total Volume and Open Interest 720,935 1,359,953 +6,192
5-Year T-Notes(CBOT)
Mar10 100310 58~036 58~036 58~036 58~036 -0~014      
Jun10 100312 115~033 115~053 114~114 115~032 -0~004 434,896 935,159 -8,086
Sep10 100312 114~016 114~020 114~016 114~016 -0~004      
Total Volume and Open Interest 442,225 969,063 -15,045
2 Year T-Notes(CBOT)
Mar10 100312 109~000 109~000 108~112 108~122 +54~054      
Jun10 100312 108~059 108~062 108~042 108~055 -0~004 237,347 855,076 +15,576
Sep10 100312 107~107 107~115 107~107 107~107 -0~008 0 1 +0
Total Volume and Open Interest 246,704 884,364 +8,583
Eurodollars(CME)
Mar10 100312 99.738 99.743 99.738 99.738 unch 69,276 1,102,276 -17,677
Jun10 100312 99.615 99.625 99.595 99.615 unch 171,892 1,139,087 -22,928
Sep10 100312 99.415 99.425 99.370 99.400 -0.020 228,931 969,567 -20,635
Dec10 100312 99.110 99.125 99.050 99.095 -0.025 267,356 1,052,794 +17,219
Mar11 100312 98.755 98.770 98.675 98.740 -0.020 233,509 745,031 +16,565
Jun11 100312 98.380 98.390 98.295 98.375 -0.010 262,759 780,907 +30,845
Sep11 100312 98.030 98.040 97.940 98.020 -0.015 140,123 608,833 +5,503
Dec11 100312 97.695 97.705 97.605 97.680 -0.020 119,988 405,950 +6,983
Mar12 100312 97.405 97.410 97.310 97.385 -0.025 53,816 329,443 +5,329
Jun12 100312 97.120 97.130 97.025 97.100 -0.025 48,111 226,470 +5,312
Sep12 100312 96.860 96.875 96.770 96.845 -0.020 32,275 143,066 +3,871
Dec12 100312 96.610 96.625 96.515 96.595 -0.015 24,245 134,476 -1,470
Mar13 100312 96.405 96.430 96.310 96.395 -0.010 11,449 80,503 -572
Jun13 100312 96.200 96.235 96.110 96.200 -0.005 10,015 70,416 +469
Sep13 100312 96.020 96.055 95.925 96.020 unch 6,558 59,893 +1,192
Dec13 100312 95.830 95.875 95.745 95.835 +0.005 6,963 38,572 +699
Mar14 100312 95.675 95.725 95.595 95.690 +0.010 4,567 40,110 +570
Jun14 100312 95.525 95.580 95.445 95.540 +0.010 4,665 34,034 +683
Total Volume and Open Interest 1,711,528 8,152,302 +33,049
30 Day Federal Funds(CBOT)
Mar10 100312 99.842 99.842 99.832 99.835 -0.007 4,606 68,640 -1,505
Apr10 100312 99.825 99.830 99.810 99.820 -0.010 4,395 85,908 -815
May10 100312 99.805 99.810 99.790 99.795 -0.015 6,786 77,588 +589
Jun10 100312 99.790 99.795 99.775 99.780 -0.010 2,714 80,418 +156
Jul10 100312 99.760 99.770 99.745 99.755 -0.005 3,870 78,159 +80
Aug10 100312 99.725 99.730 99.705 99.715 -0.005 7,040 60,911 +2,513
Total Volume and Open Interest 49,514 640,506 +5,170
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 100312 99.565 99.565 99.565 99.565 unch 0 2,628 -4
Jun10 100312 99.625 99.625 99.625 99.625 unch 201 757 +277
Sep10 100312 99.630 99.640 99.630 99.630 -0.010 1,000 1,230 +1,000
Dec10 100312 99.635 99.645 99.635 99.635 -0.010 0 242 +0
Mar11 100312 99.630 99.630 99.630 99.630 unch 0 8 +4
Jun11 100312 99.605 99.605 99.605 99.605 unch      
Sep11 100312 99.585 99.605 99.585 99.585 -0.020      
Dec11 100312 99.535 99.535 99.535 99.535 unch      
Mar12 100312 99.505 99.505 99.500 99.505 +0.005      
Jun12 100312 99.555 99.555 99.550 99.555 +0.005      
Total Volume and Open Interest 1,201 4,865 +1,277
3-Mth Euro-Yen(SGX)
Jun10 100312 99.57 99.63 99.57 99.63 +0.00 200 2,802 -27
Sep10 100312 99.64 99.64 99.64 99.64 +0.01 300 4,012 +1,000
Dec10 100312 99.65 99.65 99.65 99.65 +0.01 0 1,380 +0
Mar11 100312 99.64 99.64 99.64 99.64 +0.01 0 1,201 +0
Jun11 100312 99.61 99.61 99.61 99.61 +0.00 0 56 +0
Sep11 100312 99.61 99.61 99.61 99.61 +0.00 0 51 +0
Dec11 100312 99.54 99.54 99.54 99.54 +0.00 0 102 +0
Mar12 100312 99.50 99.50 99.50 99.50 +0.00 0 305 +0
Total Volume and Open Interest 700 16,643 +1,034
Japanese Gov't Bonds(SGX)
Jun10 100309 139.25 139.39 139.22 139.31 +0.08 5,520 14,782 +5,401
Sep10 100312 138.84 138.84 138.84 138.84 -0.24      
Dec10 100312 136.75 136.75 136.75 136.75 -0.24      
Total Volume and Open Interest 1,899 19,879 -84
Euro-Bund(EUREX)
Jun10 100312 122.40 122.68 122.07 122.56 +0.16 690,951 969,172 -2,295
Sep10 100312 121.55 121.95 121.55 121.91 +0.16 93 16 +3
Dec10 100312 121.56 121.56 121.56 121.56 +0.16      
Total Volume and Open Interest 691,044 969,188 -2,292
Euro-Bobl(EUREX)
Jun10 100308 116.65 116.73 116.52 116.64 unch 676,445 694,312 +189,537
Sep10 100312 115.94 116.14 115.83 116.14 -0.09 3 5 +3
Dec10 100312 115.94 115.94 115.94 115.94 -0.01      
Total Volume and Open Interest 497,942 831,244 +21,906
3-Mth Euribor(EUREX)
Mar10 100312 99.355 99.355 99.350 99.350 unch 361 8,671 -124
Jun10 100312 99.245 99.245 99.235 99.245 -0.005 295 7,566 +212
Sep10 100312 99.010 99.010 99.010 99.010 -0.015 9 2,357 -24
Total Volume and Open Interest 746 22,641 +86
Long Gilt(LIFFE)
Mar10 100226 115~25 115~30 115~13 115~28 +0~04 109,949 61,332 -15,593
Jun10 100312 113~17 114~03 113~12 113~30 +0~12 61,674 278,217 -5,767
Total Volume and Open Interest 62,396 291,224 -5,894
3-Mth Short Sterling(LIFFE)
Mar10 100312 99.35 99.36 99.35 99.36 +0.01 23,941 321,489 +2,094
Jun10 100312 99.26 99.29 99.26 99.28 +0.02 50,567 390,201 +2,891
Sep10 100312 99.08 99.10 99.06 99.09 +0.01 49,792 360,568 +4,082
Dec10 100312 98.79 98.81 98.76 98.80 +0.02 76,631 405,819 -1,091
Mar11 100312 98.45 98.47 98.41 98.45 +0.01 57,487 327,685 +2,138
Jun11 100312 98.08 98.10 98.05 98.08 unch 81,938 225,858 +8,141
Total Volume and Open Interest 443,575 2,504,496 +23,860
3-Mth Euribor(LIFFE)
Mar10 100312 99.350 99.355 99.350 99.350 unch 37,573 659,624 +6,035
Jun10 100312 99.245 99.255 99.230 99.245 -0.005 95,995 737,910 +16,723
Sep10 100312 99.030 99.030 98.995 99.010 -0.015 132,240 784,296 +12,582
Total Volume and Open Interest 794,382 4,111,423 +20,770
3-Mth Aus T-Bills(SFE)
Mar10 100311 95.66 95.68 95.62 95.67 unch 25,180 72,614 -8,970
Jun10 100312 95.31 95.33 95.28 95.31 unch 37,997 284,931 +10,107
Sep10 100312 94.92 94.94 94.88 94.91 -0.01 25,347 157,931 +6,952
Dec10 100312 94.66 94.67 94.62 94.64 -0.01 10,648 99,826 -1,012
Mar11 100312 94.50 94.50 94.44 94.47 -0.02 6,441 42,894 +1,247
Jun11 100312 94.38 94.38 94.33 94.36 -0.01 3,971 41,901 +1,593
Sep11 100312 94.26 94.28 94.25 94.28 -0.02 1,460 19,761 +628
Dec11 100312 94.21 94.22 94.20 94.22 -0.02 1,655 11,576 +1,266
Mar12 100312 94.18 94.18 94.16 94.18 -0.02 2,391 5,210 +1,866
Jun12 100312 94.15 94.15 94.15 94.15 -0.02 20 1,709 -10
Total Volume and Open Interest 110,101 669,733 -47,833
10-Year Aus T-Bonds(SFE)
Mar10 100312 94.35 94.37 94.31 94.33 -0.01 158,179 307,655 -15,080
Jun10 100312 94.31 94.34 94.28 94.30 -0.01 142,224 210,819 +87,726
Total Volume and Open Interest 300,403 518,474 +72,646
3-Year Aus T-Bonds(SFE)
Mar10 100312 94.89 94.91 94.86 94.90 +0.01 348,898 589,358 +28,918
Jun10 100312 94.70 94.72 94.68 94.71 +0.01 237,911 238,671 +152,072
Total Volume and Open Interest 586,809 828,029 +180,990
Gold(CMX)
Apr10 100312 1110.0 1119.5 1097.3 1101.7 -6.5 201,367 244,256 -12,302
Jun10 100312 1111.0 1120.7 1098.6 1103.0 -6.5 18,749 96,156 +4,403
Aug10 100312 1111.0 1121.2 1100.8 1104.1 -6.5 3,881 26,805 +2,703
Oct10 100312 1116.8 1120.9 1104.5 1105.2 -6.5 572 19,120 +238
Dec10 100312 1118.0 1123.5 1104.0 1106.4 -6.4 1,741 37,101 -113
Feb11 100312 1110.7 1110.7 1106.5 1107.9 -6.3 3,094 12,318 +2,164
Apr11 100312 1121.5 1121.5 1109.8 1109.8 -6.3 1,714 5,044 -126
Jun11 100312 469.0 469.0 456.9 456.9 -6.3 1 7,374 +0
Aug11 100312 1115.2 1115.2 1115.2 1115.2 -6.3 450 4,657 +350
Oct11 100312 1118.6 1118.6 1118.6 1118.6 -6.2 0 3,234 +0
Dec11 100312 1122.4 1122.4 1122.4 1122.4 -6.1 512 13,479 -173
Total Volume and Open Interest 235,814 491,264 -2,645
Silver(CMX)
Mar10 100312 1720.5 1722.0 1698.0 1702.4 -11.2 256 557 -126
May10 100312 1721.0 1735.0 1696.0 1704.8 -11.2 43,769 64,509 -456
Jul10 100312 1720.0 1737.0 1700.0 1707.3 -11.1 1,812 14,380 +73
Sep10 100312 1727.5 1738.0 1708.0 1709.4 -11.1 502 3,471 +177
Dec10 100312 1726.0 1739.5 1707.0 1712.4 -11.1 363 13,098 -11
Mar11 100312 1717.0 1717.0 1715.5 1715.5 -11.0 549 2,612 -485
May11 100312 1731.0 1731.0 1717.0 1717.6 -10.9 1 1,730 +0
Total Volume and Open Interest 47,681 111,003 -1,127
Platinum(NYMEX)
Apr10 100312 1612.8 1629.2 1600.9 1608.4 -4.3 6,914 30,167 -623
Jul10 100312 1617.4 1633.0 1606.0 1612.9 -4.1 923 5,516 +784
Oct10 100312 1623.3 1623.3 1613.4 1613.4 -4.1 2 222 -1
Jan11 100312 1620.0 1620.0 1608.9 1608.9 -3.6 1 206 +0
Total Volume and Open Interest 7,840 36,113 +160
Palladium(NYMEX)
Mar10 100312 462.25 462.25 462.25 462.25 +2.10 10 41 -20
Jun10 100312 458.50 469.00 457.90 463.15 +2.15 2,394 22,113 +391
Sep10 100312 460.40 466.95 460.40 463.60 +2.15 38 403 +31
Total Volume and Open Interest 2,456 22,601 +406
Copper(CMX)
Mar10 100312 335.60 338.50 335.60 336.95 +0.35 320 2,755 -77
May10 100312 339.00 340.65 335.85 338.00 +0.30 34,927 87,193 +37
Jul10 100312 340.60 342.00 338.20 339.50 +0.30 2,271 18,654 -288
Sep10 100312 339.15 340.55 339.15 340.55 +0.35 957 8,413 +561
Dec10 100312 343.30 343.45 341.20 341.20 +0.35 129 5,477 +83
Total Volume and Open Interest 39,052 128,203 +590
DJIA Index(CBOT)
Mar10 100312 10607 10650 10600 10635 +25 264 13,732 -29
Jun10 100312 10551 10585 10528 10573 +25 47 244 +51
Sep10 100312 10515 10515 10490 10515 +25 0 1 +0
Dec10 100312 10453 10453 10440 10453 +13      
Total Volume and Open Interest 311 13,977 +22
S & P 500(CME)
Mar10 100312 1154.80 1155.00 1147.00 1151.30 +0.70 50,434 319,955 -17,373
Jun10 100312 1145.70 1152.00 1142.10 1146.60 +0.70 37,954 88,076 +30,981
Sep10 100312 1141.70 1142.00 1138.00 1141.70 +0.70 102 2,172 +101
Dec10 100312 1137.10 1137.30 1133.30 1137.10 +0.80 0 3,006 +0
Total Volume and Open Interest 88,490 413,230 +13,709
S & P 500 E-Mini(Globex)
Mar10 100312 1150.75 1159.50 1146.75 1151.25 +0.75 2,112,662 2,587,207 -144,821
Jun10 100312 1146.00 1152.00 1142.00 1146.50 +0.50 357,616 490,052 +252,022
Total Volume and Open Interest 2,470,917 3,079,758 +107,814
NASDAQ 100(CME)
Mar10 100312 1929.00 1929.00 1918.00 1926.80 +1.50 3,579 22,297 -1,305
Jun10 100312 1922.80 1929.30 1913.50 1924.30 +1.80 270 1,034 +180
Sep10 100312 1923.30 1923.30 1921.50 1923.30 +1.80      
Total Volume and Open Interest 3,849 23,331 -1,125
NASDAQ 100 E-Mini(Globex)
Mar10 100312 1926.00 1935.30 1916.50 1926.80 +1.50 321,409 368,450 -26,788
Jun10 100312 1922.50 1929.80 1913.80 1924.30 +1.80 22,871 31,809 +15,297
Total Volume and Open Interest 344,281 400,270 -11,491
S & P Midcap 400(CME)
Mar10 100312 782.00 785.20 778.00 785.20 +3.90 370 2,610 -107
Jun10 100312 782.00 782.80 776.00 782.80 +3.80 256 257 +239
Sep10 100312 780.80 780.80 780.80 780.80 +3.80      
Total Volume and Open Interest 626 2,867 +132
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100312 10800 10805 10800 10800 +80 8,169 34,540 +3,879
Sep10 100312 10840 10840 10800 10840 +120      
Total Volume and Open Interest 21,196 58,471 -2,869
Nikkei 225(SGX)
Jun10 100312 10615 10715 10570 10680 +75 76,964 128,198 +22,442
Sep10 100312 10685 10685 10685 10685 +75 0 55 +0
Dec10 100312 10645 10645 10645 10645 +75 0 747 +0
Total Volume and Open Interest 219,573 292,489 +6,902
CAC 40(EURONEXT)
Mar10 100312 3942.5 3957.5 3919.0 3928.0 unch 107,182 397,502 +16,951
Apr10 100312 3943.0 3957.5 3921.0 3929.0 +0.5 3,387 14,063 +3,267
May10 100312 3855.5 3855.5 3855.5 3855.5 +1.0      
Total Volume and Open Interest 118,256 422,662 +27,719
Hang Seng Index(HKFE)
Mar10 100312 21240 21248 21085 21192 +65 54,997 72,146 +3,579
Apr10 100312 21198 21201 21050 21153 +63 1,204 2,405 +14
Total Volume and Open Interest 56,800 77,644 +3,710
DAX(EUREX)
Mar10 100312 5945.5 5991.0 5934.0 5946.0 +16.5 133,730 143,645 -1,687
Jun10 100312 5957.0 5997.0 5942.0 5953.5 +16.5 2,034 22,985 +1,082
Sep10 100312 5959.0 6002.0 5949.0 5960.0 +16.0 495 2,078 +95
Total Volume and Open Interest 136,259 168,708 -510
FT-SE 100(EURONEXT)
Mar10 100312 5626.00 5650.00 5608.00 5626.50 +17.00 131,447 683,784 -7,623
Jun10 100312 5575.00 5594.50 5560.00 5577.50 +16.50 32,936 56,245 +34,090
Sep10 100312 5538.50 5550.00 5520.50 5537.00 +16.50 54 371 +40
Total Volume and Open Interest 164,444 742,032 +26,500
SPI 200(SFE)
Mar10 100312 4814.0 4838.0 4807.0 4819.0 unch 36,076 209,782 +3,495
Jun10 100312 4836.0 4862.0 4832.0 4843.0 +1.0 4,504 9,532 +3,467
Sep10 100312 4828.0 4828.0 4828.0 4828.0 +1.0 13 1,972 +0
Total Volume and Open Interest 40,843 223,073 +7,212
GSCI(CME)
Mar10 100312 530.00 530.25 518.65 522.00 -1.20 3,341 4,068 -2,676
Apr10 100312 532.75 533.00 521.40 524.60 -1.40 3,631 12,817 +2,976
May10 100312 534.75 535.00 524.50 526.85 -2.15 2 0 +0
Total Volume and Open Interest 6,974 16,885 +300
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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